# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007247
**Filing Date:** 2026-5
**Character Count:** 1252045
**Document Hash:** 021ec91435e0225bbedbaa9bfefebe8b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007247.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007247

**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:** 261043436

**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 Low Duration Income Fund (Series ID: S000009677)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000026511 | Institutional | PFIIX           |
| C000026513 | A             | PFIAX           |
| C000026514 | C             | PFNCX           |
| C000064131 | I-2           | PFTPX           |
| C000200437 | I-3           | PFNIX           |
| C000222832 | Class C-2     | PLDCX           |

## 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 Low Duration Income Fund

- **b. EDGAR series identifier (if any):** S000009677

- **c. LEI of Series:** SVLFVAGUHS15GPUL9Z39

**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:** $50474153860.67

**Total Liabilities:** $32108223852.24

**Net Assets:** $18365930008.43

**Delayed Delivery Securities:** $140121155.23

**Cash Not Reported:** $41520223.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 657083.056500 | **1-Year:** 1762818.501700 | **5-Year:** 4863287.757000 | **10-Year:** 578742.779500 | **30-Year:** -99449.065300

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

- **3-Month:** 172192.453600 | **1-Year:** 163646.676000 | **5-Year:** 366872.821200 | **10-Year:** 52740.206700 | **30-Year:** 737.551800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026513 | 0.54%                | 0.60%                | -1.32%               |
| Class ID C000026514 | 0.52%                | 0.58%                | -1.34%               |
| Class ID C000222832 | 0.50%                | 0.56%                | -1.36%               |
| Class ID C000064131 | 0.57%                | 0.63%                | -1.29%               |
| Class ID C000200437 | 0.57%                | 0.62%                | -1.30%               |
| Class ID C000026511 | 0.58%                | 0.64%                | -1.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8668617.32              | $36413712.00                               |
| Month 2  | $47206313.74             | $78306570.69                               |
| Month 3  | $-73435103.62            | $-268601287.57                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAIN CAPITAL CREDIT CLO 2022-2 LTD                                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 2A A1R 144A       | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     24800000 | PA      | $24793800.99   | 0.13%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVI LTD                                                              | VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR              | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       300000 | PA      | $298560.00     | 0.00%             | 2030-01-08      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC                                      | CUSIP: 37790BE49<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     15500000 | PA      | $15441239.50   | 0.08%             | 2026-05-04      | None          | 0.00%                 | 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        |     13000000 | PA      | $15021767.43   | 0.08%             | 2038-10-15      | Floating      | 3.22%                 | 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      | $-30154.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $3500102.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $11142533.82   | 0.06%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/21/23-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $273767.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2005-4                                             | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2005 4 M4             | CUSIP: 83611MKH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $970307.70     | 0.01%             | 2036-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| QUEST TRUST 2006-X2                                                              | QUEST TRUST QUEST 2006 X2 A2 144A                         | CUSIP: 74836YAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5737301 | PA      | $5531927.73    | 0.03%             | 2036-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2003-4                                          | THORNBURG MORTGAGE SECURITIES TMST 2003 4 A1              | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6697 | PA      | $6608.86       | 0.00%             | 2043-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-30348.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A1 144A       | CUSIP: 21050UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       216211 | PA      | $216384.31     | 0.00%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                             | BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX C 144A      | CUSIP: 05493LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6000000 | PA      | $5703216.00    | 0.03%             | 2038-09-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| TIMES SQUARE HOTEL TRUST                                                         | TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528    | CUSIP: 887367AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        16387 | PA      | $16403.60      | 0.00%             | 2026-08-01      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.41000 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $55866.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 09/16/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-1242409.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                               | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A          | CUSIP: 30336CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3175795 | PA      | $3197421.50    | 0.02%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4259 FN 06/53 FIXED 5.5                       | CUSIP: 3140NLWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2322585 | PA      | $2341813.96    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $55731.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.45000 03/07/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-551233.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                                        | REGIONAL MANAGEMENT ISSUANCE T RMIT 2024 1 A 144A         | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2400000 | PA      | $2434275.36    | 0.01%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329              | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |       500000 | PA      | $491735.26     | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG6641 FR 07/53 FIXED 5                 | CUSIP: 3133C7LW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       827725 | PA      | $820423.04     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-2XS                                               | STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M1           | CUSIP: 86359B2K6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4664929 | PA      | $4464912.89    | 0.02%             | 2035-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A3 144A      | CUSIP: 14687VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1950489 | PA      | $1954464.87    | 0.01%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST SERIES 2005-1                                                    | CHASEFLEX TRUST CFLX 2005 1 1A4                           | CUSIP: 16165TAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1926027 | PA      | $1322087.07    | 0.01%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $421707.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-12                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1            | CUSIP: 126697AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16213341 | PA      | $15958460.70   | 0.09%             | 2047-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 07/27 VAR                                | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      3500000 | PA      | $3523821.98    | 0.02%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $58776.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-10                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV4            | CUSIP: 126673JW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       828823 | PA      | $786166.22     | 0.00%             | 2034-12-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR                | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1763000 | PA      | $1749354.31    | 0.01%             | 2029-04-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-24357.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20290702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $94018.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-7                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 7 1A1           | CUSIP: 41161PPN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       612320 | PA      | $236018.40     | 0.00%             | 2045-06-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 09/29 5.303         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       900000 | PA      | $895610.49     | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8408 FR 03/54 FIXED 5.5               | CUSIP: 3132DWKV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2178899 | PA      | $2192190.92    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                              | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A           | CUSIP: 04410RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $9970156.00    | 0.05%             | 2035-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL4                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 PT 144A     | CUSIP: 36266BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207274943 | PA      | $178716684.16  | 0.97%             | 2061-12-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $29658.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL3 A1 144A     | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5129140 | PA      | $5013322.91    | 0.03%             | 2054-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.67 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $125.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.70000 03/28/24-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $365780.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 07/15/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1639788.41    | 0.01%             |  |  |  | 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        |      9372328 | PA      | $9412009.33    | 0.05%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BDT6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      4750000 | PA      | $4735617.00    | 0.03%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.60240 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $22610.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69000000 | PA      | $68204181.60   | 0.37%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                    | CITRUS RE LTD UNSECURED 144A 06/33 VAR                    | CUSIP: 177510AT1<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |       500000 | PA      | $500000.00     | 0.00%             | 2033-06-07      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.68900 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-100551.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WATR 2025-2                                                                      | WATR ISSUER TRUST WATR 2025 2 D 144A                      | CUSIP: 94260AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5100000 | PA      | $5044242.52    | 0.03%             | 2050-09-16      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY3520 FN 06/53 FIXED 5.5                       | CUSIP: 3140NK4E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        36498 | PA      | $36788.73      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                                     | BAYOU RE LTD UNSECURED 144A 04/31 VAR                     | CUSIP: 07304LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       600000 | PA      | $645180.00     | 0.00%             | 2031-04-30      | Floating      | 22.02%                | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR       | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       600000 | PA      | $596778.61     | 0.00%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                                  | VALARIS LTD SECURED 144A 04/30 8.375                      | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       160000 | PA      | $165872.96     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.56 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-9857.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                                              | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A          | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6430099 | PA      | $6448984.51    | 0.04%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1756626.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $1239851.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2927.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.5* 7/13/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-27904250.15  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-161262.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2004-FM2                                                             | GSAMP TRUST GSAMP 2004 FM2 M1                             | CUSIP: 36228FN28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1651905 | PA      | $1717741.86    | 0.01%             | 2034-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.76000 03/04/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-165827.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -381122005 | PA      | $-320499786.08 | -1.75%            | 2056-04-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3447 FR 05/53 FIXED 5                 | CUSIP: 3133C3ZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1048072 | PA      | $1040433.49    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS0115 FN 07/36 FIXED VAR                       | CUSIP: 3140XFDV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6391005 | PA      | $6140828.86    | 0.03%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2025-CP1                                                 | NEW YORK MORTGAGE TRUST NYMT 2025 CP1 A1 144A             | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10087010 | PA      | $9721282.32    | 0.05%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-28200.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2025-INV4                                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV4 A1 144A     | CUSIP: 26846DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5475869 | PA      | $5456538.05    | 0.03%             | 2070-10-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-B TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B B              | CUSIP: 83407KAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9700000 | PA      | $9761092.54    | 0.05%             | 2034-06-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A2 144A        | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2299911 | PA      | $2304956.45    | 0.01%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-8                                                     | LEHMAN MORTGAGE TRUST LMT 2007 8 1A1                      | CUSIP: 52521YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        64708 | PA      | $63514.15      | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.5920* 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $301446.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    200000000 | PA      | $199999999.99  | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA3385 FN 07/55 FIXED VAR                       | CUSIP: 3140W3XP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1770330 | PA      | $1812437.09    | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                             | INTEGRITY RE III UNSECURED 144A 06/28 VAR                 | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $415560.00     | 0.00%             | 2028-06-06      | Floating      | 15.76%                | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2006-4                                                     | LEHMAN MORTGAGE TRUST LMT 2006 4 1A1                      | CUSIP: 52520RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       336405 | PA      | $250488.30     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       245861 | PA      | $131781.50     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BDQ2<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      5350000 | PA      | $5335609.04    | 0.03%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-664286.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $28.18         | 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        |    400000000 | PA      | $377175080.00  | 2.05%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    778800000 | PA      | $17463920.34   | 0.10%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                             | CUSIP: 902EYJ902<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9380760.55    | 0.05%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-RF6                                               | STRUCTURED ASSET SECURITIES CO SASC 2005 RF6 A 144A       | CUSIP: 86359DWH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5461444 | PA      | $5137930.35    | 0.03%             | 2043-05-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE INV TRUST 2005-SD1                                            | AMERICAN HOME MORTGAGE INVESTM AHM 2005 SD1 1A1 144A      | CUSIP: 02660THL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       312235 | PA      | $326959.16     | 0.00%             | 2035-09-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRAZIL LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $192199.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL3380 FR 02/55 FIXED 5.5               | CUSIP: 31427QXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       103849 | PA      | $105724.79     | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA3128 G2 09/45 FLOATING VAR                 | CUSIP: 36179RPM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       433463 | PA      | $441946.50     | 0.00%             | 2045-09-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-A                                              | FORD CREDIT AUTO OWNER TRUST FORDO 2024 A A3              | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4026149 | PA      | $4054527.75    | 0.02%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GENERAL ELECTRIC COMPANY SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $39179.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3199 FR 05/53 FIXED 5.5               | CUSIP: 3133C3RU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1913789 | PA      | $1927362.76    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS MXN TIIE1/8.99000 12/24/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $94355.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 26-1A                                      | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2026 1A A2A 144A     | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11500000 | PA      | $11488686.30   | 0.06%             | 2028-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A19          | CUSIP: 18976GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        33187 | PA      | $31315.45      | 0.00%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC DISC COML                                      | CUSIP: 03111CD67<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1099269.82    | 0.01%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0TIA8 PIMCO FPPSWAPTION 2.17 PUT USD                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     13800000 | NC      | $3992857.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260803                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $652730.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     12400000 | PA      | $12309716.72   | 0.07%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-RCF2 TRUST 2026-RCF2                                                   | PRESTON RIDGE PARTNERS MORTGAG PRPM 2026 RCF2 A1 144A     | CUSIP: 74449JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7300000 | PA      | $7335440.04    | 0.04%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4782 FN 07/53 FIXED 5                         | CUSIP: 3140NMJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       776636 | PA      | $770501.70     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                          | COUNTRY GARDEN HOLDINGS CO COMMON STOCK HKD.1             | CUSIP: B1VKYN902<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |       837353 | NS      | $34274.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2A            | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        66883 | PA      | $66920.72      | 0.00%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-579052.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP SR SECURED 144A 12/28 5.75                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14310000 | PA      | $13849182.80   | 0.08%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV3                                             | VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A        | CUSIP: 92540CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2387703 | PA      | $2408047.06    | 0.01%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-2                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 2 A1              | CUSIP: 026930AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1667654 | PA      | $1520082.21    | 0.01%             | 2047-03-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-274.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.97000 02/27/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $156547.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                               | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A         | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2137679 | PA      | $1962780.52    | 0.01%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-422348.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.5836* 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $194671.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG         | CUSIP: 952NPGII8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $1260000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM1634 FN 06/49 FIXED VAR                       | CUSIP: 3140X4Y83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        40132 | PA      | $37285.07      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BOA                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $4828901.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J1 1A1          | CUSIP: 12668BJX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        98892 | PA      | $58724.78      | 0.00%             | 2036-02-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA 04/26 ZCP                        | CUSIP: ACI2WQ115<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    278100000 | PA      | $16394598.37   | 0.09%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8195 FR 02/52 FIXED 3                 | CUSIP: 3132DWC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       735834 | PA      | $648436.13     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                        | BANCO BILBAO VIZCAYA ARG 03/29 4.15                       | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     10200000 | PA      | $10083595.15   | 0.05%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $87316.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $94481.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2020-10A LTD                                            | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2020 10A AV 144A      | CUSIP: 03332AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       881084 | PA      | $860846.19     | 0.00%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-57044.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-1038972.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION ENERGY 04/26 ZCP                            | CUSIP: 21038QD68<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      7300000 | PA      | $7294686.33    | 0.04%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-5690131.99   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BR1297 FN 02/51 FIXED 2.5                       | CUSIP: 3140KYNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1186723 | PA      | $1006500.16    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0742 G2 11/55 FIXED 3.5                    | CUSIP: 3618N5ZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8799996 | PA      | $8077627.95    | 0.04%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 07/32 5.875                     | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     25900000 | PA      | $30367905.97   | 0.17%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE2230 FR 05/52 FIXED 3                 | CUSIP: 3133BBPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1091705 | PA      | $961101.94     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B C 144A          | CUSIP: 83206NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1742326 | PA      | $1705169.46    | 0.01%             | 2055-02-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COLT 2024-3 MORTGAGE LOAN TRUST                                                  | COLT FUNDING LLC COLT 2024 3 A1 144A                      | CUSIP: 19688VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4666340 | PA      | $4713523.32    | 0.03%             | 2069-06-25      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL5 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RPL5 A1 144A     | CUSIP: 69383PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27295920 | PA      | $26730891.46   | 0.15%             | 2065-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | SMITH + NEPHEW PLC SMITH + NEPHEW PLC                     | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1005289.58    | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1711789.02    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                     | RUSSIAN FEDERATION SR UNSECURED 144A 09/43 5.875          | CUSIP: 78307ADH3<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |       400000 | PA      | $273776.00     | 0.00%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.09012 07/31/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-2886021.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  07/10 | CUSIP: ACI30Y657<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     23700000 | PA      | $1354285.22    | 0.01%             | 2026-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO SAS)                                          | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                  | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |     16300000 | PA      | $5652107.58    | 0.03%             | 2030-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                | FEDEX FREIGHT HOLDING CO COMPANY GUAR 144A 03/29 4.3      | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5138879.51    | 0.03%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.09000 04/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1728971.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.50000 06/18/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-8768548.29   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $111945.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $101806.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA5363 FN 08/49 FIXED 4                         | CUSIP: 3140QC5Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       111609 | PA      | $106763.92     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-683597.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-1                                          | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 1 1A1            | CUSIP: 86362TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1769188 | PA      | $1801767.73    | 0.01%             | 2037-02-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8527 FR 04/55 FIXED 7                 | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27859766 | PA      | $29292786.38   | 0.16%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR            | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $7122449.70    | 0.04%             | 2028-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG         | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $1015000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BH2668 FN 09/47 FIXED 3.5                       | CUSIP: 3140GQ6E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       414509 | PA      | $385248.15     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 NQM6 A1FC 144A   | CUSIP: 281916AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9637544 | PA      | $9626145.31    | 0.05%             | 2070-12-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVEST TR 2005-A6                                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A6 M1            | CUSIP: 59020UZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1795154 | PA      | $1689483.67    | 0.01%             | 2035-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125      | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7184881.80    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                                 | AQUA FINANCE TRUST AQFIT 2025 B A 144A                    | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7449100 | PA      | $7488125.71    | 0.04%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0520* 03/16/26-30Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $74394.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE3                                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 2A3            | CUSIP: 65536QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4624666 | PA      | $4463410.40    | 0.02%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM8297 FN 12/35 FIXED VAR                       | CUSIP: 3140XCGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3143480 | PA      | $3027095.55    | 0.02%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDP8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |       600000 | PA      | $598417.32     | 0.00%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-18378.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                                    | JONES LANG LASALLE FIN BV                                 | CUSIP: 48002BD82<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |      8500000 | PA      | $8492461.35    | 0.05%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.80000 03/10/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $109111.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75         | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       350331 | PA      | $505755.53     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                                              | MFRA TRUST MFRA 2023 NQM4 A1 144A                         | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2945775 | PA      | $2962469.62    | 0.02%             | 2068-12-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE8                                                             | GSAMP TRUST GSAMP 2006 HE8 A2C                            | CUSIP: 3622M8AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       523344 | PA      | $517180.51     | 0.00%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTG LN 2004-4                                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 4 3A2            | CUSIP: 86359BNU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          585 | PA      | $583.34        | 0.00%             | 2034-04-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP BOA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $7502.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY LOAN TRUST 2007-FRE1                                                 | HOME EQUITY LOAN TRUST HELT 2007 FRE1 1AV1                | CUSIP: 43710XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7825634 | PA      | $7476350.97    | 0.04%             | 2037-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 04/28 4.95                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       316000 | PA      | $315639.14     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US) INC                                                                | ENBRIDGE (US) INC                                         | CUSIP: 29251VDD5<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5691789.72    | 0.03%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125    | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     14700000 | PA      | $14512078.88   | 0.08%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG1996 FR 05/53 FIXED 5.5               | CUSIP: 3133C2GD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       141203 | PA      | $142172.34     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR           | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4800000 | PA      | $4768916.45    | 0.03%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 04/29 4.65                        | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5301522.58    | 0.03%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5               | CUSIP: 3132DWLL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28023104 | PA      | $28192629.25   | 0.15%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  19/08 | CUSIP: ACI2ZQHY3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    189400000 | PA      | $10933108.89   | 0.06%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-6693.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.39250 10/25/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $295185.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.3* 8/01/23-9Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2633513.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $26753.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR4                                                          | BCAP LLC TRUST BCAP 2009 RR4 1A2 144A                     | CUSIP: 05531RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7421922 | PA      | $1701361.98    | 0.01%             | 2037-06-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.75000 06/15/22-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $29955982.99   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-36511.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA SR UNSECURED 02/30 VAR                | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      3200000 | PA      | $3171880.38    | 0.02%             | 2030-02-02      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQI CORP 2005-OPT1                                           | JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 OPT1 M5         | CUSIP: 46626LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7474304 | PA      | $6737077.19    | 0.04%             | 2035-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2162.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                            | GENUINE PTS CO DISC COML PAPER                            | CUSIP: 37255GDU9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1195991.16    | 0.01%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A7                                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 2A7          | CUSIP: 466286AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10453 | PA      | $10845.92      | 0.00%             | 2036-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-357402.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2007-AR4                                           | INDYMAC INDA MORTGAGE LOAN TRU INDA 2007 AR4 3A1          | CUSIP: 456674AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        81004 | PA      | $77314.90      | 0.00%             | 2037-08-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 26-1                                                   | TOWD POINT MORTGAGE TRUST TPMT 2026 1 A1A 144A            | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6849289 | PA      | $6761860.07    | 0.04%             | 2066-01-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.6* 7/24/23-9Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-334075.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH6120 FR 12/53 FIXED 5                 | CUSIP: 3133CJYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1163030 | PA      | $1148724.14    | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KE75<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      9900000 | PA      | $9856098.45    | 0.05%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32390000 | PA      | $31264124.90   | 0.17%             | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND OPTION  MAY26C 128 EXP 04/24/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -178 | NC      | $-22631.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $23455.66      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $171368.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 11/28 6.607                            | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7200000 | PA      | $7568437.90    | 0.04%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-17                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3            | CUSIP: 12666VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8027157 | PA      | $7720135.18    | 0.04%             | 2047-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI8825 FR 07/54 FIXED 5                 | CUSIP: 3133WFYW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       357169 | PA      | $352808.13     | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZS4714 FR 04/47 FIXED 4                 | CUSIP: 3132A5GX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       708841 | PA      | $679702.96     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $1051699.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $5139.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS3642 FN 11/52 FIXED VAR                       | CUSIP: 3140XKBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        22037 | PA      | $21854.14      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $21325.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C D              | CUSIP: 83407XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2170000 | PA      | $2165415.01    | 0.01%             | 2034-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MML DORCHESTER SCSP                                                              | PROJECT DORCHESTER EUR TERM LOAN                          | CUSIP: BA000T4M1<br>LEI: 213800PP3CKB6OTAPQ90 | Long             | LON              | CORP              | US        |      6000000 | PA      | $6935101.32    | 0.04%             | 2027-01-04      | Floating      | 4.61%                 | Yes           |                  3 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TR 2005-A2                                            | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 A2 2A1          | CUSIP: 46627MBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       344584 | PA      | $233116.41     | 0.00%             | 2035-12-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-422260.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION ENERGY                                      | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       300000 | PA      | $299963.73     | 0.00%             | 2026-04-01      | 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        |      9400000 | PA      | $9382342.10    | 0.05%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                           | VB DPR FINANCE COMPANY VAKIFBANK DPR 2025 E 4A2 SR SE     | CUSIP: 959DHQII0<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20217002.40   | 0.11%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-77957.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                                | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A             | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12440000 | PA      | $12275147.61   | 0.07%             | 2032-04-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8331 FR 06/53 FIXED 5.5               | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24311880 | PA      | $24521479.73   | 0.13%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM35 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $96.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                                 | WESTMORELAND COAL CO PIK TERM LOAN                        | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        83692 | PA      | $36406.18      | 0.00%             | 2029-03-15      | Fixed         | 7.92%                 | No            |                  3 | 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        |      7900000 | PA      | $7917800.75    | 0.04%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-1A                                                         | FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A              | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2673157 | PA      | $2689543.70    | 0.01%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-88925.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2007-1                             | TBW MORTGAGE BACKED PASS THROU TBW 2007 1 A6              | CUSIP: 87222EAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8557749 | PA      | $1615619.13    | 0.01%             | 2037-03-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.42000 05/24/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1276359.51   | -0.01%            |  |  |  | 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        |      1151400 | PA      | $888019.33     | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $1481.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC COMPANY GUAR 144A 03/29 4                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4858862.10    | 0.03%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV C 144A         | CUSIP: 12660WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000000 | PA      | $2219021.70    | 0.01%             | 2038-07-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.21026 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-105588.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREMONT RE LTD                                                                   | TREMONT RE LTD UNSECURED 144A 03/33 VAR                   | CUSIP: 89479VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       450000 | PA      | $450000.00     | 0.00%             | 2033-03-22      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF9642 FR 03/53 FIXED 5                 | CUSIP: 3133BXWB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24611 | PA      | $24465.65      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY44 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $71222.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.46382 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $495133.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.22000 01/08/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-631518.29    | -0.00%            |  |  |  | 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        |      1938388 | PA      | $1939413.45    | 0.01%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M1           | CUSIP: 81375WCS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1973334 | PA      | $1909163.33    | 0.01%             | 2035-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN4333 FN 02/49 FIXED 4                         | CUSIP: 3140JLY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       164999 | PA      | $157662.48     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25       | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $997435.94     | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB6395 FN 02/53 FIXED 5                         | CUSIP: 3140QSC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       325905 | PA      | $323154.87     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $287115.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL ACQUISITION TR 2006-B                                          | BAYVIEW FINANCIAL ACQUISITION BAYV 2006 B M3              | CUSIP: 07325NDW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       213826 | PA      | $215409.19     | 0.00%             | 2036-04-28      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25        | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2886000 | PA      | $1327560.00    | 0.01%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A2 144A        | CUSIP: 21050QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6275000 | PA      | $6365479.23    | 0.03%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2024-A                                       | PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A3 144A        | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5864937 | PA      | $5882437.06    | 0.03%             | 2029-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-6                                                    | GSAA HOME EQUITY TRUST GSAA 2007 6 1A1                    | CUSIP: 36245RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1314314 | PA      | $771554.55     | 0.00%             | 2047-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| MSSG TRUST 2017-237P                                                             | MORGAN STANLEY MORTGAGE CAPITA MSSG 2017 237P D 144A      | CUSIP: 55375KAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2681000 | PA      | $2469096.98    | 0.01%             | 2039-09-13      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR              | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $12895740.13   | 0.07%             | 2028-03-24      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-64CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 64CB 1A1        | CUSIP: 12668AZL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       134465 | PA      | $118670.41     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1456000 | PA      | $1363199.95    | 0.01%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-425802.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        21335 | NS      | $490705.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/2026 MYC                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $85139.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $42544.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 11/30 4.3                            | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1278963.73    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRUST 2006-OW1                    | STRUCTURED ASSET SECURITIES CO SASC 2006 OW1 A1 144A      | CUSIP: 863576EM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       981687 | PA      | $974895.91     | 0.01%             | 2035-12-25      | Floating      | 4.17%                 | 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        |     11100000 | PA      | $11098784.55   | 0.06%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/29 4.97          | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     20020000 | PA      | $19779551.79   | 0.11%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $1710023.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                  | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3605000 | PA      | $3763137.18    | 0.02%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A           | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39727945 | PA      | $39331758.34   | 0.21%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM5 A1 144A     | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5176979 | PA      | $5153030.16    | 0.03%             | 2065-07-25      | Fixed         | 5.01%                 | 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        |      9950000 | PA      | $9867391.12    | 0.05%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-3                                           | JP MORGAN MORTGAGE TRUST JPMMT 2025 3 A1D 144A            | CUSIP: 46593RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7042823 | PA      | $7039044.35    | 0.04%             | 2055-09-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/33 VAR                    | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1100000 | PA      | $1100000.00    | 0.01%             | 2033-06-07      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-S1                                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A4           | CUSIP: 16162WRA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10561870 | PA      | $4068010.97    | 0.02%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV1 MORTGAGE LOAN TRUST                                               | COLT FUNDING LLC COLT 2024 INV1 A1 144A                   | CUSIP: 12672RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2713972 | PA      | $2724054.75    | 0.01%             | 2068-12-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY 144A 03/29 VAR                    | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      3900000 | PA      | $3875540.21    | 0.02%             | 2029-03-08      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY39 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $41766.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73500 01/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-12511.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-346769.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-R2                                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2025 R2 A 144A        | CUSIP: 69544VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8600228 | PA      | $8612154.68    | 0.05%             | 2032-10-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                      | URSA RE LTD UNSECURED 144A 12/26 VAR                      | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      3600000 | PA      | $3653280.00    | 0.02%             | 2026-12-07      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.25500 10/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $245451.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73800 01/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-6629.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZS4718 FR 05/47 FIXED 4                 | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       684586 | PA      | $656445.51     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $1476.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $32351.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM9                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM9 A1 144A     | CUSIP: 61779VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7180090 | PA      | $7170445.28    | 0.04%             | 2070-09-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2025-INV1                                   | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2025 INV1 A1 144A     | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2313181 | PA      | $2308244.07    | 0.01%             | 2060-11-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55016 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $79444.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA E 144A        | CUSIP: 21050UAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       266670 | PA      | $269255.35     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $523503.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $183390.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-W5                                                  | ARGENT SECURITIES INC. ARSI 2006 W5 A1A                   | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1808494 | PA      | $1201953.78    | 0.01%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS B 144A                             | CUSIP: 990ABJRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      9500000 | PA      | $6554526.76    | 0.04%             | 2057-12-30      | Floating      | 5.86%                 | No            |                  3 | On Loan: No      |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC  / SPRINT SPECTRUM CO III LLC | SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/28 5.152      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1274400 | PA      | $1280935.81    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.67000 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $95713.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY0546 FN 05/53 FIXED 5.5                       | CUSIP: 3140NGTC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2101235 | PA      | $2117048.39    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                                  | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR               | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |      1200000 | PA      | $1263360.00    | 0.01%             | 2031-05-07      | Floating      | 13.74%                | No            |                  2 | On Loan: No      |
| HILDENE TRUPS 2019-2A                                                            | HILDENE CLO HITR 2019 2A A1 144A                          | CUSIP: 43133JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     31007301 | PA      | $31012230.68   | 0.17%             | 2039-05-22      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $15270020.09   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP CBK                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $872524.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM8 A1 144A            | CUSIP: 67119CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3265526 | PA      | $3295266.96    | 0.02%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-231307.03    | -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      | $-1338628.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3           | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9331067 | PA      | $9331800.87    | 0.05%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $4324598.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/27 4.125                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       500000 | PA      | $498856.24     | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WAMU COMM MTGE SEC TR 2007-SL3                                                   | WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2007 SL3 H 144A      | CUSIP: 93364LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4966926 | PA      | $4879017.46    | 0.03%             | 2045-03-23      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $1595972.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR             | CUSIP: 80282KBP0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $6955686.66    | 0.04%             | 2029-03-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $223611.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-147220.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.90000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $103792.55     | 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      | $4334.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CZK BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |            1 | NC      | $-1537.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SEC CORP                                                         | CONSECO FINANCE SECURITIZATION CNF 2001 4 M1              | CUSIP: 20846QHZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       646264 | PA      | $647782.47     | 0.00%             | 2033-09-01      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -3075 | NC      | $11973226.99   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/43 0.625                               | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1131616 | PA      | $834600.90     | 0.00%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5648 FN 03/55 FIXED 6.5                       | CUSIP: 31418FH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       279829 | PA      | $289493.93     | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP BOA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $7084.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/46 4.625                               | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15300000 | PA      | $14751351.49   | 0.08%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 04/28 4.25               | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14817812.10   | 0.08%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 03/28 VAR                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      9500000 | PA      | $9582160.94    | 0.05%             | 2028-03-14      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM45 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-125492.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $10267903.35   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-42791.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SG74 PIMCO FXVAN CALL USD TRY 49.99000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -17200000 | NC      | $-135931.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INF SWAP GB NI 4.0 09/15/21-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-1279820.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-236818.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH4279 FR 11/53 FIXED 6.5               | CUSIP: 3133CGXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       194948 | PA      | $201696.85     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7         | CUSIP: ACI2PNWZ1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     44900000 | PA      | $13392713.01   | 0.07%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.20325 04/02/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1429205.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.69100 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-78488.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 2.5 JUMBOS                              | CUSIP: 21H022655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18900000 | PA      | $16252523.53   | 0.09%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -1200000 | PA      | $-966328.12    | -0.01%            | 2056-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.255 03/10/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-354972.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.51042 09/03/24-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $18849.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AYRESOME CDO I LTD                                                               | AYRESOME CDO LTD AYRES 2005 1A A3 144A                    | CUSIP: 05473WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2515126 | PA      | $605390.85     | 0.00%             | 2045-12-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP DISC COML PAPER                                  | CUSIP: 00809KD21<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1399687.38    | 0.01%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A        | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4673109 | PA      | $4694749.93    | 0.03%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-247.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON+CO.                                      | CUSIP: 07588MD11<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4699485.35    | 0.03%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.64500 07/24/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2210139.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAVENDER TRUST SERIES 2010-RR2A                                                  | LAVENDER TRUST LTS 2010 RR2A A4 144A                      | CUSIP: 519440AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       982726 | PA      | $414646.77     | 0.00%             | 2036-10-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-208582.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A       | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       463333 | PA      | $463756.22     | 0.00%             | 2027-04-20      | Fixed         | 6.12%                 | 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        |      3075347 | PA      | $3085095.58    | 0.02%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH2482 FR 10/53 FIXED 5.5               | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       795593 | PA      | $802778.19     | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-WF1                                               | HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1                | CUSIP: 40431KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        53479 | PA      | $15047.37      | 0.00%             | 2036-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZS4790 FR 09/48 FIXED 4                 | CUSIP: 3132A5KB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       810009 | PA      | $776122.75     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.08000 02/23/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1692232.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8361 FR 09/53 FIXED 5                 | CUSIP: 3132DWJE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       116778 | PA      | $115639.06     | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-2461926.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300509                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $504976.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3175OQ913 PIMCO CAP USD 0.02224 USD SOFR COMPO            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -51400000 | NC      | $-373122.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK8819 FN 08/48 FIXED 4                         | CUSIP: 3140HNYR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1234110 | PA      | $1182612.95    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.15 SP MYI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-20716.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20261016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $268735.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                     | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9571750000 | PA      | $55434789.67   | 0.30%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY1497 FN 05/53 FIXED 5                         | CUSIP: 3140NHUX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       277167 | PA      | $274649.75     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES INC 2007-4                                          | CITICORP MORTGAGE SECURITIES, CMSI 2007 4 1A15            | CUSIP: 17312XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       847015 | PA      | $740869.45     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 12/20/23-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $54727.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-A TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A B 144A         | CUSIP: 83407UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3796000 | PA      | $3828357.86    | 0.02%             | 2034-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.12 SP MYI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $233839.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST 2006-A5                                         | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A5 2A6          | CUSIP: 466284AR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6659275 | PA      | $5967021.63    | 0.03%             | 2036-10-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $112201.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-10                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 10 2A4            | CUSIP: 23246BAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       135543 | PA      | $132572.51     | 0.00%             | 2047-06-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.66500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-94571.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 09/07/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2094283.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 04/32 6.5                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       422072 | PA      | $400290.55     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $51095.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.85000 08/30/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-443459.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260819                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-192187.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG9011 FR 07/53 FIXED 4.5               | CUSIP: 3133CAAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1813534 | PA      | $1768486.56    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-3                             | BRIDGECREST LENDING AUTO SECUR BLAST 2025 3 A2            | CUSIP: 107920AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1573711 | PA      | $1575059.00    | 0.01%             | 2028-02-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | INF SWAP GB NI 4.02 10/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-1626076.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -547 | NC      | $1370424.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HLTHCARE INVESTORS COMPANY GUAR 07/30 5.2           | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $11350334.61   | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                                              | SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A             | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2371755 | PA      | $2384094.57    | 0.01%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HANDSHAKE RE LTD                                                                 | HANDSHAKE RE LTD UNSECURED 144A 01/30 VAR                 | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       400000 | PA      | $397680.00     | 0.00%             | 2030-01-08      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08500 04/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $303370.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                           | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     10600000 | PA      | $12101925.18   | 0.07%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2007-2                                              | NOMURA ASSET ACCEPTANCE CORPOR NAA 2007 2 A2              | CUSIP: 655378AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2849388 | PA      | $2374917.50    | 0.01%             | 2037-06-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-636644.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMDOCS LIMITED                                                                   | AMDOCS LTD SR UNSECURED 06/30 2.538                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |      3300000 | PA      | $2987894.02    | 0.02%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.72500 02/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-18121.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                               | CAPITAL STREET MASTER TRUST CAPST 2024 1 B 144A           | CUSIP: 14051LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1100800.80    | 0.01%             | 2028-10-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB5507 FN 06/54 FIXED 5                         | CUSIP: 3140AFDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       818173 | PA      | $807979.81     | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-455742.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2026 1 A2            | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     39700000 | PA      | $39689646.24   | 0.22%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA A2 144A       | CUSIP: 21050UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3143000 | PA      | $3187886.44    | 0.02%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA2                                      | WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA2 2A1         | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1581071 | PA      | $1391344.94    | 0.01%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2477.19      | -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      | $338042.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WATR 2025-2                                                                      | WATR ISSUER TRUST WATR 2025 2 A 144A                      | CUSIP: 94260AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23236400 | PA      | $22981526.55   | 0.13%             | 2050-09-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.6637* 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-29325.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BD25<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       400000 | PA      | $399911.48     | 0.00%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/26 5.55                         | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $301786.15     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 NQM1 A1 144A     | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6509975 | PA      | $6549340.77    | 0.04%             | 2069-11-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC                                       | CUSIP: 28621BD10<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3849573.04    | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.69000 07/11/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1444379.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-8385.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                               | RCKT TRUST RCKTL 2025 1A A 144A                           | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       838226 | PA      | $840063.53     | 0.00%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZA6689 FR 04/49 FIXED 4                 | CUSIP: 31329QNE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        49084 | PA      | $46993.53      | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2A                                        | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A       | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       544653 | PA      | $545580.49     | 0.00%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| GREENE KING FINANCE PLC                                                          | GREENE KING FINANCE PLC SR SECURED REGS 03/35 4.0643      | CUSIP: ACI0MMHH7<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |      1841100 | PA      | $2265009.55    | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55800 08/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $557035.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM4714 FR 11/47 FIXED 3.5               | CUSIP: 3131XYGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        78090 | PA      | $72868.76      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EQUINIX INC SNR S* SP GST                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $207144.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.05750 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $36924.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.46000 08/01/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $118233.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WATR 2026-1                                                                      | WATR 2026 1 D 144A                                        | CUSIP: 957ITBII1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4688000 | PA      | $4694090.93    | 0.03%             | 2051-04-19      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/26 0.125                               | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57390102 | PA      | $58220416.83   | 0.32%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-B                                            | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 B A3             | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6000000 | PA      | $6036526.80    | 0.03%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 09/17/25-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $6403674.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1280 | NC      | $-4987077.95   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TARANIS REINSURANCE DESIGNATED ACTIVITY COMPANY                                  | TARANIS REINSURANCE DAC TARANIS REINSURANCE DAC           | CUSIP: ACI2LHCP2<br>LEI: 635400FQ9HHTLYKADZ22 | Long             | DBT              | CORP              | IE        |      1200000 | PA      | $1418783.03    | 0.01%             | 2028-01-21      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-837740.87    | -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      | $-3156836.14   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM4                                        | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM4 A1 144A          | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15396370 | PA      | $15343568.61   | 0.08%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL                                                          | ACHV ABS TRUST ACHV 2025 1PL A 144A                       | CUSIP: 00112MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       562342 | PA      | $563415.63     | 0.00%             | 2032-04-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1317210.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-23                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 23 2A4            | CUSIP: 12666CAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11187860 | PA      | $10921917.02   | 0.06%             | 2037-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8316 FR 04/53 FIXED 5.5               | CUSIP: 3132DWGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1504528 | PA      | $1517843.91    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254180000 | PA      | $244927698.03  | 1.33%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $21172.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSECURED 03/27 1.75                   | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2437941.13    | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM5420 FR 01/48 FIXED 4                 | CUSIP: 3131Y0AV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13224 | PA      | $12672.70      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BQ2373 FN 09/50 FIXED 2.5                       | CUSIP: 3140KMT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14468370 | PA      | $12308790.12   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.42100 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $59700.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                      | LUCA RE LTD UNSECURED 144A 07/31 VAR                      | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |      2000000 | PA      | $2061100.00    | 0.01%             | 2031-07-22      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $257304.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ2                                                     | PARK PLACE SECURITIES INC PPSI 2005 WHQ2 M5               | CUSIP: 70069FHY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7804000 | PA      | $6542324.20    | 0.04%             | 2035-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-NC3                                               | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 NC3 M4           | CUSIP: 144531DB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11754961 | PA      | $11860833.72   | 0.06%             | 2035-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2006-7                                          | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2D           | CUSIP: 69121UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4145561 | PA      | $4480936.28    | 0.02%             | 2037-10-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| WATR 2025-1                                                                      | WATR ISSUER TRUST WATR 2025 1 A 144A                      | CUSIP: 942611AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20575232 | PA      | $20584089.58   | 0.11%             | 2050-06-17      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-92899.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS C 144A                             | CUSIP: 990ABJSB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      6400000 | PA      | $4415681.19    | 0.02%             | 2057-12-30      | Floating      | 6.16%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $145240.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                    | HESTIA RE LTD UNSECURED 144A 03/32 VAR                    | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $406400.00     | 0.00%             | 2032-03-13      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $57876.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A4 144A      | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $707043.68     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-39477.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/0.70000 09/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $2881799.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $20011933.19   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.00000 06/15/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $8208597.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01035 06/30/26-27Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $85228.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4868 FN 01/53 FIXED 5                         | CUSIP: 31418EMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19641 | PA      | $19486.96      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.51500 11/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1158360.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.03683 08/07/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-334682.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.37000 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-385496.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-346769.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2432 FR 08/55 FIXED 5.5               | CUSIP: 31427PV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57946 | PA      | $59241.60      | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3305 FN 03/48 FIXED 3.5                       | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9418427 | PA      | $8749642.17    | 0.05%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-18N                                                         | LEHMAN XS TRUST LXS 2006 18N A3                           | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4399182 | PA      | $4463531.13    | 0.02%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA8139 FN 12/50 FIXED 2.5                       | CUSIP: 3140QGBH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24184288 | PA      | $20461959.40   | 0.11%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35          | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       516852 | PA      | $500265.23     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG         | CUSIP: 952NPJ000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $472500.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.15 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-177427.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-6                                                | VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A           | CUSIP: 92540JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1634453 | PA      | $1644639.36    | 0.01%             | 2069-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1                            | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A        | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1128534 | PA      | $1131089.64    | 0.01%             | 2029-01-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $102571.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX8385 FN 03/53 FIXED 5                         | CUSIP: 3140NDJ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1244572 | PA      | $1232289.77    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-12                                               | VERUS SECURITIZATION TRUST VERUS 2025 12 A1FC 144A        | CUSIP: 92490FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12215790 | PA      | $12181813.47   | 0.07%             | 2070-12-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1412000 | PA      | $1402292.11    | 0.01%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                                   | URSA RE II LTD UNSECURED 144A 06/28 VAR                   | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1900000 | PA      | $1918335.00    | 0.01%             | 2028-06-07      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-517494.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-4916400.89   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG5125 FR 06/53 FIXED 5                 | CUSIP: 3133C5VS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        43070 | PA      | $42667.99      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR2                                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1          | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       830321 | PA      | $324887.41     | 0.00%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-WF1                                               | STRUCTURED ASSET SECURITIES CO SASC 2005 WF1 M6           | CUSIP: 86359BW49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       541991 | PA      | $543253.09     | 0.00%             | 2035-02-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                    | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     80800000 | PA      | $4723824.54    | 0.03%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.62330 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-127.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $63084.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.68400 01/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $36463.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9F6 SMB 2026 B B 144A                               | CUSIP: 990ACZVC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4124000 | PA      | $4091828.63    | 0.02%             | 2054-03-11      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $808866.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.90750 03/04/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-110306.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                           | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A3 144A        | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       400000 | PA      | $407082.48     | 0.00%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1146401.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $75.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.21 04/03/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-205415.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $37160.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26       | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    259770000 | PA      | $15035131.75   | 0.08%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C                                                    | JOHN DEERE OWNER TRUST JDOT 2024 C A2A                    | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8819772 | PA      | $8822734.38    | 0.05%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                                         | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A2         | CUSIP: 251513BD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        43294 | PA      | $37705.61      | 0.00%             | 2036-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-129665.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5              | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |        81589 | PA      | $80176.46      | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $158736.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A E 144A         | CUSIP: 21050QAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       549302 | PA      | $553302.56     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $41849.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 2A2           | CUSIP: 43710BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13620461 | PA      | $9277496.47    | 0.05%             | 2037-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                                    | MRCD MORTGAGE TRUST MRCD 2019 PARK C 144A                 | CUSIP: 55348UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12050000 | PA      | $9646025.00    | 0.05%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-18301.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-12126.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-5330.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.78300 02/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $8253.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1          | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       139608 | PA      | $125686.07     | 0.00%             | 2037-02-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $2226.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES2                                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2023 CES2 A1A 144A       | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1260430 | PA      | $1266173.74    | 0.01%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC   CLASS B COMMON STOCK                    | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       378169 | NS      | $971743.06     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CMLTI 2005-HE4                                                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 HE4 M3           | CUSIP: 17307GP85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $760424.40     | 0.00%             | 2035-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4247 FN 01/51 FIXED 4                         | CUSIP: 31418DWH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       529058 | PA      | $505365.56     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-35653.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS D 144A                             | CUSIP: 990ABJSD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      5200000 | PA      | $3587740.97    | 0.02%             | 2057-12-30      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2005-2                                                 | NOVASTAR HOME EQUITY LOAN NHEL 2005 2 M4                  | CUSIP: 66987WCQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7021714 | PA      | $6874584.79    | 0.04%             | 2035-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-77955.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                | VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A           | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2003531 | PA      | $2014766.39    | 0.01%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KE83<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $11248527.37   | 0.06%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SDX0 PIMCO FXVAN CALL USD TRY 49.65000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -17000000 | NC      | $-58208.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                           | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A         | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23560000 | PA      | $23390497.58   | 0.13%             | 2038-05-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS                                     | CUSIP: 77511MD99<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $799195.12     | 0.00%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB7218 FN 10/53 FIXED 5                         | CUSIP: 3140QTAU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1432607 | PA      | $1419527.72    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 05/30 VAR                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      7400000 | PA      | $7357923.38    | 0.04%             | 2030-05-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $425270.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                                   | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                   | CUSIP: 36779CAZ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |       450000 | PA      | $450000.00     | 0.00%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VDA8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      8250000 | PA      | $8240689.88    | 0.04%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-34087.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.435 03/17/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-15457.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $10914.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE3                                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1            | CUSIP: 65536QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3621996 | PA      | $3436218.69    | 0.02%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                       | TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 D A4              | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4100000 | PA      | $4144731.00    | 0.02%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 3 LLC/ABILENE DC 4 LLC                                                | PROJECT FLASH DELAYED DRAW TERM LOAN 2                    | CUSIP: BA000KJT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29707865 | PA      | $29707940.18   | 0.16%             | 2030-04-30      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $126348.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST  2025-2A                               | GOODLEAP HOME IMPROVEMENT SOLU GDLP 2025 2A A 144A        | CUSIP: 38238FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9424880 | PA      | $9487025.44    | 0.05%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH4303 FR 11/53 FIXED 5                 | CUSIP: 3133CGX85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       678016 | PA      | $669739.06     | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $3293.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEX BONOS DESARR FIX RT BONDS 05/33 7.5                   | CUSIP: ACI2BPJ03<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     27000000 | PA      | $1383277.35    | 0.01%             | 2033-05-26      | Fixed         | 7.50%                 | 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        |     10100000 | PA      | $10064178.33   | 0.05%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.24000 09/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $359499.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-2393.52      | -0.00%            |  |  |  | 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        |     16800000 | PA      | $16785197.52   | 0.09%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/29 4.55                       | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6912914.68    | 0.04%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA7828 G2 01/52 FIXED 3                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       670457 | PA      | $599404.52     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG         | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $3885000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZS4785 FR 08/48 FIXED 4                 | CUSIP: 3132A5J63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       556449 | PA      | $533199.26     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.60080 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $24246.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-44999.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER                                   | CUSIP: 40412DDP1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7550000 | PA      | $7529363.59    | 0.04%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8447 FR 07/54 FIXED 6                 | CUSIP: 3132DWL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19222308 | PA      | $19615181.69   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                     | RUSSIAN FEDERATION SR UNSECURED 144A 06/47 5.25           | CUSIP: X5424XBP2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      1200000 | PA      | $0.01          | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  3 | 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        |         2365 | PA      | $2302.97       | 0.00%             | 2035-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $102252.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                                  | ARMOR RE II LTD UNSECURED 144A 01/32 VAR                  | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |       250000 | PA      | $265075.00     | 0.00%             | 2032-01-07      | Floating      | 12.04%                | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SR UNSECURED REGS 02/28 VAR        | CUSIP: G84228FY9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $508926.87     | 0.00%             | 2028-02-08      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                                          | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A     | CUSIP: 55287XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3439503 | PA      | $3441102.65    | 0.02%             | 2028-05-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON+CO.                                      | CUSIP: 07588MD86<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      7300000 | PA      | $7293567.97    | 0.04%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 01/34 1.75                                | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29835036 | PA      | $29720445.89   | 0.16%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P3                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A4 144A      | CUSIP: 14688GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3000000 | PA      | $3054859.80    | 0.02%             | 2029-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                              | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2           | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1718448 | PA      | $1772320.83    | 0.01%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.5* 7/22/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-966386.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $24365.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.54700 03/09/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-1241471.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                       | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN    | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37628992 | PA      | $38757862.09   | 0.21%             | 2028-09-15      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP COMPANY GUAR 06/31 2.639              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1606384.57    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.00000 12/21/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $9356016.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-488112.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| C-BASS CBO XV LTD 15A                                                            | C BASS LTD CBCL 15A A 144A                                | CUSIP: 124670AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    128899436 | PA      | $1889150.13    | 0.01%             | 2041-02-16      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TORONTO DOMINION BANK REPO DUMMY ASSET                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |    500000000 | PA      | $359427790.96  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-C                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 C M1            | CUSIP: 64352VNZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4298052 | PA      | $4184312.19    | 0.02%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $13461.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ0163 FN 12/47 FIXED 3.5                       | CUSIP: 3140H1FD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109141 | PA      | $101662.44     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 10/26 0.00000                | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    976800000 | PA      | $176664590.91  | 0.96%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-481697.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4342.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2023-1A                                         | FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A       | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1163779 | PA      | $1170340.41    | 0.01%             | 2028-10-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5585756 | PA      | $4691337.16    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.42000 03/07/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-505143.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A    | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4546861 | PA      | $4572484.08    | 0.02%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-130225.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                | REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/30 5.204      | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10088431.60   | 0.05%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE6                                                             | GSAMP TRUST GSAMP 2005 HE6 M3                             | CUSIP: 362341G60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1300000 | PA      | $1145407.77    | 0.01%             | 2035-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-S2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16               | CUSIP: 466247VJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        87915 | PA      | $52547.87      | 0.00%             | 2035-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       600000 | PA      | $599829.68     | 0.00%             | 2028-04-26      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.59400 01/09/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $166268.06     | 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      | $-10200.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $70525.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A     | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10284035 | PA      | $9677027.42    | 0.05%             | 2060-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7           | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1023908 | PA      | $943208.76     | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS MXN TIIE1/9.13500 01/02/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $207145.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE1                                            | MORGAN STANLEY CAPITAL INC MSAC 2004 HE1 A4               | CUSIP: 61746REV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1746776 | PA      | $1770060.74    | 0.01%             | 2034-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS0129 FN 11/34 FIXED VAR                       | CUSIP: 3140XFEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4980534 | PA      | $4922030.74    | 0.03%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9E9 SMB 2026 B A1B SOFR30A+120BP                    | CUSIP: 990ACZVB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9354000 | PA      | $9354000.00    | 0.05%             | 2054-03-11      | Floating      | 4.87%                 | No            |                  3 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-D                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 D 5A1            | CUSIP: 058933AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        35625 | PA      | $30974.95      | 0.00%             | 2036-05-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                              | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75          | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1199613 | PA      | $1226711.99    | 0.01%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-8                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 8 2A4             | CUSIP: 045427AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4322049 | PA      | $4135803.25    | 0.02%             | 2046-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       780448 | PA      | $686696.86     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    204081997 | PA      | $178981458.31  | 0.97%             | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $423.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A3                | CUSIP: 46631JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        37447 | PA      | $27969.37      | 0.00%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK7248 FN 10/48 FIXED 4.5                       | CUSIP: 3140HMBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       181120 | PA      | $178300.17     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-172323.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S 144A 03/28 VAR                            | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      4500000 | PA      | $4543329.56    | 0.02%             | 2028-03-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 251985 FN 10/28 FIXED 6.5                       | CUSIP: 31371G2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           72 | PA      | $74.78         | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-1                                                           | LEHMAN XS TRUST LXS 2007 1 1A2                            | CUSIP: 525241AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       885949 | PA      | $876244.62     | 0.00%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8322 FR 05/53 FIXED 4.5               | CUSIP: 3132DWG72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5882085 | PA      | $5695587.04    | 0.03%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-142696.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BM4918 FN 11/48 FIXED VAR                       | CUSIP: 3140J9PC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        37621 | PA      | $36043.08      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BDE9<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2196555.46    | 0.01%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-14N                                                         | LEHMAN XS TRUST LXS 2006 14N 1A1A                         | CUSIP: 52522CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       136949 | PA      | $126351.82     | 0.00%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG1387 FR 04/53 FIXED 5.5               | CUSIP: 3133C1RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2265240 | PA      | $2284632.83    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-6                                              | RBSSP RESECURITIZATION TRUST RBSSP 2009 6 3A2 144A        | CUSIP: 74928XBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1665148 | PA      | $1539964.03    | 0.01%             | 2036-01-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS NZD 4.75000 06/19/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |            1 | NC      | $1510020.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2004-AR1                                                             | GSAMP TRUST GSAMP 2004 AR1 M1                             | CUSIP: 36228F6P6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       280744 | PA      | $314562.09     | 0.00%             | 2034-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                                  | VERAISON RE LTD UNSECURED 144A 03/33 VAR                  | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |       250000 | PA      | $254350.00     | 0.00%             | 2033-03-08      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-1                                                           | LEHMAN XS TRUST LXS 2007 1 1A3                            | CUSIP: 525241AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2173420 | PA      | $2183345.00    | 0.01%             | 2037-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                  | UNITI GROUP INC COMMON STOCK USD.0001                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |         2270 | NS      | $21292.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QUERCUS RE DESIGNATED ACTIVITY COMPANY                                           | QUERCUS RE DAC BONDS 144A 01/31 VAR                       | CUSIP: ACI2Q34M4<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |       300000 | PA      | $358475.39     | 0.00%             | 2031-01-06      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.52500 03/02/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-26951.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG6143 FR 07/53 FIXED 5                 | CUSIP: 3133C6ZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       996480 | PA      | $985541.95     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-550975.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R1                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 R1 1AF1 144A             | CUSIP: 12669GWN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1078991 | PA      | $1043446.13    | 0.01%             | 2035-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-24123.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5137 FN 09/53 FIXED 5                         | CUSIP: 31418EV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2010662 | PA      | $1991057.40    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5294 FN 03/54 FIXED 5                         | CUSIP: 31418E3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1502462 | PA      | $1485044.49    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 N2 E 144A       | CUSIP: 14686KAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       341362 | PA      | $335682.58     | 0.00%             | 2028-03-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | AIR LEASE CORP DISC COML                                  | CUSIP: 00913XDE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     11715000 | PA      | $11695994.76   | 0.06%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $119171.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-MH1                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B2 144A           | CUSIP: 89177WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5000000 | PA      | $4922908.50    | 0.03%             | 2058-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTO-2006-RM3                                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM3 A2B          | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2703856 | PA      | $560825.91     | 0.00%             | 2037-06-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.44600 10/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-446033.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 01/29 0.875                               | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39840467 | PA      | $39558348.37   | 0.22%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.35 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-35761.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A        | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10850334 | PA      | $11073103.70   | 0.06%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NISSAN MOTOR CO LTD SNR JP SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |            1 | NC      | $-6199.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A                                     | VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A        | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4100714 | PA      | $4103074.84    | 0.02%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/13/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-4261.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF6653 FR 01/53 FIXED 5                 | CUSIP: 3133BUMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95126 | PA      | $94046.66      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2026-1 LLC 2026-1                                     | ENTERPRISE FLEET FINANCING LLC EFF 2026 1 A1 144A         | CUSIP: 29376JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20235856 | PA      | $20233164.76   | 0.11%             | 2027-02-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.61300 08/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $377487.35     | 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        |       300000 | PA      | $298429.77     | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST 2023-1                                              | TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A3 144A          | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8151344 | PA      | $8209440.12    | 0.04%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4697 FN 08/42 FIXED 4                         | CUSIP: 31418EGF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1934993 | PA      | $1892154.98    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.70 8/01/23-29Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $81937965.59   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 11/28 VAR                  | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     16100000 | PA      | $16221635.34   | 0.09%             | 2028-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $4435.83       | 0.00%             |  |  |  | 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        |     24310044 | PA      | $17227764.85   | 0.09%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY3975 FN 06/53 FIXED 5                         | CUSIP: 3140NLMZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34817 | PA      | $34558.14      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 5               | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     27000000 | PA      | $27238898.70   | 0.15%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-987533.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A   | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8720716 | PA      | $7756378.05    | 0.04%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5117.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-57672.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                                      | MERCEDES BENZ AUTO RECEIVABLES MBART 2022 1 A4            | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14172000 | PA      | $14258094.90   | 0.08%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YELLOWSTONE ENERGY LP                                                            | YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75               | CUSIP: 98580LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       351690 | PA      | $348211.80     | 0.00%             | 2026-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.25000 03/20/24-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-884928.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2025-S3                           | FINANCE OF AMERICA STRUCTURED FASST 2025 S3 A1 144A       | CUSIP: 316919AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109773136 | PA      | $106953273.17  | 0.58%             | 2055-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                           | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 E 144A         | CUSIP: 78432WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4946730.50    | 0.03%             | 2038-05-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 03/18/26-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-192016.95    | -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      | $684260.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                     | RUSSIAN FEDERATION SR UNSECURED 144A 04/42 5.625          | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      1200000 | PA      | $840000.00     | 0.00%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-11                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 11 MV1            | CUSIP: 12666TAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1661139 | PA      | $1380959.62    | 0.01%             | 2046-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| LOWER FERRY RE LTD                                                               | LOWER FERRY RE LTD UNSECURED 144A 07/30 VAR               | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $252625.00     | 0.00%             | 2030-07-08      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C A              | CUSIP: 83407XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24633696 | PA      | $24592188.42   | 0.13%             | 2034-10-25      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000               | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    249000000 | PA      | $5561535.11    | 0.03%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1503.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC                  | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5       | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13553000 | PA      | $13174919.28   | 0.07%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY0191 FN 05/53 FIXED 5                         | CUSIP: 3140NGF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1010390 | PA      | $999610.69     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $9564.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                     | NOVARTIS CAPITAL CORP COMPANY GUAR 03/29 4.1              | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7791753.06    | 0.04%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-70311.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM3243 FN 02/50 FIXED VAR                       | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3247538 | PA      | $3012327.68    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4918 FN 02/53 FIXED 5                         | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        21018 | PA      | $20842.37      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/53 1.5                                 | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22756448 | PA      | $17463016.24   | 0.10%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS                                     | CUSIP: 77511MDG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |      5061000 | PA      | $5051838.58    | 0.03%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $6626816.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | AIR LEASE CORP DISC COML 04/26 ZCP                        | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     11350000 | PA      | $11347397.45   | 0.06%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4217 FN 06/53 FIXED 5                         | CUSIP: 3140NLVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1116190 | PA      | $1103537.73    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KD92<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $6093663.93    | 0.03%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $1620430.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-465476.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.81000 01/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-25803.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2838 FR 10/55 FIXED 5.5               | CUSIP: 31427QEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       253772 | PA      | $259513.19     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2006-RZ2                                             | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ2 M1           | CUSIP: 75156UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       866475 | PA      | $859309.61     | 0.00%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A R 144A         | CUSIP: 21050QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1459981 | PA      | $751213.22     | 0.00%             | 2054-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                                         | BCAP LLC TRUST BCAP 2010 RR11 6A2 144A                    | CUSIP: 05533JBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       505269 | PA      | $342972.73     | 0.00%             | 2036-03-27      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN           | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |      2062451 | PA      | $1947943.75    | 0.01%             | 2028-06-28      | Floating      | 8.78%                 | 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        |       601860 | PA      | $589631.10     | 0.00%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/36 4.125                               | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35900000 | PA      | $35341867.01   | 0.19%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/0.17625 04/27/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $-316438.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QB3907 FR 10/50 FIXED 2.5               | CUSIP: 3133AAKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8885805 | PA      | $7571068.38    | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.41500 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $44839.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $83703.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5        | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5194611.40    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | 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      | $680468.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE 144A 02/27 5.25                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       300000 | PA      | $301915.59     | 0.00%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2129694 | PA      | $0.02          | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDT8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $8572343.26    | 0.05%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $9100.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TORONTO DOMINION BANK REPO DUMMY ASSET                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     70000000 | PA      | $50319890.73   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-10483.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3175ET223 PIMCO FLOOR USD 0.02224 USD SOFR COM            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -51400000 | NC      | $-195.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 09/16/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $2048755.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.5815* 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $81490.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS COMPANY GUAR 03/28 3.95          | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      8200000 | PA      | $8038050.00    | 0.04%             | 2028-03-20      | Fixed         | 3.95%                 | 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        |     68636024 | PA      | $64775798.11   | 0.35%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.68500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-74833.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PMTS INC                                           | CUSIP: 37961DD23<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7898174.31    | 0.04%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     11700000 | PA      | $12571392.60   | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $6757.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA UNSECURED 144A 04/33 2                            | CUSIP: ACI1X0BQ7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3800000 | PA      | $3450668.31    | 0.02%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-733174.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $211257.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-2370867.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX8834 FN 03/53 FIXED 5                         | CUSIP: 3140NDY84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       741350 | PA      | $733486.54     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | 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        |      1039982 | PA      | $1041551.52    | 0.01%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $126298.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM9 A1 144A            | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7015801 | PA      | $7072724.44    | 0.04%             | 2063-10-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                  | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2500000 | PA      | $2293504.38    | 0.01%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-28.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PROD 2005-NC1                                         | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 NC1 AI4          | CUSIP: 76112BR28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       963737 | PA      | $876644.86     | 0.00%             | 2035-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      2134148 | PA      | $2158073.93    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-149582.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $8379.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/30 4.904              | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1700000 | PA      | $1699859.89    | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-12                                            | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 12 5A1           | CUSIP: 2254W0MM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4133993 | PA      | $955782.02     | 0.01%             | 2036-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD2654 FR 04/53 FIXED 5                 | CUSIP: 3132DP5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3447154 | PA      | $3416231.06    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST SERIES 2026-S1                    | FINANCE OF AMERICA STRUCTURED FASST 2026 S1 A1 144A       | CUSIP: 316930AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65800000 | PA      | $63592127.06   | 0.35%             | 2056-03-25      | Variable      | 3.50%                 | No            |                  3 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8430 FR 05/54 FIXED 5                 | CUSIP: 3132DWLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       762158 | PA      | $752833.61     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR               | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       300000 | PA      | $300293.05     | 0.00%             | 2027-07-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2160.35       | 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                  | Long             | ABS-MBS          | USGSE             | US        |    463632104 | PA      | $465169902.14  | 2.53%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/26 11.75       | CUSIP: P17625AE7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       130000 | PA      | $67275.00      | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A2A 144A     | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10700000 | PA      | $10676971.46   | 0.06%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA8149 G2 07/52 FIXED 3.5                    | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7204123 | PA      | $6665758.62    | 0.04%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE7                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A1               | CUSIP: 61756YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32662797 | PA      | $31428156.33   | 0.17%             | 2037-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 144A 05/30 VAR                                | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1900000 | PA      | $1946965.91    | 0.01%             | 2030-05-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK6179 FN 11/48 FIXED 4                         | CUSIP: 3140HK2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39950 | PA      | $38278.52      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA10                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA10 1A1        | CUSIP: 02146QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1381764 | PA      | $1285355.90    | 0.01%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     29695000 | PA      | $28790907.51   | 0.16%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 05/07/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-291539.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-7711.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 X 144A      | CUSIP: 36263PAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158613608 | PA      | $9943280.92    | 0.05%             | 2061-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                                         | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A6A1         | CUSIP: 251513BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        43294 | PA      | $37706.16      | 0.00%             | 2036-10-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                     | RUSSIAN FEDERATION SR UNSECURED REGS 09/43 5.875          | CUSIP: X74359AC8<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      1400000 | PA      | $958216.00     | 0.01%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA4922 FN 10/53 FIXED 6.5                       | CUSIP: 3140A5PG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       715895 | PA      | $743512.53     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2243158.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.57028 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $241226.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR              | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       600000 | PA      | $609390.00     | 0.00%             | 2027-04-05      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                                 | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR               | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3350000 | PA      | $3410802.50    | 0.02%             | 2029-01-08      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $143482.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/37 5.5      | CUSIP: P7807HAB1<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      4350000 | PA      | $1464645.00    | 0.01%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.45000 11/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $663245.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC COMPANY GUAR 04/28 4.9                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5720103.79    | 0.03%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                              | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR              | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1300000 | PA      | $1344135.00    | 0.01%             | 2032-06-07      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    100000000 | PA      | $100000000.00  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                             | INTEGRITY RE III UNSECURED 144A 06/29 VAR                 | CUSIP: 45870GAK2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |       300000 | PA      | $300000.00     | 0.00%             | 2029-06-07      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY2025 FN 05/53 FIXED 5                         | CUSIP: 3140NJHB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        30306 | PA      | $30037.57      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $14217.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79214872 | PA      | $78134461.95   | 0.43%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $387135.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF1 A1 144A     | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       687093 | PA      | $678643.29     | 0.00%             | 2054-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM36 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $195220.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVT TR 2006-1                                            | AMERICAN HOME MORTGAGE INVESTM AHM 2006 1 2A1             | CUSIP: 02660TJE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11031734 | PA      | $1934317.46    | 0.01%             | 2035-12-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF7047 FR 02/53 FIXED 5                 | CUSIP: 3133BUZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       839595 | PA      | $830792.12     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A5 144A     | CUSIP: 36263PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127355879 | PA      | $121224724.71  | 0.66%             | 2061-01-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG5959 FR 07/53 FIXED 5                 | CUSIP: 3133C6TQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1244752 | PA      | $1233004.92    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RASC TRUST 2006-EMX6                                                             | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX6 A4          | CUSIP: 754065AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       963682 | PA      | $862138.20     | 0.00%             | 2036-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SC0086 FR 10/40 FIXED 2.5               | CUSIP: 3132D9CX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4873225 | PA      | $4410028.05    | 0.02%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                    | CITRUS RE LTD UNSECURED 144A 06/33 VAR                    | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |       500000 | PA      | $500000.00     | 0.00%             | 2033-06-07      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $75569.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  MAY26C 113 EXP 04/24/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -437 | NC      | $-58154.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOFTBANK GROUP CORP SNR JP SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-10266.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2025-R1 TRUST                                                                | ONSLOW BAY FINANCIAL LLC OBX 2025 R1 A1 144A              | CUSIP: 67123GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14204571 | PA      | $14120130.32   | 0.08%             | 2062-09-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL G60799 FG 11/46 FIXED 3.5               | CUSIP: 31335A3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       424643 | PA      | $399029.39     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2007-OA11                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA11 A1A        | CUSIP: 02151WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2160225 | PA      | $1955739.90    | 0.01%             | 2047-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2005-L                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 L 1A1           | CUSIP: 05949CPD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15474 | PA      | $13737.47      | 0.00%             | 2036-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A       | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1368692 | PA      | $1284073.99    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                                       | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                    | CUSIP: 48130PES1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5467683.10    | 0.03%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                            | GENUINE PTS CO DISC COML PAPER                            | CUSIP: 37255GDP0<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1695374.98    | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.07585 03/13/26-20Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $117616.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1A                                               | ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A            | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       802775 | PA      | $806133.05     | 0.00%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84              | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8500000 | PA      | $8296909.50    | 0.05%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.54666 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $90335.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS BV                                           | IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25     | CUSIP: ACI2CX5L4<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      4165000 | PA      | $5081425.16    | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-4                                              | SAXON ASSET SECURITIES TRUST SAST 2007 4 A1 144A          | CUSIP: 80557CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1677360 | PA      | $1622465.78    | 0.01%             | 2037-12-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-12757.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.58600 08/19/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $684689.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1                                  | STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE1 M2           | CUSIP: 86358EUW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       981425 | PA      | $949457.19     | 0.01%             | 2035-07-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| NOVASTAR MORTGAGE FUNDING TRUST SERIES 2004-3                                    | NOVASTAR HOME EQUITY LOAN NHEL 2004 3 M6                  | CUSIP: 66987XFU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        73760 | PA      | $69285.99      | 0.00%             | 2034-12-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2023 2A C 144A            | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7462486 | PA      | $7484695.80    | 0.04%             | 2029-03-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MTGE LOAN TRUST 2007-HE1                                              | CARRINGTON MORTGAGE LOAN TRUST CARR 2007 HE1 A3           | CUSIP: 14454EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1451226 | PA      | $1443798.26    | 0.01%             | 2037-06-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $5795.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                                               | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A                 | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      7300000 | PA      | $7301802.44    | 0.04%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $52303.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                                                 | BENCHMARK MORTGAGE TRUST BMARK 2024 V7 A3                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9472000 | PA      | $9876592.69    | 0.05%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS (GROUP) CO LTD                                                     | CIFI HOLDINGS GROUP SR SECURED 06/29 0.00000              | CUSIP: ACI37QB85<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      1483284 | PA      | $53769.05      | 0.00%             | 2029-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-58626.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6.5 JUMBOS                              | CUSIP: 21H062651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318100000 | PA      | $329672261.69  | 1.80%             | 2054-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER 05/26 ZCP                         | CUSIP: 40412DE13<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      6550000 | PA      | $6525554.75    | 0.04%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 B             | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8900000 | PA      | $8954729.66    | 0.05%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $61497.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-8                                             | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 8 3A21           | CUSIP: 007036QH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        52434 | PA      | $36846.62      | 0.00%             | 2035-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-156054.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                     | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      2486000 | PA      | $1762833.04    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-DUNE                                           | GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE E 144A        | CUSIP: 36258BAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       815545 | PA      | $781474.32     | 0.00%             | 2036-12-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8437 FR 06/54 FIXED 5                 | CUSIP: 3132DWLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9235186 | PA      | $9116752.83    | 0.05%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL                                      | CUSIP: 28103BDH2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $11078162.97   | 0.06%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SFJ9 PIMCO FXVAN CALL USD TRY 49.60000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -8600000 | NC      | $-48177.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2004-27CB                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 27CB A1         | CUSIP: 12667FWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1630889 | PA      | $1453156.58    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                                             | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A     | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19755566 | PA      | $19144798.89   | 0.10%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4876 FN 12/52 FIXED 6                         | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        25653 | PA      | $26397.34      | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | 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        |      1200000 | PA      | $1215664.09    | 0.01%             | 2028-04-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-104574.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.62000 01/31/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-73982.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2022-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2022 4 A1 144A             | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68753173 | PA      | $65515593.18   | 0.36%             | 2062-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR6                                         | FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR6 4A1         | CUSIP: 32051GJ89<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         9241 | PA      | $9003.75       | 0.00%             | 2036-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.77000 04/16/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $253644.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABILENE DC 7 LLC/ABILENE DC 8 LLC                                                | PROJECT FLASH TERM LOAN 1                                 | CUSIP: BA000KZ61<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29926791 | PA      | $29926790.59   | 0.16%             | 2030-04-30      | Floating      | 3.54%                 | No            |                  3 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 05/33 4.5             | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2513224.12    | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/27 5.04                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6738864.29    | 0.04%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $7420.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                                     | DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A                  | CUSIP: 23308LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19392500 | PA      | $19349788.02   | 0.11%             | 2039-10-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5038 FN 06/53 FIXED 5                         | CUSIP: 31418ES43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       127516 | PA      | $126430.63     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-N1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A3 144A      | CUSIP: 14688XAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3100000 | PA      | $3117832.44    | 0.02%             | 2029-08-10      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A 09/28 VAR                         | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      3200000 | PA      | $3199771.78    | 0.02%             | 2028-09-11      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY1036 FN 04/53 FIXED 5                         | CUSIP: 3140NHEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        78603 | PA      | $77885.61      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.45000 10/31/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $399901.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $633.72        | 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      | $1230672.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS CZK 4.48000 03/11/26-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |            1 | NC      | $-2320.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.75000 06/15/22-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $88429515.59   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6        | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       200751 | PA      | $198072.94     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                    | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     17800000 | PA      | $18002734.35   | 0.10%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283000000 | PA      | $283651245.26  | 1.54%             | 2056-06-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF9                                             | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF9 2A4           | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11075000 | PA      | $10416268.97   | 0.06%             | 2036-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $589596.84     | 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      | $-251659.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4139 FN 06/53 FIXED 5.5                       | CUSIP: 3140NLS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       241149 | PA      | $243939.47     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $2461700.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR              | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       107153 | PA      | $73774.54      | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A        | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4927956 | PA      | $5004391.92    | 0.03%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK5226 FN 09/48 FIXED 4                         | CUSIP: 3140HJYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7892 | PA      | $7822.23       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-WMC2                                           | MORGAN STANLEY CAPITAL INC MSAC 2006 WMC2 A1              | CUSIP: 61749KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        47153 | PA      | $42836.55      | 0.00%             | 2036-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE1302 FR 05/52 FIXED 3                 | CUSIP: 3133BANT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2166316 | PA      | $1906595.83    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2026 2A A1             | CUSIP: 30166WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15900000 | PA      | $15900696.42   | 0.09%             | 2027-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                                | US RENAL CARE INC SR SECURED 144A 06/28 10.625            | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |       186550 | PA      | $155769.25     | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.99798 06/30/26-27Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $95149.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN3940 FN 01/49 FIXED 4                         | CUSIP: 3140JLLW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       120886 | PA      | $115844.61     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY2987 FN 05/53 FIXED 5                         | CUSIP: 3140NKJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       943818 | PA      | $936721.68     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5.5 JUMBOS                              | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24250000 | PA      | $24358973.20   | 0.13%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3.5 JUMBOS                              | CUSIP: 21H032647<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       500000 | PA      | $458683.92     | 0.00%             | 2056-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2007-WMC1                                              | ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2A         | CUSIP: 04545EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3756441 | PA      | $3229675.53    | 0.02%             | 2037-06-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 11/40 12.75                    | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  21312300000 | PA      | $5648819.71    | 0.03%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q010                | BANC OF CALIFORNIA MULTIFAMILY FHMS Q010 APT2             | CUSIP: 3137FMUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       146370 | PA      | $146744.64     | 0.00%             | 2047-12-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI7370 FR 05/54 FIXED 5                 | CUSIP: 3133WEFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1394677 | PA      | $1378509.47    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.06250 01/08/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $113573.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D990 SMB 2026 B D 144A                               | CUSIP: 990ACZUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6599000 | PA      | $6544235.56    | 0.04%             | 2054-03-11      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-592324.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-1752.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2026-RPL1 TRUST                                                             | PRETIUM MORTGAGE CREDIT PARTNE PRET 2026 RPL1 A1 144A     | CUSIP: 69393EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12001535 | PA      | $11639919.00   | 0.06%             | 2070-01-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-9                                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A4           | CUSIP: 54251WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33139042 | PA      | $10100538.24   | 0.05%             | 2036-10-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-346769.78    | -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      | $-1406972.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/30 VAR                  | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     19500000 | PA      | $19256518.52   | 0.10%             | 2030-04-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC                                                | CUSIP: 52533BDU3<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      8705000 | PA      | $8676695.69    | 0.05%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                     | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      1886072 | PA      | $1536340.82    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $76813.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA7989 G2 04/52 FIXED 3.5                    | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        88235 | PA      | $81763.62      | 0.00%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-64064.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM10                        | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1FC 144A  | CUSIP: 617955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8448634 | PA      | $8432907.23    | 0.05%             | 2070-11-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF)                                         | KAF KAERTNER AUS (EUR) HETACAPP2 (EUR)                    | CUSIP: 934FUQII0<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | NUSS              | AT        |      8781144 | PA      | $761226.54     | 0.00%             | 2049-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 05/26 0.00000                               | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1248000 | PA      | $1241066.03    | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9271 05/08/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-422686.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR COMPANY SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $80033.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.46750 07/27/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-508350.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTOR INC 2004-HE2                                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 HE2 A1A          | CUSIP: 59020UKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1136072 | PA      | $1115059.80    | 0.01%             | 2035-08-25      | Floating      | 4.59%                 | 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        |      1782755 | PA      | $1784649.69    | 0.01%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75       | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7941077.68    | 0.04%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-1256.33      | -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      | $-593181.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 04/30 1.625                               | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40252222 | PA      | $40668260.11   | 0.22%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | EGYPT TREASURY BILL BILLS 10/26 0.00000                   | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     46200000 | PA      | $742868.55     | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                                              | SPACE COAST CREDIT UNION SCCU 2023 1A A4 144A             | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2700000 | PA      | $2745657.54    | 0.01%             | 2029-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $51873.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                          | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |          704 | NS      | $3097.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL1583 FR 06/55 FIXED 5.5               | CUSIP: 31427NXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18967168 | PA      | $19297424.61   | 0.11%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR3                                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR3 1A1          | CUSIP: 86359LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       202262 | PA      | $196320.35     | 0.00%             | 2035-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 AIOS 144A   | CUSIP: 36263PAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154457883 | PA      | $791449.92     | 0.00%             | 2061-01-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9A7 SMB 2026 B A1A 144A                             | CUSIP: 990ACZVA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68597000 | PA      | $68182628.85   | 0.37%             | 2054-03-11      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $63547.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI5343 FR 05/54 FIXED 5                 | CUSIP: 3133WB5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3804787 | PA      | $3757651.68    | 0.02%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.85400 12/29/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-95672.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 03/19/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $466423.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1298320.34    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2024-1A                                               | BOFA AUTO TRUST BAAT 2024 1A A3 144A                      | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2895827 | PA      | $2915697.08    | 0.02%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $74127.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 07/32 4                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136200000 | PA      | $135532301.29  | 0.74%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2004-W8                                                    | ARGENT SECURITIES INC. ARSI 2004 W8 M4                    | CUSIP: 040104JR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       793255 | PA      | $678805.08     | 0.00%             | 2034-05-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 03/05/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-174727.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-75954.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-12592.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.098 03/28/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1250948.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/0.50 9/16/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-2764092.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2                                           | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2           | CUSIP: 83611XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6491056 | PA      | $4742009.41    | 0.03%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A      | CUSIP: 14687NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1906227 | PA      | $1919802.73    | 0.01%             | 2028-10-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                             | GCAT GCAT 2023 NQM4 A1 144A                               | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3456196 | PA      | $3265393.91    | 0.02%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 06/27 5.875               | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4958890.94    | 0.03%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                                    | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2D          | CUSIP: 59021AAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       503885 | PA      | $230253.61     | 0.00%             | 2037-04-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB7761 FN 01/54 FIXED 5                         | CUSIP: 3140QTTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5343538 | PA      | $5287211.65    | 0.03%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                                  | MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR        | CUSIP: B1FL5YII7<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |      2381944 | PA      | $2300377.54    | 0.01%             | 2030-12-15      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SC0298 FR 01/30 FIXED 6                 | CUSIP: 3132D9KK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17414 | PA      | $17755.77      | 0.00%             | 2030-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |            1 | NC      | $3982.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 TRUST                                                            | PRKCM TRUST PRKCM 2025 AFC1 A1A 144A                      | CUSIP: 69392YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2105506 | PA      | $2101814.65    | 0.01%             | 2060-10-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE                                              | CUSIP: 22823QD73<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       600000 | PA      | $599509.98     | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 02/29 4            | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     21600000 | PA      | $21174901.20   | 0.12%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95       | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6600000 | PA      | $3399000.00    | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.19985 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-86087.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY6741 FN 07/53 FIXED 5                         | CUSIP: 3140NPP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       896191 | PA      | $889856.99     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4979 FN 04/53 FIXED 5.5                       | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2191013 | PA      | $2210627.40    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ5743 FN 05/48 FIXED 4                         | CUSIP: 3140H7LZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         8138 | PA      | $7796.78       | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-352405.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-63120.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROLLS-ROYCE PLC SNR SE ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $42980.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     13800000 | NC      | $3987420.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZA5642 FR 09/48 FIXED 4                 | CUSIP: 31329PHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       127406 | PA      | $122102.19     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375            | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13753230 | PA      | $13586869.72   | 0.07%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A      | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1176837 | PA      | $1182161.40    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDQ6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     15500000 | PA      | $15457275.80   | 0.08%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5344.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2022-INV1                                             | BINOM SECURITIZATION TRUST BINOM 2022 INV1 A1 144A        | CUSIP: 090975AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7600074 | PA      | $7406483.98    | 0.04%             | 2057-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED TRUST 2005-A                                    | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 A M6            | CUSIP: 43708AAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1238794 | PA      | $1230925.44    | 0.01%             | 2035-03-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.18840 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-64593.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-AR2                                           | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR2 A1           | CUSIP: 25151UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       158672 | PA      | $152561.88     | 0.00%             | 2037-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                             | VASA TRUST VASA 2021 VASA C 144A                          | CUSIP: 92230AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000000 | PA      | $9432786.00    | 0.05%             | 2039-07-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| LONGLEAF PINE RE LTD                                                             | LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR             | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1700000 | PA      | $1799705.00    | 0.01%             | 2031-05-27      | Floating      | 21.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $293995.40     | 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      | $-836750.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-5                                              | STRUCTURED ASSET INVESTMENT LO SAIL 2004 5 M2             | CUSIP: 86358EJF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       891986 | PA      | $871025.78     | 0.00%             | 2034-05-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-242.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.64500 08/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $319683.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     12200000 | NC      | $34256.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AL3421 FN 09/37 FLOATING VAR                    | CUSIP: 3138EKYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1309311 | PA      | $1322347.60    | 0.01%             | 2037-09-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1A                                               | ENT AUTO RECEIVABLES TRUST ENT 2023 1A A4 144A            | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1016699.40    | 0.01%             | 2029-11-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM1786 FN 08/49 FIXED VAR                       | CUSIP: 3140X46Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       101823 | PA      | $97126.98      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ORACLE CORPORATION SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-230053.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $53033.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5              | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |       244772 | PA      | $240534.29     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 5A1          | CUSIP: 161630AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       378665 | PA      | $371045.05     | 0.00%             | 2037-02-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF3 A1 144A     | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       614557 | PA      | $606032.21     | 0.00%             | 2054-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.46000 08/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $119879.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $153795.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                 | BANK5 BANK5 2026 5YR20 A2                                 | CUSIP: 06650JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27300000 | PA      | $27193794.81   | 0.15%             | 2059-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WHQ1                                              | PARK PLACE SECURITIES INC PPSI 2004 WHQ1 M4               | CUSIP: 70069FBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1329389 | PA      | $1320188.61    | 0.01%             | 2034-09-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-1287.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL 7.93  13.05.2026               | CUSIP: ACI2X3D53<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     65600000 | PA      | $3852639.61    | 0.02%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2188.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.6062* 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $18411.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF4342 FR 12/52 FIXED 5                 | CUSIP: 3133BRZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       744046 | PA      | $737749.09     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-33951.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 0.50000 06/17/20-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $2114813.11    | 0.01%             |  |  |  | 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        |       144308 | PA      | $144482.04     | 0.00%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-17581.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALERIE ASSET LTD                                                                | VALERIE ASSET LTD 09/50 1                                 | CUSIP: 918940AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     10153000 | PA      | $9080328.65    | 0.05%             | 2050-09-15      | Fixed         | 5.27%                 | Yes           |                  3 | On Loan: No      |
| ELLINGTON LOAN ACQUISITION TRUST 2007-1                                          | ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A        | CUSIP: 288542AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6222525 | PA      | $6116832.70    | 0.03%             | 2037-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 03/28 VAR                       | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4500000 | PA      | $4531863.51    | 0.02%             | 2028-03-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                             | VASA TRUST VASA 2021 VASA B 144A                          | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10800000 | PA      | $10450658.88   | 0.06%             | 2039-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX7774 FN 03/53 FIXED 5.5                       | CUSIP: 3140NCT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       448820 | PA      | $454301.65     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     10500000 | NC      | $169743.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $144.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       200000 | PA      | $179296.14     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                                              | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR              | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       800000 | PA      | $800000.00     | 0.00%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.56436 06/30/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $52929.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4              | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10300000 | PA      | $2812158.40    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3589 FR 05/53 FIXED 5                 | CUSIP: 3133C37A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       309270 | PA      | $305703.63     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-MLN1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C         | CUSIP: 59024UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       672991 | PA      | $639781.16     | 0.00%             | 2037-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-FM1                                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 FM1 2A4            | CUSIP: 65536HBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3679113 | PA      | $3579896.96    | 0.02%             | 2035-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1646109.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1                                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C          | CUSIP: 81375WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       176794 | PA      | $174660.82     | 0.00%             | 2035-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A2        | CUSIP: 92922F5U8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5346535 | PA      | $5046969.74    | 0.03%             | 2045-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/45 4.875                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6161000 | PA      | $6142228.17    | 0.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.00000 06/21/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $210738.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3389 FN 06/38 FIXED 4                         | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        82394 | PA      | $80792.88      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $439724.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-AF1                                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 AF1 A4             | CUSIP: 65535AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1981936 | PA      | $354377.29     | 0.00%             | 2036-10-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.88400 03/25/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-96227.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2247 FR 01/55 FIXED 5.5               | CUSIP: 31427PP99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2774591 | PA      | $2837451.45    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.7* 8/12/23-28Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $3548781.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A           | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        10844 | PA      | $10666.69      | 0.00%             | 2033-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                             | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM D 144A      | CUSIP: 05549RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5575500 | PA      | $5029875.99    | 0.03%             | 2037-07-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SE92 PIMCO FXVAN CALL USD TRY 49.65000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -17100000 | NC      | $-79908.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAP HLDGS INC                              | CUSIP: 65339NDQ4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       800000 | PA      | $797844.64     | 0.00%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL 7.99  06.05.2026               | CUSIP: ACI2WXR79<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    145040000 | PA      | $8528391.17    | 0.05%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 06/20/24-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $8979165.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR           | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     12300000 | PA      | $12350523.85   | 0.07%             | 2028-03-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-387463.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1A                                          | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A      | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8608182 | PA      | $8691364.14    | 0.05%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 10/27 VAR             | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       500000 | PA      | $497949.50     | 0.00%             | 2027-10-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-897942.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CC MORTGAGE FUNDING CORP 2005-BA                                                 | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2005 BA A2 144A      | CUSIP: 16678REC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       132537 | PA      | $130472.43     | 0.00%             | 2036-06-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                             | INTEGRITY RE III UNSECURED 144A 06/27 VAR                 | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $439560.00     | 0.00%             | 2027-06-06      | Floating      | 29.01%                | No            |                  2 | On Loan: No      |
| PRIME PROPERTY FUND LLC                                                          | PRIME PROPERTY 5YR                                        | CUSIP: 954VLXII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12400000 | PA      | $12414969.03   | 0.07%             | 2029-09-30      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-2222.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $3552.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK0978 FN 02/48 FIXED 4.5                       | CUSIP: 3140HECQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23373 | PA      | $22980.28      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A2        | CUSIP: 92925CBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1119425 | PA      | $1119972.29    | 0.01%             | 2045-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.58178 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $164899.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F012650<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -3650000 | PA      | $-2815917.95   | -0.02%            | 2056-05-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA1362 FR 09/49 FIXED 4                 | CUSIP: 3133KGQP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       152060 | PA      | $145631.58     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HM EQ 2005-HE5                                             | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE5 M5          | CUSIP: 04541GSM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $1786530.80    | 0.01%             | 2035-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B A2             | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11900000 | PA      | $11901249.50   | 0.06%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $158437.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3091 FR 05/53 FIXED 5                 | CUSIP: 3133C3NG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       188771 | PA      | $186618.22     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                               | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      6890000 | PA      | $7186816.24    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-CES3                                        | JP MORGAN MORTGAGE TRUST JPMMT 2025 CES3 PT 144A          | CUSIP: 46659XAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117572765 | PA      | $125516557.07  | 0.68%             | 2055-10-25      | Fixed         | 9.04%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 10/28 6.125              | CUSIP: 900123CQ1<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2500000 | PA      | $2509102.68    | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12796326 | PA      | $13018631.08   | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA INVESTMENT HOLDINGS LIMITED                                         | VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN             | CUSIP: BA000VZK6<br>LEI: 549300ZM1VNUHR0FX008 | Long             | LON              | CORP              | GB        |      7800000 | PA      | $9911120.23    | 0.05%             | 2030-08-01      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD3443 FR 05/53 FIXED 5.5               | CUSIP: 3132DQZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2021647 | PA      | $2035882.48    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |      1965567 | PA      | $1969019.28    | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-HE1                                               | MASTR ASSET BACKED SECURITIES MABS 2007 HE1 A3            | CUSIP: 576457AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48943 | PA      | $47862.64      | 0.00%             | 2037-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C A1A 144A        | CUSIP: 83208DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51314666 | PA      | $51720279.71   | 0.28%             | 2055-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F020448<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -17200000 | PA      | $-15826260.42  | -0.09%            | 2041-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR             | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7606295.03    | 0.04%             | 2029-03-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  18565943000 | PA      | $12804360.00   | 0.07%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE ASSETS 2006-3                                                 | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 2A11            | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2978021 | PA      | $1986356.65    | 0.01%             | 2046-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1414116.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                            | ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A3 144A         | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3300000 | PA      | $3328505.40    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-493.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-28CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 28CB 2A6        | CUSIP: 12667GXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2287241 | PA      | $1308390.16    | 0.01%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $72399.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NLT 2023-1 TRUST                                                                 | NMLT TRUST NLT 2023 1 A1 144A                             | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2784154 | PA      | $2571295.51    | 0.01%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VD18<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $2299743.32    | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG6844 FR 07/53 FIXED 5                 | CUSIP: 3133C7S99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       798838 | PA      | $789823.96     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BW5282 FN 05/53 FIXED 5                         | CUSIP: 3140MW2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       322175 | PA      | $318763.02     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA4240 FR 01/51 FIXED 2.5               | CUSIP: 3133KKV97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    164109059 | PA      | $139439036.55  | 0.76%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM0062 FN 02/50 FIXED VAR                       | CUSIP: 3140X3B80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       380125 | PA      | $352370.22     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG2168 FR 05/53 FIXED 5                 | CUSIP: 3133C2MR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1263606 | PA      | $1254112.07    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                         | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3            | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16400000 | PA      | $16447710.88   | 0.09%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.70000 07/21/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-418594.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $18238.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $92174.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                                                     | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                  | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      2200000 | PA      | $2559591.38    | 0.01%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA SR UNSECURED 07/28 VAR             | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     41400000 | PA      | $41438870.87   | 0.23%             | 2028-07-14      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.71000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-58944.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                            | ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A         | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1094825 | PA      | $1097342.80    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP DISC COML PAPER                                  | CUSIP: 00809KDH8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3393325.80    | 0.02%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BV8509 FN 05/52 FIXED 3                         | CUSIP: 3140MNN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3692854 | PA      | $3253739.14    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $141923.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KLU1                | FHLMC MULTIFAMILY STRUCTURED P FHMS KLU1 X1               | CUSIP: 3137FMCN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109232482 | PA      | $1156389.67    | 0.01%             | 2031-01-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY2651 FN 05/53 FIXED 5.5                       | CUSIP: 3140NJ5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       296323 | PA      | $299604.58     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ5746 FN 05/48 FIXED 4                         | CUSIP: 3140H7L47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       182153 | PA      | $174533.12     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $-4448.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423000000 | PA      | $416354970.33  | 2.27%             | 2056-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2017-A                                             | COLLEGE AVE STUDENT LOANS CASL 2017 A A1 144A             | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       246383 | PA      | $248762.56     | 0.00%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CLP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |            1 | NC      | $74111.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD2929 FN 04/55 FIXED 7                         | CUSIP: 3140B3HF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2119223 | PA      | $2245000.10    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR           | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     11300000 | PA      | $11196020.90   | 0.06%             | 2029-09-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                             | INTEGRITY RE III UNSECURED 144A 06/29 VAR                 | CUSIP: 45870GAH9<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $400000.00     | 0.00%             | 2029-06-07      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE2320 FR 04/52 FIXED 3                 | CUSIP: 3133BBSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        83117 | PA      | $73196.81      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZS4757 FR 02/48 FIXED 4.5               | CUSIP: 3132A5JA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3238 | PA      | $3186.75       | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                         | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS E 144A       | CUSIP: 61692AAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9000000 | PA      | $98280.00      | 0.00%             | 2036-12-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.25000 11/22/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-481537.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-378.15       | -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        |      2611725 | PA      | $2544610.86    | 0.01%             | 2037-09-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95             | CUSIP: 715638BD3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     16208000 | PA      | $5051498.77    | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 11.7 03/24/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-18332.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-24                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A             | CUSIP: 23243HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6280353 | PA      | $5781021.28    | 0.03%             | 2047-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 03/21/24-8Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $5033338.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                  | CUSIP: 73110JAE2<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $399960.00     | 0.00%             | 2029-01-08      | Floating      | 12.66%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PMTS INC 04/26 ZCP                                 | CUSIP: 37961DD15<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3199630.08    | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-2500.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 01/30 5.565                            | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     12400000 | PA      | $12710997.33   | 0.07%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/2.0* 8/09/23-9Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2554692.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A       | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2581223 | PA      | $2590582.60    | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND OPTION  MAY26P 125.5 EXP 04/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -178 | NC      | $-187224.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WATR 2025-2                                                                      | WATR ISSUER TRUST WATR 2025 2 C 144A                      | CUSIP: 94260AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4900000 | PA      | $4847950.09    | 0.03%             | 2050-09-16      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV SR UNSECURED 144A 07/29 1.288                   | CUSIP: ACI1Z3WR4<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      5000000 | PA      | $5342912.67    | 0.03%             | 2029-07-13      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 08/30 5                   | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2396218.08    | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.8413 11/26/25-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-508991.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-126959.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       375000 | PA      | $371632.97     | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08500 03/31/26-28Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $751508.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-DUNE                                           | GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE C 144A        | CUSIP: 36258BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2595064 | PA      | $2562556.90    | 0.01%             | 2036-12-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-8409.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-4                                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 4 M2            | CUSIP: 68389FJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1135464 | PA      | $1106532.55    | 0.01%             | 2035-11-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0022 G2 11/54 FIXED 3.5                    | CUSIP: 3618N5AY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8772701 | PA      | $8054629.78    | 0.04%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE TRUST 2001-3                                                      | AAMES MORTGAGE TRUST AMT 2001 3 M1                        | CUSIP: 00253CHB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       282720 | PA      | $322841.77     | 0.00%             | 2031-11-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 VAR           | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $11015162.18   | 0.06%             | 2026-11-05      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.46000 04/01/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-366149.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $74699.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5703 FN 05/55 FIXED 7                         | CUSIP: 31418FKR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60610710 | PA      | $63728379.62   | 0.35%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.48100 10/29/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-711422.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS               | CUSIP: ACI355B18<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    329800000 | PA      | $18686701.40   | 0.10%             | 2026-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.37000 10/09/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $372441.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA8140 FN 12/50 FIXED 2.5                       | CUSIP: 3140QGBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14756319 | PA      | $12478771.24   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C A1B 144A        | CUSIP: 83208DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5680934 | PA      | $5691550.46    | 0.03%             | 2055-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-470503.00    | -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      | $-25.96        | -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      | $-74176.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-338.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-113283.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                                   | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     13875000 | PA      | $13742220.41   | 0.07%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-91387.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $78655.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-57749.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-A TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A C 144A         | CUSIP: 83407UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2944000 | PA      | $2992683.46    | 0.02%             | 2034-03-27      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8             | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |       300000 | PA      | $298593.54     | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 12/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1944704.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2022-6 DAC 6A                                                       | OCP EURO CLO OCPE 2022 6A ARR 144A                        | CUSIP: ACI2YHRS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     14700000 | PA      | $16979046.77   | 0.09%             | 2036-07-20      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA0859 FN 12/47 FIXED 3.5                       | CUSIP: 3140Q75V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        21097 | PA      | $19624.78      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8445 FR 07/54 FIXED 5                 | CUSIP: 3132DWL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14365954 | PA      | $14188721.20   | 0.08%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP DISC COML PAPER                                  | CUSIP: 00809KDD7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499257.95     | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | 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        |     10300000 | PA      | $10334861.38   | 0.06%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BW5297 FN 06/53 FIXED 5.5                       | CUSIP: 3140MW3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2168363 | PA      | $2183807.98    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 11.87 03/22/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-165025.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-152477.95    | -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      | $-349048.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                             | BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A      | CUSIP: 05493LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16700000 | PA      | $15669915.61   | 0.09%             | 2038-09-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-42246.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-15                                                   | COUNTRYWIDE HOME LOANS CWHL 2004 15 4A                    | CUSIP: 12669FL50<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        46270 | PA      | $46391.10      | 0.00%             | 2034-10-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-SOX                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 SOX E 144A       | CUSIP: 63874NAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11705500 | PA      | $11164800.71   | 0.06%             | 2038-06-17      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 21                                                                   | KKR FINANCIAL CLO LTD KKR 21 A 144A                       | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       183701 | PA      | $183882.81     | 0.00%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.25622 04/03/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1401712.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.52000 03/27/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-447285.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 09/17/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1901374.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 5.625     | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     31300000 | PA      | $30738265.16   | 0.17%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL1190 FR 05/55 FIXED 5.5               | CUSIP: 31427NKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32856 | PA      | $33599.69      | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | 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        |       165746 | PA      | $118610.11     | 0.00%             | 2036-01-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3612 FN 03/39 FIXED 4                         | CUSIP: 31418DAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        94456 | PA      | $92440.02      | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-F                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 F 4A1            | CUSIP: 05946XYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        16859 | PA      | $13903.03      | 0.00%             | 2035-09-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-13                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A1            | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7171 | PA      | $6632.69       | 0.00%             | 2047-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9           | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2110421.54    | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C D 144A          | CUSIP: 83208DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5200000 | PA      | $5030053.60    | 0.03%             | 2055-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-160883.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-3A                                                   | CHASE AUTO OWNER TRUST CHAOT 2024 3A A3 144A              | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11182578 | PA      | $11280137.03   | 0.06%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.95000 04/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $161543.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RB5205 FR 12/42 FIXED 4                 | CUSIP: 3133KYYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26969 | PA      | $26355.20      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25               | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       700000 | PA      | $633504.21     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-6                                                 | TOWD POINT MORTGAGE TRUST TPMT 2017 6 A2 144A             | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1774000 | PA      | $1709517.41    | 0.01%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A                                         | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A       | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1494718 | PA      | $1474635.11    | 0.01%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVI LTD                                                              | VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR              | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       500000 | PA      | $497350.00     | 0.00%             | 2030-01-08      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1824.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE1988 FR 05/52 FIXED 3                 | CUSIP: 3133BBF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2250080 | PA      | $1982224.90    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-19302.85     | -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        |    524000000 | PA      | $493444354.80  | 2.69%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08244 06/30/26-27Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $36857.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP4                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A      | CUSIP: 17292EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18757883 | PA      | $17238475.86   | 0.09%             | 2062-10-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-1073739.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS MXN TIIE1/9.02000 12/23/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $131249.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3352 FR 04/53 FIXED 5                 | CUSIP: 3133C3WM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       779401 | PA      | $772525.29     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 02/30 VAR           | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     10100000 | PA      | $9993658.01    | 0.05%             | 2030-02-10      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $174572.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE                                              | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     19500000 | PA      | $19452154.80   | 0.11%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8348 FR 08/53 FIXED 5                 | CUSIP: 3132DWHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1736866 | PA      | $1720830.54    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     14070000 | PA      | $14525938.91   | 0.08%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-11706.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                | REPSOL E+P CAP MARKETS COMPANY GUAR 144A 09/28 4.805      | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3113592.51    | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875         | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       377149 | PA      | $341319.85     | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF4135 FR 12/52 FIXED 5                 | CUSIP: 3133BRSY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       981876 | PA      | $972912.26     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5            | CUSIP: 929FKUII9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    163300000 | PA      | $9112655.69    | 0.05%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-57798.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $60107.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.65000 08/14/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-144923.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA2983 G2 07/45 FLOATING VAR                 | CUSIP: 36179RJ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       345959 | PA      | $352711.23     | 0.00%             | 2045-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                         | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN              | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2692306 | PA      | $2737267.91    | 0.01%             | 2029-04-25      | Floating      | 7.35%                 | No            |                  3 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE                                              | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     21100000 | PA      | $21065512.05   | 0.11%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE4033 FR 06/52 FIXED 3                 | CUSIP: 3133BDPS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3662322 | PA      | $3224357.67    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-114560.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-18044.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05     | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7851924.21    | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2025-1                                         | JP MORGAN SEASONED MORTGAGE TR JPSMT 2025 1 A4 144A       | CUSIP: 46659PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9776110 | PA      | $9138548.04    | 0.05%             | 2063-01-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR               | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7900000 | PA      | $7906010.32    | 0.04%             | 2027-10-18      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-68729.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.80000 08/30/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $37899.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-44506.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/44 1.375                               | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1116328 | PA      | $923313.02     | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                        | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |      1400000 | PA      | $1618028.49    | 0.01%             | 2031-01-07      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GD95<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1598403.36    | 0.01%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875      | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3596835.90    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $8525.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4579 FN 04/52 FIXED 3                         | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       769673 | PA      | $678050.59     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9400000 | PA      | $9311045.17    | 0.05%             | 2056-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX3                                           | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX3 M5          | CUSIP: 75405MAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2218354 | PA      | $2223280.77    | 0.01%             | 2035-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                               | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3       | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       631588 | PA      | $598559.85     | 0.00%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-4084.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-40404.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/34 1.875                               | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    203243923 | PA      | $204320331.27  | 1.11%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                   | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50100000 | PA      | $1122885.75    | 0.01%             | 2028-09-06      | Fixed         | 39.28%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $25317.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-549579.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      3434000 | PA      | $1181639.40    | 0.01%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3 JUMBOS                                | CUSIP: 21H030641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25768380 | PA      | $23008741.37   | 0.13%             | 2056-04-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                                    | CPS AUTO TRUST CPS 2025 C A 144A                          | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2241911 | PA      | $2246528.98    | 0.01%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAP HLDGS INC                              | CUSIP: 65339NDL5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3292626.15    | 0.02%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-777131.07    | -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      | $-27766.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $156343.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                                    | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A1                    | CUSIP: 12669GYY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       614795 | PA      | $549192.22     | 0.00%             | 2035-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-35427.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5039 FN 06/53 FIXED 5.5                       | CUSIP: 31418ES50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2219168 | PA      | $2238808.83    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-46907.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM40 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1565.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4895 FN 01/53 FIXED 6.5                       | CUSIP: 31418ENM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       553568 | PA      | $572688.71     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                                         | HIPOTECARIA SU CASITA SA COMMON STOCK                     | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |       345787 | NS      | $0.02          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A C 144A         | CUSIP: 21050QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       736542 | PA      | $740734.80     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK4740 FN 08/48 FIXED 4                         | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       152434 | PA      | $146104.26     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                                    | JONES LANG LASALLE FIN BV                                 | CUSIP: 48002BD90<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |     10850000 | PA      | $10839172.79   | 0.06%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2410032.65    | 0.01%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA3586 FR 09/50 FIXED 4                 | CUSIP: 3133KJ6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       132211 | PA      | $126085.41     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POPULAR ABS MTGE PASS THRU TRUST 2006-D                                          | POPULAR ABS MORTGAGE PASS THRO POPLR 2006 D M1            | CUSIP: 73316QAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6135476 | PA      | $5525240.59    | 0.03%             | 2036-11-25      | Floating      | 4.26%                 | 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        |      3000000 | PA      | $3035927.40    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROLLS-ROYCE PLC SNR SE ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $12363.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.43091 09/03/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $176955.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-94454.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER                                   | CUSIP: 40412DDH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4940103.47    | 0.03%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  MAY26P 110 EXP 04/24/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -437 | NC      | $-162622.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $163758.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-205067.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SR SECURED 144A 09/28 2                | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2606980.94    | 0.01%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $245618.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                 | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       104605 | PA      | $152446.82     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-OA4                                           | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA4 A4           | CUSIP: 25151XAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11428904 | PA      | $11056836.84   | 0.06%             | 2047-08-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC-2005-WCW1                                              | PARK PLACE SECURITIES INC PPSI 2005 WCW1 M3               | CUSIP: 70069FKG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13421595 | PA      | $13266909.49   | 0.07%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 03/18/26-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1166258.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.00000 09/18/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-720056.72    | -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      | $-1694089.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022 RP1                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 SA 144A      | CUSIP: 17330HAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       257463 | PA      | $249212.01     | 0.00%             | 2060-05-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                                   | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                   | CUSIP: 36779CAU0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |       600000 | PA      | $600000.00     | 0.00%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $63731.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY LOAN TRUST 2007-FRE1                                                 | HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV3                | CUSIP: 43710XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       284710 | PA      | $278593.84     | 0.00%             | 2037-04-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.00000 12/21/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $27288657.35   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2022-R3                                                                | CIM TRUST CIM 2022 R3 A1 144A                             | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40059935 | PA      | $39189176.01   | 0.21%             | 2062-03-25      | Variable      | 4.50%                 | 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        |     21477709 | PA      | $28445709.89   | 0.15%             | 2053-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 2.75000 06/17/16-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-57069.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.78000 05/02/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $257773.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2070500000 | PA      | $387106365.65  | 2.11%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM7652 FR 08/48 FIXED 4                 | CUSIP: 3131Y2QD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        74818 | PA      | $71566.57      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 1 LLC/ABILENE DC 2 LLC                                                | PROJECT FLASH DELAYED DRAW TERM LOAN                      | CUSIP: BA000GR85<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6589999 | PA      | $6542749.83    | 0.04%             | 2028-01-09      | Floating      | 5.34%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-69098.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                                 | GOLDEN BEAR RE LTD UNSECURED 144A 03/32 VAR               | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1850000 | PA      | $1850000.00    | 0.01%             | 2032-03-08      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| SABINE RE LTD                                                                    | SABINE RE LTD UNSECURED 144A 04/31 VAR                    | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |       600000 | PA      | $618960.00     | 0.00%             | 2031-04-07      | Floating      | 12.04%                | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 02/30 5.375                  | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     57300000 | PA      | $58218159.16   | 0.32%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM3 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM3 A1 144A     | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       991956 | PA      | $999034.27     | 0.01%             | 2068-11-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-7                                              | STRUCTURED ASSET INVESTMENT LO SAIL 2004 7 A8             | CUSIP: 86358EKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9440209 | PA      | $10284454.28   | 0.06%             | 2034-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-42328.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C B 144A          | CUSIP: 83208DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2600000 | PA      | $2619394.70    | 0.01%             | 2055-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA2921 FN 09/55 FIXED VAR                       | CUSIP: 3140W3G78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2863630 | PA      | $2917734.56    | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-7                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 7 1A              | CUSIP: 232422AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1360388 | PA      | $1291097.23    | 0.01%             | 2046-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RPL2 A1 144A     | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4096684 | PA      | $3992162.24    | 0.02%             | 2055-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $11253.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260429                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-37686.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                                    | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875               | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |       800000 | PA      | $738000.00     | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 11.715 03/24/22-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-77849.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                         | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN              | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     21038160 | PA      | $21389497.44   | 0.12%             | 2029-04-25      | Floating      | 7.35%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT JUN26 XSFE 20260615                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         2347 | NC      | $-947717.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BO7222 FN 01/50 FIXED 4                         | CUSIP: 3140K3AY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1752673 | PA      | $1676580.96    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                              | NATURE COAST RE LTD UNSECURED 144A 02/30 VAR              | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1550000 | PA      | $1545660.00    | 0.01%             | 2030-02-26      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260819                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-346657.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY6544 FN 05/54 FIXED 5                         | CUSIP: 3140NPHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       749190 | PA      | $741104.36     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRUST 2007-1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 1 1A1            | CUSIP: 83612PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1431913 | PA      | $1367102.76    | 0.01%             | 2037-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.17146 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-293663.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9Y5 SMB 2026 B C 144A                               | CUSIP: 990ACZVD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       825000 | PA      | $817634.00     | 0.00%             | 2054-03-11      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                                             | GCAT GCAT 2024 NQM1 A1 144A                               | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2300156 | PA      | $2311207.55    | 0.01%             | 2059-01-25      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                  | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2820400000 | PA      | $50804957.05   | 0.28%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       684077 | PA      | $676312.70     | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/29 5.375             | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     49300000 | PA      | $48905600.00   | 0.27%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260518                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3063.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-FR2                                                | SECURITIZED ASSET BACKED RECEI SABR 2005 FR2 M3           | CUSIP: 81375WEG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       131825 | PA      | $133074.62     | 0.00%             | 2035-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-63714.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QZ2462 FR 08/55 FIXED 7                 | CUSIP: 31426YWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2514403 | PA      | $2655410.16    | 0.01%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $139883.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/31 0.125                               | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76370767 | PA      | $71378421.81   | 0.39%             | 2031-07-15      | Fixed         | 0.12%                 | 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      | $767725.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0658* 03/13/26-20Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $58160.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.50000 03/20/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-1939040.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/47 0.875                               | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6601476 | PA      | $4687262.90    | 0.03%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BEV0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     16200000 | PA      | $16091915.22   | 0.09%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                                       | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                    | CUSIP: 48130PEL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8952833.70    | 0.05%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.86000 02/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $184617.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                                    | SUBCALIDORA 2 2024 EUR TERM LOAN                          | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |      7900000 | PA      | $8925130.29    | 0.05%             | 2029-08-14      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| CHARLES RIVER RE LTD                                                             | CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR          | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       250000 | PA      | $257350.00     | 0.00%             | 2031-05-10      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-1217.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5248 FN 01/54 FIXED 6.5                       | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11776649 | PA      | $12183416.12   | 0.07%             | 2054-01-01      | Fixed         | 6.50%                 | 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      | $6448359.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 06/20/24-2Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $25893.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-NC1                                            | MORGAN STANLEY CAPITAL INC MSAC 2005 NC1 M4               | CUSIP: 61744CMN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1157991 | PA      | $1170237.46    | 0.01%             | 2035-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A4 144A      | CUSIP: 14687NAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5319000 | PA      | $5462639.06    | 0.03%             | 2029-09-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION ENERGY                                      | CUSIP: 21038QDU5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5381234.46    | 0.03%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       245861 | PA      | $126864.28     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.12 SP SAL                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4216.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $70.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 12/20/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-222817.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $43282.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2006-OPT1                                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A1          | CUSIP: 59022VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       319150 | PA      | $295876.17     | 0.00%             | 2037-08-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-38265.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75          | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3033128 | PA      | $3019615.41    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 26-A                                                     | NISSAN AUTO LEASE TRUST NALT 2026 A A2A                   | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19500000 | PA      | $19457447.10   | 0.11%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC3                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 NC3 A2D              | CUSIP: 61744CZD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1801193 | PA      | $1767102.85    | 0.01%             | 2036-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260622                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $911129.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $9996.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C B              | CUSIP: 83407XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3787000 | PA      | $3768738.71    | 0.02%             | 2034-10-25      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A         | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5513215 | PA      | $5546389.89    | 0.03%             | 2072-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                            | ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A          | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22000000 | PA      | $22118624.00   | 0.12%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                           | HARLEY DAVIDSON FND CP                                    | CUSIP: 41282KD88<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1498644.30    | 0.01%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $999465.78     | 0.01%             | 2029-06-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223920000 | PA      | $230398106.36  | 1.25%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.17500 10/10/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $385263.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-474998.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                                       | GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A            | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12200000 | PA      | $12204176.67   | 0.07%             | 2035-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA5067 FN 11/53 FIXED 6.5                       | CUSIP: 3140A5TZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       582307 | PA      | $603537.79     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2026-NPL2 LLC                                                               | VCAT ASSET SECURITIZATION, LLC VCAT 2026 NPL2 A1 144A     | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8947057 | PA      | $8913474.49    | 0.05%             | 2056-02-25      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $55568.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/0.4000 06/15/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $3351741.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20310113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $357422.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.05000 09/07/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-174826.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.30000 12/02/24-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $236611.79     | 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      | $-4324.68      | -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      | $-427663.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                 | BANK5 BANK5 2026 5YR20 A3                                 | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12600000 | PA      | $12793827.06   | 0.07%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4941 FN 03/53 FIXED 5.5                       | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1470260 | PA      | $1483721.61    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ4495 FN 12/47 FIXED 4.5                       | CUSIP: 3140H57H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46312 | PA      | $45543.05      | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75           | CUSIP: ACI087B66<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    249500000 | PA      | $12745060.82   | 0.07%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.1408* 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $30926.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BV6439 FN 11/55 FIXED 5.5                       | CUSIP: 3140MLEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1554734 | PA      | $1595227.14    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA8266 G2 09/52 FIXED 3.5                    | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38888 | PA      | $35903.89      | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-8232.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3A                                               | LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A3 144A          | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12186649 | PA      | $12214061.99   | 0.07%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE1                                            | MORGAN STANLEY CAPITAL INC MSAC 2005 HE1 M2               | CUSIP: 61744CKP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        64932 | PA      | $64965.32      | 0.00%             | 2034-12-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                             | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR             | CUSIP: 92853KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $1000050.00    | 0.01%             | 2031-01-08      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.53000 04/23/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $771576.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197900000 | PA      | $190974038.29  | 1.04%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-346113.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-55999.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/27 0.375                               | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1010397 | PA      | $1010380.55    | 0.01%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A                     | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A       | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        30879 | PA      | $30048.51      | 0.00%             | 2032-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                                                    | ARGENT SECURITIES INC. ARSI 2006 M1 A2D                   | CUSIP: 04012MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1018978 | PA      | $273881.06     | 0.00%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-6                                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 6 A1A             | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3367330 | PA      | $2953230.02    | 0.02%             | 2046-12-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-3                                                   | HOME EQUITY ASSET TRUST HEAT 2006 3 M2                    | CUSIP: 437084UT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2226322 | PA      | $2137804.62    | 0.01%             | 2036-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER                                   | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5450000 | PA      | $5422163.04    | 0.03%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-109695.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J1                        | COUNTRYWIDE HOME LOANS CWHL 2007 J1 2A1                   | CUSIP: 12669MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5996565 | PA      | $2095574.10    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A4                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A4 3A1                | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       139423 | PA      | $105494.50     | 0.00%             | 2037-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF8686 FR 02/53 FIXED 5.5               | CUSIP: 3133BWUK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        98547 | PA      | $100174.05     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1012000 | PA      | $1010675.26    | 0.01%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         7111 | NS      | $163553.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149704995 | PA      | $152428904.33  | 0.83%             | 2056-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-156822.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2023-AA                                                | NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A           | CUSIP: 64032PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2287971 | PA      | $2366778.44    | 0.01%             | 2041-02-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | INF SWAP GB NI 4.14 10/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-2798789.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2004-C                                                        | CENTEX HOME EQUITY CXHE 2004 C AF5                        | CUSIP: 152314KJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4150337 | PA      | $4050456.29    | 0.02%             | 2034-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3144 FR 05/53 FIXED 5                 | CUSIP: 3133C3P59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1291584 | PA      | $1277406.48    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.13 SP MYI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $649309.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $57239.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75     | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |       840000 | PA      | $350952.00     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.36000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $107909.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR            | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     17300000 | PA      | $17197954.91   | 0.09%             | 2029-01-21      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $78620.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1           | CUSIP: 863579XK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        78584 | PA      | $70635.92      | 0.00%             | 2035-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $9635.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 12/26 4.75                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       627000 | PA      | $626761.92     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-39475.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $171896.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20270127                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $1253791.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC DISC COML                                      | CUSIP: 03111CD91<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6993014.70    | 0.04%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 625537 FN 01/32 FIXED 6.5                       | CUSIP: 31389G4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          103 | PA      | $106.50        | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3             | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20076000 | PA      | $19665916.58   | 0.11%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5166 FN 10/53 FIXED 6                         | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3090705 | PA      | $3162130.46    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | 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        |     14300000 | PA      | $14311591.58   | 0.08%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-154.26       | -0.00%            |  |  |  | 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        |       123844 | PA      | $124123.57     | 0.00%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D909 SMB 2026 B R 144A                               | CUSIP: 990ACZUY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4000 | PA      | $655329.31     | 0.00%             | 2054-03-11      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.95000 12/19/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-204385.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                                | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $1036500.00    | 0.01%             | 2032-04-08      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $2031.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QB8042 FR 02/51 FIXED 2.5               | CUSIP: 3133AE5B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4864311 | PA      | $4132341.14    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A2 144A       | CUSIP: 39571WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4200000 | PA      | $4191501.72    | 0.02%             | 2060-12-27      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA8513 FN 01/51 FIXED 2.5                       | CUSIP: 3140QGN78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18925220 | PA      | $15986833.79   | 0.09%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                                  | IHEARTMEDIA INC   CLASS A COMMON STOCK                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487321 | NS      | $1422977.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-14079.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-37169.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    800500000 | PA      | $46493692.84   | 0.25%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $2401.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE1435 FR 05/52 FIXED 3                 | CUSIP: 3133BASY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       534408 | PA      | $470864.43     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4990 FN 06/53 FIXED 5                         | CUSIP: 3140NMRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       744166 | PA      | $734898.07     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1645.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL1 A1A 144A   | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10749251 | PA      | $9512467.16    | 0.05%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 SA 144A     | CUSIP: 36263PAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1128314 | PA      | $969985.17     | 0.01%             | 2061-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $169.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1251 | NC      | $556960.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-423724.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | JABIL INC                                                 | CUSIP: 46652MED3<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     10200000 | PA      | $10144005.06   | 0.06%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZS4778 FR 07/48 FIXED 4                 | CUSIP: 3132A5JX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        98933 | PA      | $94804.38      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA                                      | CUSIP: 990ABYZS5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        | 183502000000 | PA      | $45496747.56   | 0.25%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11197000 | PA      | $11049200.27   | 0.06%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-WMC1                                              | MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2           | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       261448 | PA      | $72032.88      | 0.00%             | 2037-01-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                                  | VERAISON RE LTD UNSECURED 144A 03/34 VAR                  | CUSIP: 92335TAG4<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |       350000 | PA      | $350227.50     | 0.00%             | 2034-03-08      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF8691 FR 02/53 FIXED 5.5               | CUSIP: 3133BWUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       818396 | PA      | $827472.90     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA6                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA6 A1           | CUSIP: 74922MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       105555 | PA      | $99340.72      | 0.00%             | 2036-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1541344.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 06/33 5.375                     | CUSIP: ACI30VFW4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     11800000 | PA      | $13293283.12   | 0.07%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.03000 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $34667.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                                         | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A2 144A     | CUSIP: 83611DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5535262 | PA      | $1464348.07    | 0.01%             | 2036-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                       | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      9752185 | PA      | $9752184.92    | 0.05%             | 2026-11-03      | Floating      | 11.64%                | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA4870 FN 01/54 FIXED 6.5                       | CUSIP: 3140A5MU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       706685 | PA      | $731558.94     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1C        | CUSIP: 23243AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       925818 | PA      | $843268.92     | 0.00%             | 2046-09-20      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM3664 FN 03/49 FIXED VAR                       | CUSIP: 3140X7CA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2965708 | PA      | $2820482.84    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260727                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $477345.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-6423.47      | -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      | $231205.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                  | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      1500000 | PA      | $1572300.00    | 0.01%             | 2028-01-07      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-624.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2323.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-A                                              | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 A A 144A          | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3620163 | PA      | $3640447.75    | 0.02%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2018-A                                             | COLLEGE AVE STUDENT LOANS CASL 2018 A A2 144A             | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       842122 | PA      | $827612.88     | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH9192 FR 01/54 FIXED 6.5               | CUSIP: 3133CNF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2612553 | PA      | $2710997.26    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ5158 FR 11/55 FIXED 5.5               | CUSIP: 3142GVWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       195718 | PA      | $199618.81     | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA 144A 08/28 VAR                   | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |       300000 | PA      | $300668.59     | 0.00%             | 2028-08-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG7132 FR 06/53 FIXED 5                 | CUSIP: 3133C74R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       354391 | PA      | $350392.08     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY1247 FN 05/53 FIXED 5                         | CUSIP: 3140NHL55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       757667 | PA      | $750983.20     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $162645.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                  | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      7000000 | PA      | $7030562.91    | 0.04%             | 2028-03-01      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $139669.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.45000 10/20/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $388464.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1275801.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 524579 FN 10/28 FIXED 6.5                       | CUSIP: 31384HXG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           72 | PA      | $74.59         | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                             | SMITHFIELD FOODS INC COMPANY GUAR 144A 02/27 4.25         | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |       500000 | PA      | $497707.83     | 0.00%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.89900 03/11/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-204608.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.54300 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $66211.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0868 G2 01/56 FIXED 3.5                    | CUSIP: 3618N56E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33000000 | PA      | $30291117.75   | 0.16%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-5A LLC                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 5A A 144A       | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2250000 | PA      | $2278548.68    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  20787099000 | PA      | $14313997.45   | 0.08%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-4                                            | TBW MORTGAGE BACKED PASS THROU TBW 2006 4 A6              | CUSIP: 872224AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       473176 | PA      | $11351.02      | 0.00%             | 2036-09-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 07/28 2.45                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      6300000 | PA      | $5870897.55    | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-770349.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                     | HUNGARY SR UNSECURED 144A 09/30 5.375                     | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      8000000 | PA      | $8065623.36    | 0.04%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2006-AR2                                            | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AR2 2A2           | CUSIP: 65535VUK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1800018 | PA      | $1621694.96    | 0.01%             | 2036-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    250000000 | PA      | $250000000.01  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $48325.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 02/29 VAR                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       900000 | PA      | $910155.54     | 0.00%             | 2029-02-01      | Floating      | 5.12%                 | 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        |      5017083 | PA      | $5033496.44    | 0.03%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 3 A 144A         | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5146068 | PA      | $5147510.90    | 0.03%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A5                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4                | CUSIP: 46629CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       440621 | PA      | $340202.43     | 0.00%             | 2036-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0TJA7 PIMCO FPPSWAPTION 2.17 CALL USD                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     12200000 | NC      | $208734.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575         | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       822300 | PA      | $811430.65     | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-16844.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                      | SES S A COMMON STOCK                                      | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |       372608 | NS      | $5589120.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R11                                          | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R11 M3           | CUSIP: 03072SV36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       207697 | PA      | $205864.78     | 0.00%             | 2036-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4129 FN 09/40 FIXED 2.5                       | CUSIP: 31418DST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39645039 | PA      | $36026482.47   | 0.20%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL2                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL2 A1 144A     | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1995414 | PA      | $1938162.67    | 0.01%             | 2064-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                          | EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875         | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10064252.70   | 0.05%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $4668.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA0157 FN 08/53 FIXED 4.5                       | CUSIP: 3140A0E70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2928027 | PA      | $2831598.91    | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                   | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      3400000 | PA      | $76522.09      | 0.00%             | 2026-08-19      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN9624 FN 04/49 FIXED 3.5                       | CUSIP: 3140JSVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        15797 | PA      | $14736.55      | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $114253.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $33093.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      8400000 | PA      | $8452656.41    | 0.05%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $76409.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 5YR JUL SR SEC                   | CUSIP: 958BJWII0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1095333.50    | 0.01%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.05250 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $36514.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                     | ALAMO RE LTD UNSECURED 144A 06/26 VAR                     | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      3200000 | PA      | $3262400.00    | 0.02%             | 2026-06-08      | Floating      | 15.39%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A        | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        93681 | PA      | $84394.76      | 0.00%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NISSAN MOTOR CO LTD SNR JP SP JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |            1 | NC      | $-6199.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $31481.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1   | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      2500000 | PA      | $779476.42     | 0.00%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERV AND SEC 2004-CB3                                         | CREDIT BASED ASSET SERVICING A CBASS 2004 CB3 M1          | CUSIP: 17307GEP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        79848 | PA      | $91376.22      | 0.00%             | 2034-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8452 FR 08/54 FIXED 5                 | CUSIP: 3132DWL92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13900723 | PA      | $13729230.14   | 0.07%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-88951.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 7/22/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-8381102.54   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.55000 08/03/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $131954.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.23200 09/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $641283.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.40000 04/09/25-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $82266.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY46 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $89239.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A3 144A      | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3097776 | PA      | $3111652.96    | 0.02%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-C2                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 C2 C 144A          | CUSIP: 22545YAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15000000 | PA      | $9224850.00    | 0.05%             | 2049-01-15      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 0.25000 03/18/20-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $9952436.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                             | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR          | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      1500000 | PA      | $1502550.00    | 0.01%             | 2032-03-31      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-610456.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1A 144A        | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11848895 | PA      | $11492348.67   | 0.06%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-9292.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-14541.41     | -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      | $-1188691.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-140478.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260824                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $84009.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-13555.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WATR 2025-2                                                                      | WATR ISSUER TRUST WATR 2025 2 R 144A                      | CUSIP: 94260AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4080129 | PA      | $7214748.94    | 0.04%             | 2050-09-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.65000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-122111.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-1A                                                      | AFFIRM MASTER TRUST AFRMT 2025 1A A 144A                  | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19900000 | PA      | $20027726.16   | 0.11%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY1251 FN 05/53 FIXED 5.5                       | CUSIP: 3140NHL97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1450875 | PA      | $1462088.79    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                     | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1427950000 | PA      | $6829830.73    | 0.04%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                      | URSA RE LTD UNSECURED 144A 12/26 VAR                      | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      4600000 | PA      | $4722820.00    | 0.03%             | 2026-12-07      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI3285 FR 04/54 FIXED 5                 | CUSIP: 3133W9UJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       596879 | PA      | $592134.12     | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8272 FR 12/52 FIXED 3                 | CUSIP: 3132DWFM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15042889 | PA      | $13242330.36   | 0.07%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB1377 FN 04/54 FIXED 6.5                       | CUSIP: 3140AAQ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       101905 | PA      | $105606.60     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | 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      | $152310.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM2                                                             | GSAMP TRUST GSAMP 2006 FM2 A2D                            | CUSIP: 36245DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8161116 | PA      | $2801929.72    | 0.02%             | 2036-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR       | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1388937.70    | 0.01%             | 2027-09-13      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 09/29 3.5              | CUSIP: ACI30CGM7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25300000 | PA      | $28764302.49   | 0.16%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $74813.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 12/20/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $697985.11     | 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      | $-20150.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $1740.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $14115.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB7970 FN 02/54 FIXED 5                         | CUSIP: 3140QT2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4787606 | PA      | $4777273.29    | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2005-D                                                        | CENTEX HOME EQUITY CXHE 2005 D M6                         | CUSIP: 152314PS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1910428 | PA      | $1906549.30    | 0.01%             | 2035-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-54.61        | -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      | $-14744.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25     | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5060961.50    | 0.03%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 04/29 7.625              | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      7700000 | PA      | $7963910.49    | 0.04%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A2 144A                            | CUSIP: 990ABJRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     15100000 | PA      | $10418247.80   | 0.06%             | 2057-12-30      | Floating      | 5.71%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $225.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR           | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1700000 | PA      | $1678708.78    | 0.01%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG3296 FR 04/53 FIXED 5                 | CUSIP: 3133C3UV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       558847 | PA      | $552669.30     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 2A2         | CUSIP: 83613AAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       610928 | PA      | $525265.42     | 0.00%             | 2037-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG REG COMMON STOCK USD.1                       | CUSIP: ACI09N1W4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |        17485 | NS      | $681799.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65            | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       800000 | PA      | $801313.50     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM6                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM6 A1 144A      | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1304351 | PA      | $1302108.79    | 0.01%             | 2065-10-25      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4943 FN 03/53 FIXED 6.5                       | CUSIP: 31418EP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2142670 | PA      | $2221303.67    | 0.01%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | ALTRIA GROUP INC COMPANY GUAR 08/30 4.5                   | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $996013.68     | 0.01%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK7491 FN 07/48 FIXED 4.5                       | CUSIP: 3140HMKD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46651 | PA      | $46034.52      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG         | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $1120000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                                   | BONANZA RE LTD UNSECURED 144A 01/27 VAR                   | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |       900000 | PA      | $763650.00     | 0.00%             | 2027-01-08      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $357990.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $238920.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC                                       | CUSIP: 28621BDD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      5635000 | PA      | $5626808.40    | 0.03%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9             | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1637686.56    | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3150.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF15                                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A1           | CUSIP: 32028GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1431177 | PA      | $1335786.46    | 0.01%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $27146.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-346769.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ4830 FR 09/55 FIXED 5.5               | CUSIP: 3142GVLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        87731 | PA      | $89743.45      | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-3                                                    | GSAA HOME EQUITY TRUST GSAA 2007 3 A4A                    | CUSIP: 3622EAAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4836314 | PA      | $1615116.07    | 0.01%             | 2047-03-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SECURITIES 2003-2                                            | AMERIQUEST MORTGAGE SECURITIES AMSI 2003 2 M1             | CUSIP: 03072SES0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       108226 | PA      | $103571.56     | 0.00%             | 2033-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73500 08/07/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-20124.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-4055.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5421 FN 07/54 FIXED 6                         | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19751152 | PA      | $20144477.65   | 0.11%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $10199.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.41500 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $58193.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2           | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13119809 | PA      | $13135226.39   | 0.07%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $118781.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.7547* 03/13/26-10Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $203107.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.55000 07/21/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-986094.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH7841 FR 01/54 FIXED 6.5               | CUSIP: 3133CLWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4225654 | PA      | $4373931.89    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                     | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1222000000 | PA      | $6804100.31    | 0.04%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-1A                                               | LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A2 144A          | CUSIP: 505712AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       880812 | PA      | $880979.77     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR             | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      2660000 | PA      | $2706550.00    | 0.01%             | 2031-05-13      | Floating      | 16.28%                | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                     | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2043300000 | PA      | $9989838.61    | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       200000 | PA      | $198029.47     | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.45000 10/11/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-721647.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-392.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-1561.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                                  | MITCHELLS + BUTLERS FINA SECURED REGS 12/30 6.013         | CUSIP: 337792II8<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |       160308 | PA      | $212344.14     | 0.00%             | 2030-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA0032 FN 12/54 FIXED VAR                       | CUSIP: 3140W0BA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12504493 | PA      | $12471154.82   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/34 5.4              | CUSIP: 715638CZ3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       674000 | PA      | $184018.91     | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SD28 PIMCO FXVAN CALL USD TRY 49.51000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -34500000 | NC      | $-89734.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 10/26 0.125                               | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39631329 | PA      | $39974438.42   | 0.22%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.10 8/01/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $3987216.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-127796.64    | -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      | $-76016.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.05000 09/08/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-278150.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) JUN26 XCBT 20260630                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         2048 | NC      | $595204.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2A                                         | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2023 2A A2 144A      | CUSIP: 68269HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4400000 | PA      | $4429792.40    | 0.02%             | 2036-09-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75              | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     16500000 | PA      | $18703448.13   | 0.10%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP                                          | CUSIP: 09212FDD0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499279.80     | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $11011.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-349807.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDH6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      3350000 | PA      | $3343538.52    | 0.02%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7                                      | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A3           | CUSIP: 320277AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1645554 | PA      | $1633230.74    | 0.01%             | 2036-05-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4978 FN 04/53 FIXED 5                         | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1700977 | PA      | $1686581.95    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-24780.11     | -0.00%            |  |  |  | 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        |      1800000 | PA      | $1815718.72    | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR              | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1350000 | PA      | $1350000.00    | 0.01%             | 2033-03-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45            | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30454000 | PA      | $30763317.93   | 0.17%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.70000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-35593.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3 2025-NQM3               | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM3 A1 144A     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2089034 | PA      | $2096285.26    | 0.01%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-22                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 22 2A4            | CUSIP: 12666BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3023762 | PA      | $2922835.34    | 0.02%             | 2047-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45      | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       900000 | PA      | $823207.19     | 0.00%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 11.22 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-95292.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 10/30 6.875              | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      2167685 | PA      | $2075435.91    | 0.01%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES              | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A      | CUSIP: 345214BJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      3577396 | PA      | $2596592.77    | 0.01%             | 2028-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $89237.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCAN-2A                                                                         | ARCANO EURO CLO ARCAN 2A A 144A                           | CUSIP: ACI2YDJX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     15100000 | PA      | $17455122.06   | 0.10%             | 2039-07-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-S2                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A15               | CUSIP: 466247VH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4760727 | PA      | $3205081.07    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC SR UNSECURED 144A 03/29 4.654         | CUSIP: 63906YAV0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     17600000 | PA      | $17650960.27   | 0.10%             | 2029-03-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-A TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A D 144A         | CUSIP: 83407UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2177000 | PA      | $2223447.60    | 0.01%             | 2034-03-27      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2025-RPL1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2025 RPL1 A1A 144A   | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7423638 | PA      | $6674727.77    | 0.04%             | 2065-04-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $239868.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0682 G2 10/55 FIXED 3.5                    | CUSIP: 3618N5XL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18427294 | PA      | $16914645.85   | 0.09%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-675036.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD7374 FN 04/55 FIXED 7                         | CUSIP: 3140B8FQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       777465 | PA      | $822809.39     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2023-S1                           | FINANCE OF AMERICA STRUCTURED FASST 2023 S1 A1 144A       | CUSIP: 31739RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10929788 | PA      | $11026906.69   | 0.06%             | 2061-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG         | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       600000 | PA      | $210000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-B TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B A              | CUSIP: 83407KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53964955 | PA      | $54084093.07   | 0.29%             | 2034-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-527544.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                                     | SBNA AUTO LEASE TRUST SBALT 2025 A A3 144A                | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7800000 | PA      | $7825181.52    | 0.04%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.52738 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $176756.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECS CORP 2005-KS12                                            | RESIDENTIAL ASSET SECURITIES C RASC 2005 KS12 M4          | CUSIP: 753910AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2608000 | PA      | $2515755.30    | 0.01%             | 2036-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BM2007 FN 09/48 FIXED VAR                       | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       166214 | PA      | $159278.61     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-159772.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2984 FR 10/55 FIXED 5.5               | CUSIP: 31427QJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       111382 | PA      | $113694.63     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH9251 FR 02/54 FIXED 6                 | CUSIP: 3133CNH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        38380 | PA      | $39218.99      | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/27 VAR                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     18600000 | PA      | $18751391.35   | 0.10%             | 2027-09-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q010                | BANC OF CALIFORNIA MULTIFAMILY FHMS Q010 APT3             | CUSIP: 3137FMUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400354 | PA      | $397765.48     | 0.00%             | 2046-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | JABIL INC                                                 | CUSIP: 46652MD28<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $11297171.61   | 0.06%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH0352 FR 09/53 FIXED 5.5               | CUSIP: 3133CCL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       167755 | PA      | $169271.37     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.85000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $33439.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5011 FN 05/53 FIXED 6                         | CUSIP: 31418ER93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47908995 | PA      | $49063526.80   | 0.27%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED TR 2005-WF1                                                   | MASTR ASSET BACKED SECURITIES MABS 2005 WF1 M7            | CUSIP: 57643LKC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       470367 | PA      | $469214.18     | 0.00%             | 2035-06-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM9 A1 144A            | CUSIP: 67119DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4106336 | PA      | $4139254.87    | 0.02%             | 2064-01-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.50000 09/18/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-554869.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831             | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10700000 | PA      | $10754403.08   | 0.06%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $387251.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2022-1                                                 | TOWD POINT MORTGAGE TRUST TPMT 2022 1 A1 144A             | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6213457 | PA      | $5898926.39    | 0.03%             | 2062-07-25      | Variable      | 3.75%                 | 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        |      3096189 | PA      | $3105267.00    | 0.02%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.90000 04/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $92815.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA8026 FN 12/50 FIXED 2.5                       | CUSIP: 3140QF4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22692288 | PA      | $19192258.13   | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       902000 | PA      | $912551.60     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.67500 07/24/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-433770.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-1919.59      | -0.00%            |  |  |  | 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        |       400000 | PA      | $398260.67     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.23100 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1129593.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR1                                     | BEAR STEARNS MORTGAGE FUNDING BSMF 2007 AR1 1A1           | CUSIP: 07401MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7123551 | PA      | $6345402.09    | 0.03%             | 2037-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                   | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    617200000 | PA      | $34531587.57   | 0.19%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  MAR26 XCME 20260616                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -214 | NC      | $799577.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG0570 FR 04/53 FIXED 5                 | CUSIP: 3133C0T36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       404363 | PA      | $400596.16     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $37974.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC DISC COML 04/26 ZCP                            | CUSIP: 03111CDL4<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $10277104.13   | 0.06%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 06/28 4.7                  | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1404349.20    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-2A                                                               | RCKT TRUST RCKTL 2025 2A A 144A                           | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1736120 | PA      | $1736554.85    | 0.01%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER                                   | CUSIP: 40412DEJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      9500000 | PA      | $9444216.00    | 0.05%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM6968 FR 06/48 FIXED 4                 | CUSIP: 3131Y1W55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1722692 | PA      | $1650806.49    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B C 144A       | CUSIP: 63874EAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14580000 | PA      | $11652171.25   | 0.06%             | 2037-04-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC COMPANY GUAR 03/30 5.2                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     10400000 | PA      | $10481358.47   | 0.06%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/0.711* 04/27/22-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $1424476.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.43000 02/27/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-333225.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAP HLDGS INC                              | CUSIP: 65339NDM3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1296946.17    | 0.01%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-191.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $226573.15     | 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      | $-1205151.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC                   | CUSIP: 958BJNII0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9500000 | PA      | $9452360.64    | 0.05%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A1 144A                            | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    109100000 | PA      | $75273565.25   | 0.41%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-38557.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                           | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM D 144A        | CUSIP: 04965JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7242028 | PA      | $6942389.09    | 0.04%             | 2036-12-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.24800 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1091675.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-WMC1                                            | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1          | CUSIP: 59020UQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3155551 | PA      | $3118491.81    | 0.02%             | 2035-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A        | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11848895 | PA      | $11967669.46   | 0.07%             | 2055-02-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.59204 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $100965.32     | 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      | $20.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-MH1                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 MH1 B1 144A           | CUSIP: 89177WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3504675 | PA      | $3484772.47    | 0.02%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $83369.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-17889.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $9841.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B 144A      | CUSIP: 36263PAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3302774 | PA      | $3001079.54    | 0.02%             | 2061-01-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                            | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN              | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |     28800000 | PA      | $28986980.83   | 0.16%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8464 FR 09/54 FIXED 6.5               | CUSIP: 3132DWMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14372808 | PA      | $14869246.79   | 0.08%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.84000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $38057.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.37500 10/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-877639.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.22000 10/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $433580.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20270121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $121041.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.41000 09/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $497589.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381122005 | PA      | $320499786.08  | 1.75%             | 2056-04-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9              | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9200000 | PA      | $2628922.67    | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM39 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-8294.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 251967 FN 09/28 FIXED 6.5                       | CUSIP: 31371GZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           74 | PA      | $76.20         | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA SR UNSECURED 09/28 VAR                | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4100000 | PA      | $4116477.08    | 0.02%             | 2028-09-08      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2004-13                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 13 MF4            | CUSIP: 126673RB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4460012 | PA      | $4116609.73    | 0.02%             | 2035-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-QH2                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A       | CUSIP: 12668JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        31032 | PA      | $27977.88      | 0.00%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA1839 FN 03/45 FIXED VAR                       | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1775586 | PA      | $1868379.63    | 0.01%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.50000 09/20/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-691552.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR5                                              | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 2A1         | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       291415 | PA      | $287929.54     | 0.00%             | 2036-04-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-RPL3                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2025 RPL3 A1 144A     | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12209274 | PA      | $11868465.55   | 0.06%             | 2065-07-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                 | EQUITABLE AMERICA GLOBAL SECURED 144A 06/28 4.65          | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $6091463.05    | 0.03%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR15                                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2          | CUSIP: 45660LVM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40828 | PA      | $33172.98      | 0.00%             | 2035-09-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3087 FN 08/47 FIXED 3.5                       | CUSIP: 31418CND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        69597 | PA      | $64663.80      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2017-75B                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2017 75B D 144A       | CUSIP: 63874EAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7419000 | PA      | $5168221.55    | 0.03%             | 2037-04-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2018-SP2                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2018 SP2 PT 144A        | CUSIP: 12654QBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3888094 | PA      | $3876440.47    | 0.02%             | 2050-06-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345             | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     31470000 | PA      | $30636998.54   | 0.17%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4607.48       | 0.00%             |  |  |  | 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        |        64875 | PA      | $65089.50      | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2006-HE5                                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE5 A2B          | CUSIP: 59022QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1020682 | PA      | $498782.79     | 0.00%             | 2037-08-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-DSC1                                             | JP MORGAN MORTGAGE TRUST JPMMT 2022 DSC1 A1 144A          | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12669881 | PA      | $12478201.08   | 0.07%             | 2063-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           -4 | NC      | $6052.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NSCALE SERVICES UK LIMITED                                                       | NSCALE DELAYED DRAW TERM LOAN                             | CUSIP: BA000WQD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000000 | PA      | $20000000.00   | 0.11%             | 2032-08-11      | Floating      | 0.36%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $37985.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-9454.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF6 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF6 A1 144A     | CUSIP: 69393BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7227335 | PA      | $7167453.21    | 0.04%             | 2055-12-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF5 A1 144A     | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1619769 | PA      | $1603292.72    | 0.01%             | 2055-10-25      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA D 144A        | CUSIP: 21050UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       446081 | PA      | $448314.82     | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-24                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 24 A1                    | CUSIP: 126694JR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        26441 | PA      | $12893.20      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.03000 10/04/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $518872.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     13700000 | PA      | $13767661.83   | 0.07%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.90000 08/30/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $274558.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD3386 FR 07/53 FIXED 5.5               | CUSIP: 3132DQXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1644926 | PA      | $1660239.03    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WATR 2025-1                                                                      | WATR ISSUER TRUST WATR 2025 1 C 144A                      | CUSIP: 942611AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3300000 | PA      | $3315903.95    | 0.02%             | 2050-06-17      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF3 A1 144A     | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2202381 | PA      | $2199649.30    | 0.01%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160900000 | PA      | $147186335.32  | 0.80%             | 2056-06-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR              | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1350000 | PA      | $1350000.00    | 0.01%             | 2033-03-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                              | WORLD OMNI SELECT AUTO TRUST WOSAT 2025 A A2A             | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6760547 | PA      | $6763602.92    | 0.04%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF8301 FR 03/53 FIXED 5.5               | CUSIP: 3133BWGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8376108 | PA      | $8452909.25    | 0.05%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $557396.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094            | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      3240000 | PA      | $3276962.47    | 0.02%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA8607 FN 01/51 FIXED 2.5                       | CUSIP: 3140QGR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12359851 | PA      | $10458720.41   | 0.06%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  12974300000 | PA      | $9013484.91    | 0.05%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2026-CES2                                              | TOWD POINT MORTGAGE TRUST TPMT 2026 CES2 A1A 144A         | CUSIP: 89190MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5429160 | PA      | $5362653.73    | 0.03%             | 2066-02-25      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8526 FR 04/55 FIXED 6.5               | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3162673 | PA      | $3271912.20    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $8946.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $321872.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-10940.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                           | CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3557466.57    | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA1377 FN 03/48 FIXED 3.5                       | CUSIP: 3140Q8Q73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4873713 | PA      | $4539781.17    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST 2025-A                                                    | CROSSROADS ASSET TRUST XROAD 2025 A A2 144A               | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1631773 | PA      | $1640694.71    | 0.01%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 A3              | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12200000 | PA      | $12193719.44   | 0.07%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-121860.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                                    | MRCD MORTGAGE TRUST MRCD 2019 PARK E 144A                 | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7480000 | PA      | $5161200.00    | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.72680 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-74831.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $15351.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                     | RUSSIAN FEDERATION SR UNSECURED REGS 06/47 5.25           | CUSIP: X5424XBQ0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     11200000 | PA      | $0.11          | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2005-NC1                                              | HSI ASSET SECURITIZATION CORPO HASC 2005 NC1 M4           | CUSIP: 40430HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3234983 | PA      | $3062991.94    | 0.02%             | 2035-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/29 4.625                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     51471000 | PA      | $48894227.92   | 0.27%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL-2006-HE6                                              | MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2D              | CUSIP: 61750FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6441007 | PA      | $2209342.67    | 0.01%             | 2036-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-5                                                 | NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2B                 | CUSIP: 66988YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17515621 | PA      | $5297336.89    | 0.03%             | 2036-11-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                     | SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A                | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22507409 | PA      | $22533580.42   | 0.12%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.44 03/17/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-15192.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $77963.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SD94<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      5100000 | PA      | $5094859.20    | 0.03%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                             | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR             | CUSIP: 92853KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       250000 | PA      | $250012.50     | 0.00%             | 2031-01-08      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-57361.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.01000 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $33025.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR5                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 2A1          | CUSIP: 45669EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7418469 | PA      | $6030013.11    | 0.03%             | 2037-05-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75       | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $201184.49     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1         | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1509 | PA      | $1483.98       | 0.00%             | 2035-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDL5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3192469.12    | 0.02%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                                                 | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1                 | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       564460 | PA      | $507959.42     | 0.00%             | 2036-09-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4406 FN 06/53 FIXED 5.5                       | CUSIP: 3140NL3Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109543 | PA      | $110529.34     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                                | VERUS SECURITIZATION TRUST VERUS 2024 5 A1 144A           | CUSIP: 92540HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5426481 | PA      | $5477144.59    | 0.03%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.72136 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-70449.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4919 FN 02/53 FIXED 5.5                       | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2145175 | PA      | $2164815.45    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-142896.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $2063.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $95298.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2           | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       642950 | PA      | $627002.98     | 0.00%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-697266.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4864 FN 01/43 FIXED 4                         | CUSIP: 31418EMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19634 | PA      | $19190.13      | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1589344947 | PA      | $1642879583.95 | 8.95%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                       | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL            | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       684082 | PA      | $572063.92     | 0.00%             | 2027-12-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $8525.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-298215.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $10092.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RALI TRUST 2006-QO7                                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO7 2A1          | CUSIP: 751150AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4585962 | PA      | $4349013.16    | 0.02%             | 2046-09-25      | Floating      | 4.71%                 | 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        |     23700000 | PA      | $23836350.84   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA8044 G2 05/52 FIXED 3.5                    | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6614914 | PA      | $6121611.50    | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG46 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1110197.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO10                                             | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO10 A1          | CUSIP: 751153AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8949137 | PA      | $8198023.14    | 0.04%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE TRUST                                                             | AAMES MORTGAGE TRUST AMT 2001 4 M1                        | CUSIP: 00253CHK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151093 | PA      | $161006.33     | 0.00%             | 2032-01-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C C              | CUSIP: 83407XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2942000 | PA      | $2935541.43    | 0.02%             | 2034-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-2                                             | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 2 5A1            | CUSIP: 007036GV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3454546 | PA      | $3381693.08    | 0.02%             | 2035-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-112230.55    | -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      | $-10576.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.77000 04/29/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $2097.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 (US) LLC                                                   | AVOLON TLB BORROWER 1 US LLC 2023 TERM LOAN B6            | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      2487700 | PA      | $2495474.14    | 0.01%             | 2030-06-24      | Floating      | 5.42%                 | No            |                  2 | 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        |      3300000 | PA      | $3267903.87    | 0.02%             | 2032-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.16509 04/01/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-620120.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDU5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      8200000 | PA      | $8172606.26    | 0.04%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7620.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/29 6.298                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3570000 | PA      | $3748919.33    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1773302.60    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO III DAC 3A                                                      | INVESCO EURO CLO INVSC 3A AR                              | CUSIP: ACI2Q9953<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     11800000 | PA      | $13632213.08   | 0.07%             | 2038-10-30      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG0650 FR 04/53 FIXED 5                 | CUSIP: 3133C0WK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       754956 | PA      | $747133.80     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA                                  | CUSIP: 28504HD19<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      6900000 | PA      | $6899247.90    | 0.04%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75              | CUSIP: ACI1S61G3<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      2079000 | PA      | $2779179.08    | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/28 0.75                                | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12249803 | PA      | $12217393.53   | 0.07%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2006-2                                            | ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4             | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       283740 | PA      | $283152.13     | 0.00%             | 2036-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $3585.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | AIR LEASE CORP DISC COML                                  | CUSIP: 00913XDG5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      6385000 | PA      | $6373109.85    | 0.03%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 06/54 2.2                     | CUSIP: ACI2PXFN5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    210000000 | PA      | $985261.96     | 0.01%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI0981 FR 02/54 FIXED 6.5               | CUSIP: 3133W7CS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       798642 | PA      | $828948.94     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF5                                                 | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A4           | CUSIP: 32027EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7800000 | PA      | $7277818.08    | 0.04%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ5748 FN 05/48 FIXED 4                         | CUSIP: 3140H7L62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24973 | PA      | $23931.18      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA B 144A           | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6300000 | PA      | $6801554.34    | 0.04%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-77987.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MMIFS RE LTD                                                                     | MMIFS RE LTD SECURED 144A 01/33 VAR                       | CUSIP: ACI2T3G55<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |       700000 | PA      | $503274.39     | 0.00%             | 2033-01-10      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2750744.12    | 0.01%             | 2029-07-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 B A1A 144A        | CUSIP: 83208BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16488625 | PA      | $16512971.98   | 0.09%             | 2053-03-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4276 FN 01/51 FIXED 4                         | CUSIP: 31418DXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         8554 | PA      | $8116.86       | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-418.18       | -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      | $199063.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 11/28 4.5                | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5646104.73    | 0.03%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | TEXTRON INC SR UNSECURED 03/27 3.65                       | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2681262.65    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA7790 FR 08/52 FIXED 5                 | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        71355 | PA      | $70967.31      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2026-1A                                                     | LAD AUTO RECEIVABLES TRUST LADAR 2026 1A A2 144A          | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9600000 | PA      | $9568485.12    | 0.05%             | 2029-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.14259 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $10850.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-2195.09      | -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        |      1800000 | PA      | $1798579.08    | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $110561.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA8345 G2 10/52 FIXED 3.5                    | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1247048 | PA      | $1153652.11    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS5115 FN 06/53 FIXED VAR                       | CUSIP: 3140XLVH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       983286 | PA      | $991112.14     | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $38508.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM INC. 2023 TERM LOAN J                           | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     60587445 | PA      | $60663784.77   | 0.33%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.60089 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $30341.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-35217.60     | -0.00%            |  |  |  | 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        |      3714469 | PA      | $3722017.87    | 0.02%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS0127 FN 10/30 FIXED VAR                       | CUSIP: 3140XFD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       441480 | PA      | $437956.49     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I 2025-3A                               | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 3A A1 144A        | CUSIP: 76090QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2047588 | PA      | $2048395.92    | 0.01%             | 2026-07-27      | Fixed         | 4.81%                 | 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        |      2069689 | PA      | $2071405.85    | 0.01%             | 2054-11-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | BONOS TESORERIA PESOS BONDS 03/35 5                       | CUSIP: BZ8VHWII9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    505000000 | PA      | $526530.08     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      9847245 | PA      | $6607501.40    | 0.04%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 03/19/25-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $14607976.27   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-2A                                        | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A       | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3209487 | PA      | $3236848.04    | 0.02%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK5346 FN 07/48 FIXED 4                         | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        93173 | PA      | $89265.75      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-DUNE                                           | GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE D 144A        | CUSIP: 36258BAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2947380 | PA      | $2881722.07    | 0.02%             | 2036-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8300 FR 02/53 FIXED 5.5               | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       170998 | PA      | $172546.00     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TURKEY EM SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-29137.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.25000 03/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-528614.38    | -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      | $4394.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                  | PFP III PFP 2026 13 A 144A                                | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001154.76    | 0.01%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY6514 FN 02/54 FIXED 5                         | CUSIP: 3140NPGY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       305019 | PA      | $302328.02     | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-3                                                           | MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2             | CUSIP: 57645DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       394588 | PA      | $144820.31     | 0.00%             | 2036-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.80000 08/22/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $48973.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $143291.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $18755.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3276 FN 02/48 FIXED 3.5                       | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       138424 | PA      | $128939.88     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY36 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $112009.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM37 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $5467.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-84474.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM41 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-22356.11     | -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      | $-187946.22    | -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      | $220386.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-SB1                                             | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 SB1 A1A         | CUSIP: 41162BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4086738 | PA      | $3829367.98    | 0.02%             | 2036-12-19      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.53200 08/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $539157.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                            | PROJECT HUDSON II FIXED TERM LOAN                         | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $5017653.30    | 0.03%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN6594 FN 05/49 FIXED 4                         | CUSIP: 3140JPKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26280 | PA      | $25167.47      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $4003.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2007-AR5                            | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR5 A1          | CUSIP: 94986DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9047381 | PA      | $7876018.69    | 0.04%             | 2037-10-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.20250 01/10/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $248842.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2025 3A A2 144A           | CUSIP: 37989YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10609056 | PA      | $10620881.73   | 0.06%             | 2028-07-17      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $34603.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.65500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-59575.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2014-RR3                                                          | BCAP LLC TRUST BCAP 2014 RR3 1A2 144A                     | CUSIP: 05544EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1277333 | PA      | $1045343.70    | 0.01%             | 2036-11-26      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| GREENE KING FINANCE PLC                                                          | GREENE KING FINANCE PLC SR SECURED 03/34 5.106            | CUSIP: B142WRII6<br>LEI: 213800QIJMYMW6TSBG41 | Long             | DBT              | CORP              | GB        |      3424106 | PA      | $4417786.61    | 0.02%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $4980238.95    | 0.03%             | 2027-03-08      | Fixed         | 4.10%                 | 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      | $-476391.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE                                              | CUSIP: 22823QDG3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25300000 | PA      | $25252729.48   | 0.14%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                              | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 A2              | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20317821 | PA      | $20323953.06   | 0.11%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.07800 04/29/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $312694.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $31164.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-6                                                    | GSAA HOME EQUITY TRUST GSAA 2006 6 AF5                    | CUSIP: 362334MG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3520851 | PA      | $932287.92     | 0.01%             | 2036-03-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                                               | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 1A                | CUSIP: 59020UL37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        25260 | PA      | $24698.53      | 0.00%             | 2035-11-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2026-1 LLC 2026-1                                     | ENTERPRISE FLEET FINANCING LLC EFF 2026 1 A2 144A         | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34800000 | PA      | $34726328.40   | 0.19%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $67401.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $9975.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                              | FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A4              | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5900000 | PA      | $5922643.61    | 0.03%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $387311.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-RPL2                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 RPL2 A1 144A     | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3307684 | PA      | $3127303.42    | 0.02%             | 2064-06-25      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99000000 | PA      | $95454349.65   | 0.52%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.54542 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $42120.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-47748.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/49 3                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        10000 | PA      | $7306.64       | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.27000 08/21/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $419558.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-34                                                               | FANNIE MAE FNR 2003 34 A1                                 | CUSIP: 31393CEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2898 | PA      | $2927.79       | 0.00%             | 2043-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                            | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                    | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |      9100000 | PA      | $9459892.00    | 0.05%             | 2030-03-29      | Floating      | 7.53%                 | No            |                  2 | 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        |     13371171 | PA      | $13375495.14   | 0.07%             | 2037-06-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.50 7/05/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1327542.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                      | PALM RE LTD UNSECURED 144A 06/32 VAR                      | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $1030900.00    | 0.01%             | 2032-06-07      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3.5 JUMBOS                              | CUSIP: 21H032639<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16800000 | PA      | $15416995.10   | 0.08%             | 2056-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3175MR9F2 PIMCO CAP USD 0.0255 USD SOFR COMPOU            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -110700000 | NC      | $-621159.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.59000 07/23/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1508444.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2283737.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 01/31 0.125                               | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2123810 | PA      | $1997371.03    | 0.01%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS BILLS 05/26 0.00000                 | CUSIP: ACI2XB1Q2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    165460000 | PA      | $9705670.29    | 0.05%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                  | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1479900000 | PA      | $26509560.24   | 0.14%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                              | UPSTART SECURITIZATION TRUST UPST 2025 3 A2 144A          | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5289746 | PA      | $5291314.29    | 0.03%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.38000 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $56316.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       900000 | PA      | $911747.44     | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $229255.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507      | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        45246 | PA      | $47788.26      | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-99822.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $35599.69      | 0.00%             |  |  |  | No            |                  2 | 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        |      4052135 | PA      | $4050095.94    | 0.02%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX6215 FN 02/53 FIXED 5                         | CUSIP: 3140NA3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1233254 | PA      | $1221995.52    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.30000 12/02/24-29Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1059387.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 C R              | CUSIP: 83407XAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5091146 | PA      | $6726598.56    | 0.04%             | 2034-10-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.00100 01/06/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $33095.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/30 VAR                       | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     13600000 | PA      | $13394962.18   | 0.07%             | 2030-05-24      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF AMERICA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -14802750 | PA      | $-14802750.00  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/21/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $234358.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-524238.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260414                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-59958.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       141370 | PA      | $65595.68      | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/28 4.75     | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3399412.28    | 0.02%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85          | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2015213.60    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH4857 FR 11/53 FIXED 6.5               | CUSIP: 3133CHME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1702851 | PA      | $1764804.11    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM5                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 NQM5 A1 144A     | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13352313 | PA      | $13428614.56   | 0.07%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 09/16/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-16644767.32  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      6404000 | PA      | $6277941.87    | 0.03%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2006-3                                              | SAXON ASSET SECURITIES TRUST SAST 2006 3 A4               | CUSIP: 80556AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9050000 | PA      | $8137878.56    | 0.04%             | 2046-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-1                                              | SAXON ASSET SECURITIES TRUST SAST 2007 1 A2D              | CUSIP: 80556BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4405409 | PA      | $4253057.17    | 0.02%             | 2047-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LN SEC TR 2005-2                                            | PEOPLE S CHOICE HOME LOAN SECU PCHLT 2005 2 M4            | CUSIP: 71085PCD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       335029 | PA      | $322486.80     | 0.00%             | 2035-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | INF SWAP GB NI 4.055 09/15/21-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-1135815.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $346204.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                                    | VW CR INC                                                 | CUSIP: 91842KE69<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     10900000 | PA      | $10854830.40   | 0.06%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35            | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2256513.23    | 0.01%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.00000 01/03/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $33047.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2006-1                                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 2A4           | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6304959 | PA      | $5667650.42    | 0.03%             | 2036-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN0663 FN 09/48 FIXED 4                         | CUSIP: 3140JGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        37064 | PA      | $35517.25      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1A                                     | PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A3 144A      | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8373294 | PA      | $8389419.61    | 0.05%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.06000 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-292844.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-29051.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2003-A                                                        | CENTEX HOME EQUITY CXHE 2003 A M1                         | CUSIP: 152314GR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       261042 | PA      | $250989.91     | 0.00%             | 2033-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA9902 G2 09/54 FIXED 3.5                    | CUSIP: 36180AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10287758 | PA      | $9527337.51    | 0.05%             | 2054-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST 2006-5                                            | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 5 2A3           | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7752753 | PA      | $3641492.69    | 0.02%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ4                                                     | PARK PLACE SECURITIES INC PPSI 2005 WHQ4 M2               | CUSIP: 70069FMT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2525290 | PA      | $2496650.63    | 0.01%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1737421.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-42530.87     | -0.00%            |  |  |  | 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        |      1394730 | PA      | $1308607.75    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-12976.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2023-4A                                                   | MARLETTE FUNDING TRUST MFT 2023 4A A 144A                 | CUSIP: 57108UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1129234 | PA      | $1135787.83    | 0.01%             | 2033-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST                               | DELTA AIR LINES 2020 AA PASS THRU CE 12/29 2              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       402680 | PA      | $389482.09     | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMCC-2019-BKWD                                                                  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD D 144A     | CUSIP: 46591JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8698000 | PA      | $6921433.50    | 0.04%             | 2029-09-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR12                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A6         | CUSIP: 92922F3L0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2313303 | PA      | $2132247.00    | 0.01%             | 2035-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| WATR 2025-1                                                                      | WATR ISSUER TRUST WATR 2025 1 D 144A                      | CUSIP: 942611AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5800000 | PA      | $5832291.73    | 0.03%             | 2050-06-17      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-7536.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BD17<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3799580.10    | 0.02%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA B 144A        | CUSIP: 21050UAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       708674 | PA      | $715791.37     | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3             | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      3910000 | PA      | $3864441.11    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG0860 FR 04/53 FIXED 5                 | CUSIP: 3133C05V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57954 | PA      | $57467.36      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.19643 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-59965.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-475028.04    | -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      | $-17169.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.13000 05/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $351120.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX9420 FN 03/53 FIXED 5                         | CUSIP: 3140NEPE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1638714 | PA      | $1626942.79    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.60243 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $28244.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG2747 FR 03/53 FIXED 5                 | CUSIP: 3133C3BQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1225717 | PA      | $1212816.31    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-19328.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 5.3       | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2186910.00    | 0.01%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM3904 FN 03/49 FIXED VAR                       | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        30110 | PA      | $28853.37      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B1 144A     | CUSIP: 36263PAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4076000 | PA      | $3851555.06    | 0.02%             | 2061-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC                                                | CUSIP: 52533BDP4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      3895000 | PA      | $3884656.44    | 0.02%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $10475.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RB5175 FR 08/42 FIXED 4                 | CUSIP: 3133KYXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1713808 | PA      | $1675500.09    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.70000 06/06/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2479701.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD 2014-19A                                                     | VENTURE CDO LTD VENTR 2014 19A ARR 144A                   | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       423507 | PA      | $423993.78     | 0.00%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                            | BBCCRE TRUST BBCCR 2015 GTP D 144A                        | CUSIP: 05490TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8800000 | PA      | $7407352.48    | 0.04%             | 2033-08-10      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-47270.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK5254 FN 05/48 FIXED 4                         | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46415 | PA      | $44478.07      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                                    | BWAY MORTGAGE TRUST BWAY 2021 1450 C 144A                 | CUSIP: 12430YAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7124000 | PA      | $6709965.23    | 0.04%             | 2036-09-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-D                                                   | FREMONT HOME LOAN TRUST FHLT 2006 D 1A1                   | CUSIP: 35729VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3303409 | PA      | $1965812.08    | 0.01%             | 2036-11-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| KIZUNA RE III PTE LTD                                                            | KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR            | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |       600000 | PA      | $610470.00     | 0.00%             | 2029-04-09      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 09/21/26 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $21150.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-21.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-4                                                   | HOMEBANC MORTGAGE TRUST HMBT 2005 4 M3                    | CUSIP: 43739EBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7183900 | PA      | $7040334.07    | 0.04%             | 2035-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4779 FN 10/42 FIXED 4                         | CUSIP: 31418EJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        76025 | PA      | $74264.46      | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                                    | JONES LANG LASALLE FIN BV                                 | CUSIP: 48002BDP4<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |      1100000 | PA      | $1097186.09    | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA R 144A        | CUSIP: 21050UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       801312 | PA      | $431085.95     | 0.00%             | 2054-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) JUN26 XCBT 20260630                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        14307 | NC      | $-21227433.62  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20270115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $337863.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB6880 FN 08/53 FIXED 6.5                       | CUSIP: 3140QSUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       509963 | PA      | $527577.47     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.3537 05/12/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-821338.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-12754.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73910 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-83714.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.46500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1513289.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     25103000 | PA      | $24588646.56   | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 11.26 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-47301.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.20000 10/18/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $349415.18     | 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      | $-1063863.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDP6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2493198.50    | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.43500 11/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $334015.49     | 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      | $-1111060.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AIRBUS FINANCE BV SNR SE ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |            1 | NC      | $117544.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.00000 12/21/22-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1068492.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2006-AB1                                          | SPECIALTY UNDERWRITING + RESID SURF 2006 AB1 M1           | CUSIP: 84751PKX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5795318 | PA      | $5820104.29    | 0.03%             | 2036-12-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $340.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-35.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2007-HE4                                                     | ACE SECURITIES CORP. ACE 2007 HE4 A1                      | CUSIP: 00442LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12970549 | PA      | $1923221.16    | 0.01%             | 2037-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1                                                                      | WATR 2026 1 R 144A                                        | CUSIP: 990ADAAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7955000 | PA      | $7965335.61    | 0.04%             | 2051-04-19      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-5292.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.59507 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $38263.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GENERAL ELECTRIC COMPANY SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $23564.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.87400 03/05/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-74645.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5               | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2403592 | PA      | $2424864.64    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A                              | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A         | CUSIP: 76089EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       749120 | PA      | $753175.08     | 0.00%             | 2030-09-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-74061.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08316 06/30/26-27Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $54273.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A B 144A         | CUSIP: 21050QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1472128 | PA      | $1485056.25    | 0.01%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP DUB                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $914.19        | 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      | $21417.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                              | LUXCO3 SHARES COMMON STOCK                                | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |        21193 | NS      | $391934.94     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                                               | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A          | CUSIP: 92541AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6526629 | PA      | $6547420.63    | 0.04%             | 2065-05-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF6943 FR 02/53 FIXED 5                 | CUSIP: 3133BUWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34900 | PA      | $34511.62      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                  | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |      4900000 | PA      | $5066600.00    | 0.03%             | 2027-01-07      | Floating      | 16.79%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A          | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        24013 | PA      | $23320.56      | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-22034.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                               | AMEREN CORP AMEREN CORP                                   | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |       300000 | PA      | $302210.35     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.84200 12/26/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-44358.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRD7                            | CUSIP: 955NUHII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3103758.47    | 0.02%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $67866.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.67900 03/10/26-10Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $166010.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                          | COUNTRY GARDEN HLDGS SR UNSECURED 12/31 0.00000           | CUSIP: ACI37QDK6<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      1780336 | PA      | $199219.60     | 0.00%             | 2031-12-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-59479.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | INF SWAP GB NI 4.066 09/15/21-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-2182881.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-7                                            | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 7 A3             | CUSIP: 059469AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2198767 | PA      | $549046.40     | 0.00%             | 2036-10-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $317006.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2018-A                                             | COLLEGE AVE STUDENT LOANS CASL 2018 A A1 144A             | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       623389 | PA      | $624418.70     | 0.00%             | 2047-12-26      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK8834 FN 08/48 FIXED 4                         | CUSIP: 3140HNY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        63150 | PA      | $60514.70      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 26-1A                                      | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2026 1A A1 144A      | CUSIP: 96043BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62439204 | PA      | $62433003.83   | 0.34%             | 2027-01-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $107346.34     | 0.00%             |  |  |  | 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        |     68016822 | PA      | $66171527.19   | 0.36%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3395658.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WATR 2026-1                                                                      | WATR 2026 1 C 144A                                        | CUSIP: 990ADAAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4545000 | PA      | $4550905.14    | 0.02%             | 2051-04-19      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| AMERICAN HOME MTGE INV TRUST 2006-2                                              | AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A4             | CUSIP: 02660YAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3815792 | PA      | $448780.69     | 0.00%             | 2036-06-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     10711449 | PA      | $8097855.44    | 0.04%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB1177 FN 07/51 FIXED 4                         | CUSIP: 3140QLJX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       335670 | PA      | $318850.99     | 0.00%             | 2051-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                                     | SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A                | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       523983 | PA      | $524124.23     | 0.00%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                             | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR             | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      2400000 | PA      | $2400120.00    | 0.01%             | 2031-01-08      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA2039 FN 07/48 FIXED 4                         | CUSIP: 3140Q9HR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        50829 | PA      | $48721.15      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.20000 05/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1185584.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.47000 02/22/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-146319.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W1                                                    | ARGENT SECURITIES INC. ARSI 2006 W1 A2C                   | CUSIP: 040104RF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4660263 | PA      | $4378505.30    | 0.02%             | 2036-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.3275 04/05/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1242728.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                                                                | BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR                | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       450000 | PA      | $452745.00     | 0.00%             | 2029-01-08      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2026-RPL1                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2026 RPL1 A1 144A     | CUSIP: 61780PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37841344 | PA      | $36587566.01   | 0.20%             | 2064-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2049 FR 08/55 FIXED 5.5               | CUSIP: 31427PH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       280289 | PA      | $285392.54     | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2                                         | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 M1           | CUSIP: 76112B2E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18400000 | PA      | $17595695.52   | 0.10%             | 2036-03-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-167799.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-9679.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 03/29 4.25                        | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4351437.73    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-27406.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY                                    | ORANGE CAPITAL RE DAC 01/27 1                             | CUSIP: ACI2L70B8<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |      1800000 | PA      | $2164167.72    | 0.01%             | 2027-01-08      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL                                                          | ACHV ABS TRUST ACHV 2025 1PL B 144A                       | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       824853 | PA      | $827160.82     | 0.00%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 03/54 1.8                     | CUSIP: ACI2NMK96<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    474000000 | PA      | $2020633.88    | 0.01%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ9169 FN 05/48 FIXED 4                         | CUSIP: 3140HBFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81572 | PA      | $78168.49      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.40500 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-338893.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-2504.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES3                                              | TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A         | CUSIP: 891949BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14237347 | PA      | $14231793.13   | 0.08%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.99400 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-306962.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 6 A1 144A        | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1351262 | PA      | $1353267.44    | 0.01%             | 2029-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-8                                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 1A            | CUSIP: 54251UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9426405 | PA      | $6101701.60    | 0.03%             | 2036-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NGN BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |            1 | NC      | $-40684.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                                   | URSA RE II LTD UNSECURED 144A 12/29 VAR                   | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       300000 | PA      | $297870.00     | 0.00%             | 2029-12-07      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BU4708 FN 07/54 FIXED 5                         | CUSIP: 3140M6GS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8907114 | PA      | $8801114.43    | 0.05%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $28501.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A2                                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1          | CUSIP: 46628GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        84237 | PA      | $44943.38      | 0.00%             | 2036-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.3* 05/18/22-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $33425440.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.68000 07/11/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1458299.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                           | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                    | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |      6571708 | PA      | $6087044.75    | 0.03%             | 2027-05-13      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-84.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3175AC950 PIMCO CAP USD 0.026175 USD SOFR COMP            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -169300000 | NC      | $-897831.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260706                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $72967.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE1                                           | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M2          | CUSIP: 04541GVM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8168260 | PA      | $7576355.49    | 0.04%             | 2036-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                 | DLLMT LLC DLLMT 2024 1A A2 144A                           | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       879403 | PA      | $879978.82     | 0.00%             | 2027-02-22      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 0.83000 12/09/42-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $36563779.63   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                      | KUWAIT INTL BOND SR UNSECURED 144A 10/28 4.016            | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     58700000 | PA      | $57904532.82   | 0.32%             | 2028-10-09      | Fixed         | 4.02%                 | 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        |      3900000 | PA      | $3935949.03    | 0.02%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                            | GENUINE PTS CO DISC COML PAPER                            | CUSIP: 37255GD13<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |       600000 | PA      | $599931.00     | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RB5182 FR 09/42 FIXED 4                 | CUSIP: 3133KYXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2382107 | PA      | $2328844.39    | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.75000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2511045.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.08000 01/08/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $54918.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                                 | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A             | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2602978 | PA      | $2515923.28    | 0.01%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875      | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      7100000 | PA      | $7712841.17    | 0.04%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP                                    | CUSIP: 30227QDN3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3142200.29    | 0.02%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM1 A1 144A            | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3531022 | PA      | $3544260.87    | 0.02%             | 2063-11-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       729000 | PA      | $349920.00     | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL3937 FR 01/56 FIXED 5.5               | CUSIP: 31427RLT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7576901 | PA      | $7757933.58    | 0.04%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2019-B14                                                | BENCHMARK MORTGAGE TRUST BMARK 2019 B14 225A 144A         | CUSIP: 08162YBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11595000 | PA      | $1186551.14    | 0.01%             | 2062-12-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.88000 01/13/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $80996.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 9.99764 08/04/23-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1470462.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/32 0.625                               | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95701005 | PA      | $90325458.49   | 0.49%             | 2032-07-15      | Fixed         | 0.62%                 | 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        |      9400000 | PA      | $9465289.30    | 0.05%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS BANK REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | ZA        |    678228410 | PA      | $40081460.28   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-R1                                               | VERUS SECURITIZATION TRUST VERUS 2026 R1 A1 144A          | CUSIP: 924932AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8427193 | PA      | $8359394.84    | 0.05%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-4140.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-BA                                       | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 BA C 144A        | CUSIP: 21050UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       353929 | PA      | $356779.16     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1                                  | CASTLELAKE AIRCRAFT STRUCTURED CLAST 2018 1 A 144A        | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       710492 | PA      | $707131.83     | 0.00%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4              | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $948670.30     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2006-WL1                                             | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL1 M1          | CUSIP: 542514QW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2405452 | PA      | $2350408.57    | 0.01%             | 2046-01-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $217.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                                     | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A         | CUSIP: 12564NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7850000 | PA      | $7754818.75    | 0.04%             | 2038-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR           | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      3800000 | PA      | $3828462.23    | 0.02%             | 2028-01-05      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $12510.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6 JUMBOS                                | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318000000 | PA      | $323008980.18  | 1.76%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A          | CUSIP: 83206NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         3123 | PA      | $2886571.00    | 0.02%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                                       | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A              | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24108179 | PA      | $24457837.09   | 0.13%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.5855* 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $392940.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $18358.81      | 0.00%             |  |  |  | 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        |      3332562 | PA      | $3360507.16    | 0.02%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                                     | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A          | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16600000 | PA      | $16606741.76   | 0.09%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX7782 FN 03/53 FIXED 5.5                       | CUSIP: 3140NCUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2125336 | PA      | $2143256.29    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | 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      | $10663.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.57226 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $55165.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 535032 FN 12/29 FIXED VAR                       | CUSIP: 31384VLM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           89 | PA      | $92.26         | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    384935632 | PA      | $3748888115.50 | 20.41%            |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                          | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                   | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     27500000 | PA      | $31531752.94   | 0.17%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG37 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1798.55       | 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      | $-2195.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 2 A 144A         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19886861 | PA      | $19956031.47   | 0.11%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ1875 FR 03/54 FIXED 5                 | CUSIP: 3142GSCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        31391 | PA      | $31026.73      | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.10000 09/09/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-251719.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.95000 06/12/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $278684.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDP9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      4150000 | PA      | $4139383.89    | 0.02%             | 2026-04-23      | 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      | $-53809.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-2A                                                 | FOUNDATION FINANCE TRUST FFIN 2025 2A A 144A              | CUSIP: 35042NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2779929 | PA      | $2765263.01    | 0.02%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                     | ALAMO RE LTD UNSECURED 144A 06/27 VAR                     | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $3109500.00    | 0.02%             | 2027-06-07      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A D 144A         | CUSIP: 21050QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       971547 | PA      | $972131.47     | 0.01%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-10661.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A        | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9890261 | PA      | $9988031.93    | 0.05%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-11244.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 7/20/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-279224.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                    | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3       | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       369600 | PA      | $354018.14     | 0.00%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS1                                             | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A         | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4247375 | PA      | $4252311.22    | 0.02%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125        | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     23300000 | PA      | $23840932.80   | 0.13%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $127.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A 09/28 VAR                         | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $6228526.26    | 0.03%             | 2028-09-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-447288.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE 04/26 ZCP                                    | CUSIP: 22823QD99<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2597269.48    | 0.01%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     10900000 | PA      | $10808387.03   | 0.06%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8439 FR 06/54 FIXED 6                 | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       152035 | PA      | $155186.70     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-3376.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-B                                         | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A3            | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4776648 | PA      | $4815250.71    | 0.03%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-2193.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF10                                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF10 A5           | CUSIP: 32028HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       159276 | PA      | $155807.76     | 0.00%             | 2036-07-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 3A A3 144A       | CUSIP: 39571WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8338030 | PA      | $8333551.30    | 0.05%             | 2060-12-27      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 09/28 5.5                       | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1500000 | PA      | $1791128.62    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 05/26 1.45                       | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       500000 | PA      | $498503.39     | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-196326.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX7311 FN 06/53 FIXED 5                         | CUSIP: 3140NCDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1178492 | PA      | $1165555.39    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A4 144A      | CUSIP: 14688NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5691000 | PA      | $5766563.96    | 0.03%             | 2030-03-11      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR5                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 1A1          | CUSIP: 45669EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1149430 | PA      | $763040.03     | 0.00%             | 2037-05-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.59500 08/19/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $460358.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55100 09/17/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $479169.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.74750 07/25/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-608445.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                  | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7           | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       124000 | PA      | $51150.00      | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1                                                    | COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1                    | CUSIP: 12669GRM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        48881 | PA      | $42716.53      | 0.00%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                              | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF D 144A           | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23253000 | PA      | $22999395.81   | 0.13%             | 2035-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8397 FR 01/54 FIXED 6.5               | CUSIP: 3132DWKJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7686548 | PA      | $7952042.61    | 0.04%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2834 FR 10/55 FIXED 5.5               | CUSIP: 31427QEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       293335 | PA      | $298532.78     | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA RESECURITIZATION TRUST 2018-1R                                            | NOMURA RESECURITIZATION TRUST NMRR 2018 1R 2A1 144A       | CUSIP: 65541JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15745495 | PA      | $15134930.49   | 0.08%             | 2037-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2023-3A                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A A 144A       | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1070000 | PA      | $1077996.11    | 0.01%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       327815 | PA      | $172430.69     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BAMLL RE-REMIC TRUST 2016-RRLD11                                                 | BANC OF AMERICA MERRILL LYNCH BAMLL 2016 LD11 AJB 144A    | CUSIP: 05491JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       100000 | PA      | $17846.85      | 0.00%             | 2050-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4                     | CUSIP: ACI37YF43<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4048400000 | PA      | $24373814.31   | 0.13%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-59                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 59 1A2C         | CUSIP: 12668ARH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        13476 | PA      | $13577.41      | 0.00%             | 2035-11-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TARANIS REINSURANCE DESIGNATED ACTIVITY COMPANY                                  | TARANIS REINSURANCE DAC UNSECURED 144A 01/31 VAR          | CUSIP: ACI2LHDD8<br>LEI: 635400FQ9HHTLYKADZ22 | Long             | DBT              | CORP              | IE        |      1700000 | PA      | $2089817.65    | 0.01%             | 2031-01-08      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/30 5.25               | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $12291706.71   | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.245 03/10/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-39830.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | JABIL INC                                                 | CUSIP: 46652MD85<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1398608.26    | 0.01%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | JABIL INC                                                 | CUSIP: 46652MDG7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1097797.58    | 0.01%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1                                  | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2025 1 A2A 144A      | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4300000 | PA      | $4303390.12    | 0.02%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-6                                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A         | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       784026 | PA      | $785253.85     | 0.00%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-207344.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/48 3                                   | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        80000 | PA      | $58734.38      | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD4069 FR 09/53 FIXED 5                 | CUSIP: 3132E0QW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1478954 | PA      | $1464043.55    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF8180 FR 02/53 FIXED 5.5               | CUSIP: 3133BWCR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6767984 | PA      | $6831442.67    | 0.04%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB4387 FN 05/54 FIXED 5                         | CUSIP: 3140AD2V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       445486 | PA      | $439990.01     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $70598.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE INV TRUST 2006-2                                              | AMERICAN HOME MORTGAGE INVESTM AHM 2006 2 3A2             | CUSIP: 02660YAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8911068 | PA      | $1051066.68    | 0.01%             | 2036-06-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| WATR 2025-2                                                                      | WATR ISSUER TRUST WATR 2025 2 B 144A                      | CUSIP: 94260AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7399000 | PA      | $7321574.94    | 0.04%             | 2050-09-16      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC.                                               | CUSIP: 44486JDD8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4094094.36    | 0.02%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $11181.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/27 VAR                    | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1800000 | PA      | $1856880.00    | 0.01%             | 2027-06-07      | Floating      | 12.68%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-134699.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2025-HB1                                          | FINANCE OF AMERICA HECM BUYOUT FAHB 2025 HB1 A 144A       | CUSIP: 31735EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12091354 | PA      | $11978141.41   | 0.07%             | 2035-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-854683.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $5437.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $51467.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1         | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       813348 | PA      | $770393.44     | 0.00%             | 2046-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEW WINDSTREAM WARRANTS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1282 | NC      | $12012.34      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.87000 03/05/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-34814.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES10                                                   | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A      | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31961608 | PA      | $31775569.19   | 0.17%             | 2055-11-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PMTS INC                                           | CUSIP: 37961DD64<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20250000 | PA      | $20235960.68   | 0.11%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.51000 04/09/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $297400.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS1                                            | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M3           | CUSIP: 76113AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1444578 | PA      | $1416989.84    | 0.01%             | 2036-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA4179 FR 12/50 FIXED 2.5               | CUSIP: 3133KKUC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21622406 | PA      | $18233197.22   | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SDE2 PIMCO FXVAN CALL USD TRY 49.65000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -34400000 | NC      | $-117785.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABILENE DC 5 LLC/ABILENE DC 6 LLC                                                | PROJECT FLASH TERM LOAN                                   | CUSIP: BA000KZ79<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29158671 | PA      | $29158671.04   | 0.16%             | 2030-04-30      | Floating      | 4.34%                 | No            |                  3 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1                                 | STRUCTURED ASSET INVESTMENT LO SAIL 2004 BNC1 A4          | CUSIP: 86358EKX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2285376 | PA      | $2438439.74    | 0.01%             | 2034-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82405053 | PA      | $85187178.61   | 0.46%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/29 2.9           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       200000 | PA      | $187101.13     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-40139.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KD76<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1498792.50    | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM38 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $57764.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-4850.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20300812                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $108876.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55500 03/05/24-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-595610.49    | -0.00%            |  |  |  | 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        |      3582016 | PA      | $3589339.97    | 0.02%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5071 FN 07/53 FIXED 5                         | CUSIP: 31418ET59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3441197 | PA      | $3410839.08    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-11                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 11 3A1                   | CUSIP: 12669GUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        81817 | PA      | $54785.70      | 0.00%             | 2035-04-25      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       438000 | PA      | $437736.47     | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/47 2.75                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000000 | PA      | $707929.69     | 0.00%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                                         | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A4            | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2820000 | PA      | $2850025.67    | 0.02%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 11/33 7.2                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      4200000 | PA      | $4709085.23    | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR UNSECURED 09/27 VAR                 | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $197469.45     | 0.00%             | 2027-09-14      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                                     | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A         | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8000000 | PA      | $7542250.40    | 0.04%             | 2038-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| WATR 2025-1                                                                      | WATR ISSUER TRUST WATR 2025 1 B 144A                      | CUSIP: 942611AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5300000 | PA      | $5318039.29    | 0.03%             | 2050-06-17      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.51400 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $330531.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3238 FN 01/48 FIXED 3.5                       | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       630309 | PA      | $586381.51     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN0558 FN 10/48 FIXED 4                         | CUSIP: 3140JGTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39885 | PA      | $38208.41      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A        | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2560899 | PA      | $2614978.66    | 0.01%             | 2056-10-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-515243.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                                | BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9        | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5944122 | PA      | $5465019.10    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8246 FR 09/52 FIXED 5                 | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       978600 | PA      | $970569.90     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B                                          | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3            | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14961724 | PA      | $14988612.77   | 0.08%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75            | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5599000 | PA      | $5502423.35    | 0.03%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-4                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 4 1A2           | CUSIP: 12667F6Z3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       773798 | PA      | $508664.02     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-20656.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 6 A1 144A        | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6912658 | PA      | $6902987.16    | 0.04%             | 2028-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-5442.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-40161.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDL7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     10150000 | PA      | $10126830.60   | 0.06%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $105485.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRAZIL LA SP GST                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $6363.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTRLP 2024-1                                                                     | SERIES 2024 1 CLN 2031 SERIES 2024 1 CLN 2031             | CUSIP: 15487CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9000000 | PA      | $9045975.60    | 0.05%             | 2031-10-25      | Floating      | 7.49%                 | No            |                  3 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                                    | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5           | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |      3058949 | PA      | $0.03          | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $283798.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-B TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B D              | CUSIP: 83407KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5600000 | PA      | $5661376.00    | 0.03%             | 2034-06-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                                  | VERAISON RE LTD UNSECURED 144A 03/34 VAR                  | CUSIP: 92335TAF6<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |      1250000 | PA      | $1250500.00    | 0.01%             | 2034-03-08      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $34729.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4729 FN 09/42 FIXED 4                         | CUSIP: 31418EHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109966 | PA      | $107508.60     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3937 FN 01/48 FIXED 3.5                       | CUSIP: 3140H5LT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        84018 | PA      | $78088.53      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PROJ ALFA 3 TERM LOAN                                     | CUSIP: BA000RG42<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | US        |      2480674 | PA      | $2480674.27    | 0.01%             | 2026-10-21      | Floating      | 5.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $36815.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       117808 | PA      | $54545.10      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY3116 FN 05/53 FIXED 5                         | CUSIP: 3140NKPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       160537 | PA      | $159596.30     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260916                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $59926.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                                          | METAL CAYMAN METAL 2017 1 A 144A                          | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      2285677 | PA      | $1599903.73    | 0.01%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    845000000 | PA      | $859780790.70  | 4.68%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 08/34 4                            | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       333842 | PA      | $17395.43      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A      | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2954217 | PA      | $2866224.05    | 0.02%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                                    | HESTIA RE LTD UNSECURED 144A 03/32 VAR                    | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $408820.00     | 0.00%             | 2032-03-13      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.05000 09/06/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-129683.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-21880.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY6131 FN 09/53 FIXED 6.5                       | CUSIP: 3140NNY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48393 | PA      | $50377.70      | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG         | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |       800000 | PA      | $280000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDW1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       800000 | PA      | $797126.64     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-RF4                                               | STRUCTURED ASSET SECURITIES CO SASC 2005 RF4 A 144A       | CUSIP: 86359DQB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9936305 | PA      | $8840075.77    | 0.05%             | 2035-07-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                                              | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR              | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       700000 | PA      | $700000.00     | 0.00%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12701000 | PA      | $12481553.77   | 0.07%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA7937 G2 03/52 FIXED 3                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9181419 | PA      | $8208405.53    | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 05/27 4.125    | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      3700000 | PA      | $3675657.70    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TRUST                                                            | PRKCM TRUST PRKCM 2023 AFC4 A1 144A                       | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2823688 | PA      | $2848824.80    | 0.02%             | 2058-11-25      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS BILLS 01/27 0.00000                 | CUSIP: ACI3892M1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    409250000 | PA      | $22917758.14   | 0.12%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX6752 FN 03/53 FIXED 5                         | CUSIP: 3140NBQE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4289064 | PA      | $4248638.86    | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    150000000 | PA      | $149999999.99  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C R 144A          | CUSIP: 83208D107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         3390 | PA      | $45083.21      | 0.00%             | 2055-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA REGS 06/27 VAR                              | CUSIP: ACI1Y1WH1<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       400000 | PA      | $398162.48     | 0.00%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3070000 | PA      | $3056268.87    | 0.02%             | 2028-03-13      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2024-3A                                            | ROMARK CREDIT FUNDING I, LTD. RCF 2024 3A A 144A          | CUSIP: 77587BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6750000 | PA      | $6759396.00    | 0.04%             | 2042-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                  | NEW UNITY COMMON STOCKK                                   | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |         6582 | NS      | $61739.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1A                                                         | FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A              | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6561210 | PA      | $6560848.62    | 0.04%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.38500 10/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-542719.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A2                                             | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C           | CUSIP: 59024FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       559349 | PA      | $128844.62     | 0.00%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2006-AR2                                                | DSLA MORTGAGE LOAN TRUST DSLA 2006 AR2 2AB3               | CUSIP: 23332QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       256942 | PA      | $157996.24     | 0.00%             | 2036-10-19      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.6766* 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-30946.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.15000 10/12/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $362420.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY2258 FN 05/53 FIXED 5                         | CUSIP: 3140NJQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       123964 | PA      | $122454.75     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 01/35 11.75                    | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 492737800000 | PA      | $122167427.59  | 0.67%             | 2035-01-24      | Fixed         | 11.75%                | 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        |      3400000 | PA      | $3316707.65    | 0.02%             | 2030-05-06      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-5                                                 | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A            | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28525295 | PA      | $28298954.94   | 0.15%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-B                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1           | CUSIP: 05950TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       128966 | PA      | $115951.40     | 0.00%             | 2046-11-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.60000 01/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $157730.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDROSE RE LTD                                                                  | WINDROSE RE LTD UNSECURED 144A 02/33 VAR                  | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       450000 | PA      | $448695.00     | 0.00%             | 2033-02-11      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-2351733.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-114490.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BQ2387 FN 09/50 FIXED 2.5                       | CUSIP: 3140KMUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8663186 | PA      | $7370983.91    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                  | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 7 A1 144A        | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4839446 | PA      | $4844836.48    | 0.03%             | 2029-11-25      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2026-HB1                                          | FINANCE OF AMERICA HECM BUYOUT FAHB 2026 HB1 A 144A       | CUSIP: 31737BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37900000 | PA      | $37345691.28   | 0.20%             | 2029-03-25      | Fixed         | 4.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.03000 12/15/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-272121.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB3399 FN 05/54 FIXED 5                         | CUSIP: 3140ACX57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       188198 | PA      | $186074.59     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5               | CUSIP: 3132DWKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3137123 | PA      | $3245479.94    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $24882.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $69415.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ5228 FR 11/55 FIXED 5.5               | CUSIP: 3142GVY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       151519 | PA      | $155002.37     | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5         | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        70202 | PA      | $70181.38      | 0.00%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX7383 FN 02/53 FIXED 5                         | CUSIP: 3140NCFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       991967 | PA      | $981537.04     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $934603.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $48582.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01300 01/15/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $670178.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.17 04/01/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1033079.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH1066 FR 09/53 FIXED 5                 | CUSIP: 3133CDFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1350664 | PA      | $1334140.26    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                              | RIO OIL FINANCE TRUST SR SECURED REGS 01/27 9.75          | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       208847 | PA      | $213564.96     | 0.00%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5140 FN 09/53 FIXED 6.5                       | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11382625 | PA      | $11790407.27   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-21444.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST II 2007-1                                               | BEAR STEARNS ALT A TRUST II BSAAT 2007 1 3A1              | CUSIP: 07389KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10567974 | PA      | $5455859.27    | 0.03%             | 2047-09-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG         | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $2940000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSECURED 12/27 3.95               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4940418.75    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP SR SECURED 144A 12/26 5.25                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21040000 | PA      | $20871645.49   | 0.11%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      5300000 | PA      | $1022639.16    | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 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        |      9921317 | PA      | $9939913.41    | 0.05%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-2272.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                         | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A       | CUSIP: 61691KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20993000 | PA      | $20759681.70   | 0.11%             | 2034-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PPTYS LTD PARTNERSHIP D                            | CUSIP: 10113CDT0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3140390.93    | 0.02%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A      | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1137620 | PA      | $1144991.79    | 0.01%             | 2029-01-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM3                              | SANTANDER MORTGAGE ASSET RECEI SAN 2026 NQM3 A1 144A      | CUSIP: 802929AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6700000 | PA      | $6690252.84    | 0.04%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-3A                                                      | AFFIRM MASTER TRUST AFRMT 2025 3A A 144A                  | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5300000 | PA      | $5281905.27    | 0.03%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67               | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15100000 | PA      | $14926700.62   | 0.08%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.68700 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-58200.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.67900 08/13/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $252580.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/30 5.25                      | CUSIP: ACI2TMXJ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     31300000 | PA      | $36724039.60   | 0.20%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                            | ENVALIOR FINANCE GMBH USD TERM LOAN B1                    | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |     16205832 | PA      | $14261212.87   | 0.08%             | 2030-04-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP BRC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $11253.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08000 06/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-353938.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                                 | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR              | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $519250.00     | 0.00%             | 2026-06-08      | Floating      | 26.31%                | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2                                      | MERCEDES BENZ AUTO RECEIVABLES MBART 2023 2 A3            | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1664397 | PA      | $1681705.33    | 0.01%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.27750 09/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1342206.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST                 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST D 144A     | CUSIP: 46652DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3810000 | PA      | $49966.25      | 0.00%             | 2036-12-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-WMC2                                           | MORGAN STANLEY CAPITAL INC MSAC 2005 WMC2 M4              | CUSIP: 61744CNU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1074809 | PA      | $1011979.00    | 0.01%             | 2035-02-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2024-2A LLC                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 2A A 144A       | CUSIP: 05377RJG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5500000 | PA      | $5551887.55    | 0.03%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE3                                                     | ACE SECURITIES CORP. ACE 2004 HE3 M6                      | CUSIP: 004421HV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2266553 | PA      | $2266694.48    | 0.01%             | 2034-11-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A5                                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A5 1A8           | CUSIP: 12566WAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3724015 | PA      | $3453642.00    | 0.02%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA3387 FN 11/55 FIXED VAR                       | CUSIP: 3140W3XR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5299965 | PA      | $5400346.55    | 0.03%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-3                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 3 TA6            | CUSIP: 059515AH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        72902 | PA      | $62058.60      | 0.00%             | 2037-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-2                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2024 2 A 144A         | CUSIP: 694961AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       826841 | PA      | $827320.94     | 0.00%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4841 FN 12/52 FIXED 5                         | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       668164 | PA      | $662646.73     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R2                                               | VERUS SECURITIZATION TRUST VERUS 2025 R2 A1 144A          | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9831599 | PA      | $9807385.66    | 0.05%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-451454.15    | -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      | $-6724.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER                                   | CUSIP: 40412DE62<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2588679.60    | 0.01%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                  | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2850000 | PA      | $2789207.13    | 0.02%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK7830 FN 08/48 FIXED 4.5                       | CUSIP: 3140HMVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        60982 | PA      | $59829.58      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5108 FN 08/53 FIXED 6                         | CUSIP: 31418EVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2860342 | PA      | $2930961.15    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.00000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2703817.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDQ7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2194126.22    | 0.01%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2006-7                                          | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 7 A2C           | CUSIP: 69121UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7606017 | PA      | $8176640.13    | 0.04%             | 2037-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A         | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2615250 | PA      | $2611262.30    | 0.01%             | 2069-08-26      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-531375.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-B TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B C              | CUSIP: 83407KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7600000 | PA      | $7651689.88    | 0.04%             | 2034-06-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25              | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3110277.54    | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-3371.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 1A10       | CUSIP: 02147RAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       343015 | PA      | $327018.12     | 0.00%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                     | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A                | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9427302 | PA      | $9456745.12    | 0.05%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $159.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-11                                                   | COUNTRYWIDE HOME LOANS CWHL 2005 11 4A1                   | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        73006 | PA      | $69930.73      | 0.00%             | 2035-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $17195.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB6312 FN 05/53 FIXED 5                         | CUSIP: 3140QSAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1123892 | PA      | $1120613.35    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 02/30 3.375                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $994353.69     | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI5944 FR 05/54 FIXED 5                 | CUSIP: 3133WCS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       807785 | PA      | $801529.65     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV B 144A         | CUSIP: 12660WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4460000 | PA      | $3154036.63    | 0.02%             | 2038-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2005-R4                                           | AMERIQUEST MORTGAGE SECURITIES AMSI 2005 R4 M4            | CUSIP: 03072SC52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2217745 | PA      | $2210588.82    | 0.01%             | 2035-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BD82<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     18800000 | PA      | $18783202.20   | 0.10%             | 2026-04-08      | 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      | $-2212158.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95          | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     12205000 | PA      | $12204721.97   | 0.07%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $111815.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260428                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-63224.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3175JI9T6 PIMCO FLOOR USD 0.026175 USD SOFR CO            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -169300000 | NC      | $-897.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 07/32 7.75              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      5675000 | PA      | $5752262.51    | 0.03%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     12600000 | PA      | $12053816.46   | 0.07%             | 2030-03-13      | Fixed         | 5.25%                 | 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        |      1673897 | PA      | $1678211.34    | 0.01%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A3                                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A3 3A2                | CUSIP: 46628KAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       179099 | PA      | $146499.56     | 0.00%             | 2036-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01528 06/30/26-27Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $84795.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $4310.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-10221.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-332.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95          | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       900000 | PA      | $902149.95     | 0.00%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25830 03/31/23-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $12209898.54   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST 2005-1                                             | MASTR REPERFORMING LOAN TRUST MARP 2005 1 1A5 144A        | CUSIP: 576436AV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1236535 | PA      | $925746.05     | 0.01%             | 2034-08-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A4 144A      | CUSIP: 14687RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1873000 | PA      | $1911803.69    | 0.01%             | 2029-11-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2023-S2                           | FINANCE OF AMERICA STRUCTURED FASST 2023 S2 A1 144A       | CUSIP: 31739TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3702935 | PA      | $3721998.82    | 0.02%             | 2073-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                       | CUSIP: 05554WAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2500000 | PA      | $1909840.50    | 0.01%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     24700000 | NC      | $7117233.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       172104 | PA      | $166942.16     | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                                 | WESTMORELAND MINING HOLDINGS L COMMON                     | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2910 | NS      | $1727.90       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $118303.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2A                                                   | CHASE AUTO OWNER TRUST CHAOT 2024 2A A3 144A              | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12943090 | PA      | $13079597.28   | 0.07%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-65666.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BH7058 FN 12/47 FIXED 3.5                       | CUSIP: 3140GVZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81029 | PA      | $75577.65      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BW0337 FN 05/52 FIXED 3                         | CUSIP: 3140MRLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       409505 | PA      | $360542.09     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BE8334 FN 07/47 FIXED 4                         | CUSIP: 3140FUHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        18998 | PA      | $18211.06      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.50800 07/25/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1573200.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD2666 FR 03/53 FIXED 5                 | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        48953 | PA      | $48810.05      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15             | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    125800000 | PA      | $37805432.34   | 0.21%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1                     | CUSIP: ACI2RLJN5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1577450000 | PA      | $7209623.88    | 0.04%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 12/26 3                            | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2196328 | PA      | $122282.63     | 0.00%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                                    | AMSURG EQUITY EQTYAS910                                   | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317945 | NS      | $13981608.17   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.5420* 03/31/26-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $367733.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W6                                                     | FANNIEMAE WHOLE LOAN FNW 2003 W6 F                        | CUSIP: 31393BX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3059 | PA      | $3047.70       | 0.00%             | 2042-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/45 4.625                               | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31552000 | PA      | $30437820.00   | 0.17%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  JUN26 IFLL 20260626                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         4198 | NC      | $-21554197.83  | -0.12%            |  |  |  | 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        |       800000 | PA      | $806479.10     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD1991 FR 12/52 FIXED 5                 | CUSIP: 3132DPF86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39055 | PA      | $38954.20      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-28496.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/50 0.25                                | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6350049 | PA      | $3599081.60    | 0.02%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.42760 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $112792.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $847873.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 B2 144A     | CUSIP: 36263PAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3533000 | PA      | $3406942.91    | 0.02%             | 2061-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                                 | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A            | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65120541 | PA      | $64331448.89   | 0.35%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZA5454 FR 06/48 FIXED 4                 | CUSIP: 31329PBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3055 | PA      | $2934.10       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 11/27 VAR                              | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      9200000 | PA      | $9316019.27    | 0.05%             | 2027-11-07      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                    | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     94800000 | PA      | $5272552.32    | 0.03%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.41000 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $139313.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4799.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $190743.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QH9765 FR 02/54 FIXED 5                 | CUSIP: 3133CNZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1385380 | PA      | $1370173.19    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 RCF2 A1 144A     | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       743782 | PA      | $733881.98     | 0.00%             | 2053-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.9* 02/09/22-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1529144.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA 144A 06/27 VAR                              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       200000 | PA      | $199081.24     | 0.00%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM42 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-68185.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A2A 144A     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20003638 | PA      | $20042208.51   | 0.11%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C C 144A          | CUSIP: 83208DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2600000 | PA      | $2574475.80    | 0.01%             | 2055-03-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                  | CUSIP: 73110JAD4<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $400960.00     | 0.00%             | 2029-01-08      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                                | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       700000 | PA      | $722575.00     | 0.00%             | 2031-09-14      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-44266.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 01/30 VAR                  | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      6400000 | PA      | $6472574.91    | 0.04%             | 2030-01-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8448 FR 07/54 FIXED 6.5               | CUSIP: 3132DWL50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4616354 | PA      | $4778452.71    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.072 03/27/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-417413.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DD7378 FN 04/55 FIXED 7                         | CUSIP: 3140B8FU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1228304 | PA      | $1299399.14    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $165501.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3175AC919 PIMCO FLOOR USD 0.0255 USD SOFR COMP            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -110700000 | NC      | $-476.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $372.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-6                                            | TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A2A             | CUSIP: 87222PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14025492 | PA      | $2967970.78    | 0.02%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS7252 FN 11/53 FIXED VAR                       | CUSIP: 3140XPBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2582330 | PA      | $2556465.00    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS7304 FN 10/53 FIXED VAR                       | CUSIP: 3140XPDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       139353 | PA      | $138050.93     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2005-1                                                           | FIRST NLC TRUST FNLC 2005 1 A                             | CUSIP: 32113JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7833271 | PA      | $7148697.11    | 0.04%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB5991 FN 01/53 FIXED 5.5                       | CUSIP: 3140QRUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1436796 | PA      | $1449146.44    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1                                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A    | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2700018 | PA      | $2715472.14    | 0.01%             | 2060-01-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-A TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A A 144A         | CUSIP: 83407UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15894221 | PA      | $15951201.85   | 0.09%             | 2034-03-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $56265.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR35                                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR35 1A1A        | CUSIP: 45667SAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6544017 | PA      | $5911442.51    | 0.03%             | 2037-01-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4761 FN 09/52 FIXED 5                         | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        80139 | PA      | $79481.35      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/33 1.375                               | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     94017118 | PA      | $91937825.08   | 0.50%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-34424.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-14137.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-9700.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDA1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3196410.56    | 0.02%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                                     | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625          | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |      2200000 | PA      | $1540000.00    | 0.01%             | 2042-04-04      | Fixed         | 5.62%                 | 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      | $4707.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                    | DISCOVERY HOLDINGS INC COMPANY GUAR 03/27 3.755           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     20277000 | PA      | $20039556.33   | 0.11%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $19533.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-HE1                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE1 M1          | CUSIP: 46626LGG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6042677 | PA      | $6162307.22    | 0.03%             | 2036-01-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-74756.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/35 4.25                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9635000 | PA      | $9600374.22    | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25              | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     28900000 | PA      | $26668348.07   | 0.15%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2808.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX8883 FN 04/53 FIXED 5.5                       | CUSIP: 3140ND2R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       270475 | PA      | $272308.63     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     14288000 | PA      | $14518117.24   | 0.08%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                              | RIO OIL FINANCE TRUST SR SECURED REGS 04/28 8.2           | CUSIP: U76673AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4549650 | PA      | $4692281.01    | 0.03%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2016 4 M1 144A             | CUSIP: 89172UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       221174 | PA      | $220179.27     | 0.00%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 12/26 VAR             | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       800000 | PA      | $798832.06     | 0.00%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14         | CUSIP: 12668BLY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        38077 | PA      | $15257.02      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2026 2A A2             | CUSIP: 30166WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34200000 | PA      | $34217749.80   | 0.19%             | 2028-11-15      | Fixed         | 4.31%                 | 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        |     10400000 | PA      | $9897160.00    | 0.05%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI2023 FR 03/54 FIXED 5                 | CUSIP: 3133W8G80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       722849 | PA      | $715359.46     | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $18487.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC2                                | SECURITIZED ASSET BACKED RECEI SABR 2007 NC2 A2C          | CUSIP: 81378GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4020000 | PA      | $3077458.74    | 0.02%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BP1430 FN 03/50 FIXED 3.5                       | CUSIP: 3140K8SU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11338 | PA      | $10505.37      | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | 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      | $2051.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDL8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3941219.55    | 0.02%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA7988 G2 04/52 FIXED 3                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27854042 | PA      | $24902170.96   | 0.14%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23                                | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 F             | CUSIP: 38376RB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       301859 | PA      | $302749.12     | 0.00%             | 2066-10-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | VENTAS REALTY LP COMPANY GUAR 10/26 3.25                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       500000 | PA      | $497319.40     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                            | GENUINE PTS CO DISC COML PAPER                            | CUSIP: 37255GD62<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1099241.00    | 0.01%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-320153.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR                | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       900000 | PA      | $885788.51     | 0.00%             | 2029-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDD5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2296631.19    | 0.01%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 09/17/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-732378.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                      | UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A           | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1560408 | PA      | $1555161.46    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY3946 FN 07/53 FIXED 5                         | CUSIP: 3140NLL49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1240281 | PA      | $1229060.54    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                                    | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A       | CUSIP: 26210YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15648000 | PA      | $15520667.53   | 0.08%             | 2043-10-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $7554.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-90345.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-58215.24     | -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      | $126056.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5297 FN 03/54 FIXED 6.5                       | CUSIP: 31418E3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65221420 | PA      | $67474177.53   | 0.37%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $9382.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                        | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                 | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2287571 | PA      | $2171931.68    | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE REGS 01/28 VAR                           | CUSIP: 83368TBH0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      1600000 | PA      | $1577267.95    | 0.01%             | 2028-01-19      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                            | JANE STREET GROUP LLC 2024 TERM LOAN B1                   | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      9574737 | PA      | $9411535.45    | 0.05%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                                  | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995             | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     13250000 | PA      | $15677521.83   | 0.09%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-59374.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5327 FN 04/54 FIXED 5                         | CUSIP: 31418E4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       966194 | PA      | $954397.83     | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A      | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2882914 | PA      | $2885678.57    | 0.02%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2024-CP1                                                 | NEW YORK MORTGAGE TRUST NYMT 2024 CP1 A1 144A             | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1517268 | PA      | $1406349.45    | 0.01%             | 2068-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL1081 FR 04/55 FIXED 6                 | CUSIP: 31427NFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       979264 | PA      | $1016087.26    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  12986800000 | PA      | $9026901.09    | 0.05%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8267 FR 11/52 FIXED 5                 | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       706535 | PA      | $702296.09     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-43.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS INC 2004-HE7                                                    | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE7 M1          | CUSIP: 073879EU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6910931 | PA      | $6820900.46    | 0.04%             | 2034-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20290503                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $705415.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MORGAN STANLEY SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $41122.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM7145 FR 07/48 FIXED 4                 | CUSIP: 3131Y15E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39797 | PA      | $38082.63      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                                            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1           | CUSIP: 225470RY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       188332 | PA      | $110718.68     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF2 A1 144A     | CUSIP: 74448VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       787526 | PA      | $769404.92     | 0.00%             | 2064-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      4300000 | PA      | $3908429.92    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1 144A     | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4774031 | PA      | $4648067.87    | 0.03%             | 2064-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG         | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $1820000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                                    | BWAY MORTGAGE TRUST BWAY 2021 1450 D 144A                 | CUSIP: 12430YAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8195000 | PA      | $7475271.67    | 0.04%             | 2036-09-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR       | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      2390000 | PA      | $2336976.46    | 0.01%             | 2030-07-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD3237 FR 05/53 FIXED 5.5               | CUSIP: 3132DQS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2023090 | PA      | $2040685.25    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG6640 FR 07/53 FIXED 4.5               | CUSIP: 3133C7LV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3188445 | PA      | $3096082.33    | 0.02%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-9                                                  | BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1                | CUSIP: 07386HXZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       226903 | PA      | $209848.12     | 0.00%             | 2035-11-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.13 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $742018.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 01/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $3902.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN6250 FN 04/49 FIXED 4                         | CUSIP: 3140JN5L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1237 | PA      | $1177.89       | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $221710.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5273 FN 02/54 FIXED 6.5                       | CUSIP: 31418E2F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22496364 | PA      | $23286170.96   | 0.13%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMC MORTGAGE LOAN TRUST 2004-C                                                   | EMC MORTGAGE LOAN TRUST EMCM 2004 C M2 144A               | CUSIP: 268668EE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3348030 | PA      | $3341823.19    | 0.02%             | 2030-11-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA9924 FN 02/54 FIXED 6.5                       | CUSIP: 3140YYA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       744108 | PA      | $771525.38     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-136763.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $3400.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-17903.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE5                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE5 M1          | CUSIP: 073859AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25753000 | PA      | $24544154.12   | 0.13%             | 2047-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MFT TRUST 2020-ABC E                                                             | MFT TRUST MOFT 2020 ABC B 144A                            | CUSIP: 55317BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6815000 | PA      | $5281781.06    | 0.03%             | 2042-02-10      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                                              | TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A         | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3387379 | PA      | $3403652.18    | 0.02%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SRT ISSUER I LLC 2025-1                                                          | SRT ISSUER SRTI 2025 1 A2C 144A                           | CUSIP: 78475KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000000 | PA      | $20042429.60   | 0.11%             | 2031-10-01      | Floating      | 7.11%                 | No            |                  3 | On Loan: No      |
| C-BASS LTD 12A                                                                   | C BASS LTD CBCL 12A A 144A                                | CUSIP: 12498CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10527687 | PA      | $706807.88     | 0.00%             | 2034-12-15      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 3A                                         | WARWICK FINANCE RESIDENTIAL MO WARW 3A A 144A             | CUSIP: ACI0Y9KL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      4062006 | PA      | $5380203.94    | 0.03%             | 2049-12-21      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-441252.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/28 VAR                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5300000 | PA      | $5321563.32    | 0.03%             | 2028-09-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7                     | CUSIP: ACI315PQ2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1428550000 | PA      | $8287309.25    | 0.05%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260724                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $14474.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           -4 | NC      | $4654.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-N1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 N1 A2 144A      | CUSIP: 14688XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       588966 | PA      | $589556.41     | 0.00%             | 2028-05-10      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-17239.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.00000 06/15/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2584189.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-24773.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14               | CUSIP: BA000QF86<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |       375996 | PA      | $436406.80     | 0.00%             | 2031-05-30      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS               | CUSIP: ACI34TB58<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      6160000 | PA      | $350023.79     | 0.00%             | 2026-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QF8462 FR 03/53 FIXED 5.5               | CUSIP: 3133BWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        69087 | PA      | $69654.38      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                                     | BAYOU RE LTD UNSECURED 144A 04/31 VAR                     | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $519500.00     | 0.00%             | 2031-04-30      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -1776 | NC      | $6877442.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |      -331112 | PA      | $-383038.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.94000 02/22/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $421986.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS2661 FN 07/52 FIXED VAR                       | CUSIP: 3140XH5X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5496338 | PA      | $5320320.95    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1766363.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8385 FR 12/53 FIXED 6.5               | CUSIP: 3132DWJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       411756 | PA      | $426305.78     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX8386 FN 03/53 FIXED 5.5                       | CUSIP: 3140NDJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1889815 | PA      | $1906356.31    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD2325 FR 03/53 FIXED 5.5               | CUSIP: 3132DPSN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6901548 | PA      | $6969500.33    | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $26533.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.00000 06/21/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $4426143.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.23000 10/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $233158.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     75700000 | PA      | $76192050.00   | 0.41%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $29119.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO 2022-1A                                                      | CAPITAL FOUR US CLO C4US 2022 1A AR 144A                  | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      8700000 | PA      | $8728388.10    | 0.05%             | 2037-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $47982.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6             | CUSIP: ACI2FK1C3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1450000000 | PA      | $1610801.50    | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA3012 FN 09/55 FIXED VAR                       | CUSIP: 3140W3K24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89512 | PA      | $91590.53      | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/0.5000 03/15/22-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $5236573.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1003587.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 05/22/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $4100932.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4                                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A4           | CUSIP: 126670KN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4092430 | PA      | $3746985.45    | 0.02%             | 2036-03-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775  2 | CUSIP: ACI2YZPV1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    365700000 | PA      | $21219830.65   | 0.12%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RPL1 A1 144A     | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1869552 | PA      | $1842947.20    | 0.01%             | 2064-12-25      | Variable      | 4.20%                 | 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        |      2438912 | PA      | $2442124.87    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $57295.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/54 4.625                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149800000 | PA      | $142871750.00  | 0.78%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2           | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9250412 | PA      | $9244386.57    | 0.05%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                             | DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A            | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4300000 | PA      | $4386747.34    | 0.02%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.52 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-52234.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-13963278.26  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $-430579.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $33336.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $99019.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-AR8                                             | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 AR8 A1          | CUSIP: 94985YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        84051 | PA      | $77812.43      | 0.00%             | 2037-11-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A4           | CUSIP: 146919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6225000 | PA      | $6219480.29    | 0.03%             | 2030-09-10      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO2                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1           | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       122851 | PA      | $106523.01     | 0.00%             | 2045-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM3241 FN 03/50 FIXED VAR                       | CUSIP: 3140X6S77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10317345 | PA      | $9232416.36    | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC                                      | CUSIP: 37790BDW8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     21600000 | PA      | $21527819.28   | 0.12%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $66234.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA5712 G2 01/49 FIXED 5                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6309 | PA      | $6364.28       | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-6                                           | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1               | CUSIP: 12639PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27732993 | PA      | $15594225.72   | 0.08%             | 2037-10-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-303493.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 06/22/26 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $10234.78      | 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      | $-258804.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 TRUST                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A2 144A       | CUSIP: 12654PAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5700000 | PA      | $5410626.96    | 0.03%             | 2057-09-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025-1A                             | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A      | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       990393 | PA      | $993454.64     | 0.01%             | 2029-05-15      | Fixed         | 4.92%                 | 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        |       600000 | PA      | $611435.08     | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-J1                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 J1 2A9          | CUSIP: 02149MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       917660 | PA      | $338310.78     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFT TRUST 2020-ABC E                                                             | MFT TRUST MOFT 2020 ABC A 144A                            | CUSIP: 55317BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4211583.50    | 0.02%             | 2042-02-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.64750 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $110725.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1278735005 | PA      | $1301602213.90 | 7.09%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.88000 10/16/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-190541.03    | -0.00%            |  |  |  | No            |                  2 | 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        |      2063524 | PA      | $2065843.41    | 0.01%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KE18<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7870675.20    | 0.04%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG2060 FR 05/53 FIXED 5                 | CUSIP: 3133C2JD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       154538 | PA      | $153206.64     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5167 FN 10/53 FIXED 6.5                       | CUSIP: 31418EW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1778833 | PA      | $1844167.57    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/45 0.75                                | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5938558 | PA      | $4271136.22    | 0.02%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY37 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $61808.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP 1999-5                                                 | CONSECO FINANCIAL CORP GT 1999 5 A6                       | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2699118 | PA      | $632035.91     | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-B TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 B R              | CUSIP: 83407KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13019077 | PA      | $15834087.75   | 0.09%             | 2034-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | TORONTO DOMINION BANK REPO DUMMY ASSET                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |    550000000 | PA      | $395370570.05  | 2.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-622656.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY6                                                  | COUNTRYWIDE HOME LOANS CWHL 2007 HY6 4A1                  | CUSIP: 17025MAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11436890 | PA      | $10565475.45   | 0.06%             | 2037-11-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK4172 FN 04/48 FIXED 4.5                       | CUSIP: 3140HHT62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       132173 | PA      | $129989.06     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.90 05/18/22-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $70024190.28   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -15600000 | NC      | $-2392.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM1                              | SANTANDER MORTGAGE ASSET RECEI SAN 2025 NQM1 A1 144A      | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       801382 | PA      | $804341.02     | 0.00%             | 2065-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-H                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1            | CUSIP: 05950PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5727619 | PA      | $4516409.31    | 0.02%             | 2036-10-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                               | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                   | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     23138642 | PA      | $23230271.46   | 0.13%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2022 6 C             | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2822170 | PA      | $2824711.91    | 0.02%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2           | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       600000 | PA      | $592724.96     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX9135 FN 04/53 FIXED 5                         | CUSIP: 3140NEEH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       632448 | PA      | $625571.53     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-EM                                             | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 EMX1 M2 144A     | CUSIP: 07402LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7000000 | PA      | $6873374.90    | 0.04%             | 2037-03-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                   | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |      1397413 | PA      | $1229066.72    | 0.01%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/31 5.375                     | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      6760000 | PA      | $7878868.75    | 0.04%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR           | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      2500000 | PA      | $2459117.03    | 0.01%             | 2028-01-11      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                                 | MORGAN STANLEY PVT BANK SR UNSECURED 02/30 VAR            | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      8100000 | PA      | $8019067.39    | 0.04%             | 2030-02-08      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE0992 FR 04/52 FIXED 3                 | CUSIP: 3133BAC58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        73142 | PA      | $64454.05      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/56 4.75                                | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83900000 | PA      | $81841828.13   | 0.45%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                                   | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A      | CUSIP: 749423AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12504247 | PA      | $12442505.87   | 0.07%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-204754.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $1239.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                               | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A4 144A          | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1118304.00    | 0.01%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                                  | NEW WINDSTREAM PREFERRED STOCK                            | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |           42 | NS      | $44683.98      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1616537.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-9T1                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 9T1 2A3         | CUSIP: 02150JAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7989753 | PA      | $3188056.17    | 0.02%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.16066 03/31/26-28Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-15363.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY2252 FN 05/53 FIXED 5.5                       | CUSIP: 3140NJQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        70079 | PA      | $70663.14      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ3960 FN 01/48 FIXED 3.5                       | CUSIP: 3140H5MJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       112995 | PA      | $104925.34     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5        | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3219000 | PA      | $3201316.49    | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SECURITIES INC RE-REMIC TRUST CERTIFICATES SERIES 2007-WM1     | DEUTSCHE MORTGAGE SECURITIES, DMSI 2007 WM1 A1 144A       | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7489568 | PA      | $6682615.93    | 0.04%             | 2037-06-27      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SC0084 FR 10/40 FIXED 2.5               | CUSIP: 3132D9CV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11101840 | PA      | $10035077.64   | 0.05%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-7588.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                              | NATURE COAST RE LTD UNSECURED 144A 12/30 VAR              | CUSIP: 63901CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      2066000 | PA      | $2101845.10    | 0.01%             | 2030-12-07      | Floating      | 13.54%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2217653.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS12                                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 1A4         | CUSIP: 751151AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       307960 | PA      | $109583.69     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                               | NORTHWESTERN MUTUAL GLBL SECURED 144A 05/31 5.16          | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1126024.78    | 0.01%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $12057.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-4                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1            | CUSIP: 64352VJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1730195 | PA      | $1708891.23    | 0.01%             | 2035-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     38296945 | PA      | $27765285.13   | 0.15%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM43 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-10284.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-NC2                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M2          | CUSIP: 46629FAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5000000 | PA      | $4605642.00    | 0.03%             | 2036-07-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA7938 G2 03/52 FIXED 3.5                    | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       939890 | PA      | $869214.47     | 0.00%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 4A A2             | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6062272 | PA      | $6066968.29    | 0.03%             | 2028-03-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-111565.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR              | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3700000 | PA      | $3862430.00    | 0.02%             | 2032-03-13      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC         | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      2110000 | PA      | $2184729.05    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                           | SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05          | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3733650.50    | 0.02%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 3.00000 03/21/17-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-1039032.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM8 A1 144A     | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4572487 | PA      | $4566432.01    | 0.02%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD5067 FR 03/54 FIXED 5.5               | CUSIP: 3132DSTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1484553 | PA      | $1513686.02    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.46300 10/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-757604.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2024-H8 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2024 H8 A1 144A                | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2157778 | PA      | $2166068.37    | 0.01%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.79500 08/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $24698.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A 2026-A                                    | CARMAX SELECT RECEIVABLES TRUS CMXS 2026 A A2A            | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17800000 | PA      | $17794090.40   | 0.10%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $766.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-13162118.74  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.30000 03/06/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-454013.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 05/26 3.125        | CUSIP: ACI0M6MJ2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     14600000 | PA      | $14592291.49   | 0.08%             | 2026-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $10659.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.90000 04/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $48505.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-7004.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       500000 | PA      | $495415.65     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-18265.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.24250 08/07/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $863236.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8382 FR 12/53 FIXED 5                 | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2683565 | PA      | $2654934.59    | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | SOUTH AFRICAN T BILLS BILLS 10/26 0.00000                 | CUSIP: ACI34TTF7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     58880000 | PA      | $3350449.03    | 0.02%             | 2026-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                         | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF C 144A       | CUSIP: 61691KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1779198 | PA      | $1758844.70    | 0.01%             | 2034-11-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.7317* 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-52256.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A           | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35243544 | PA      | $35114513.43   | 0.19%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260403                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-73460.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WATR 2025-1                                                                      | WATR ISSUER TRUST WATR 2025 1 R 144A                      | CUSIP: 942611AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3515972 | PA      | $6076720.89    | 0.03%             | 2050-06-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9              | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     32325000 | PA      | $9236948.40    | 0.05%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.73000 08/03/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-20614.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC                                            | CUSIP: 78513LD63<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     13700000 | PA      | $13690964.85   | 0.07%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                                 | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR              | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1100000 | PA      | $1132450.00    | 0.01%             | 2026-06-08      | Floating      | 20.74%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $55906.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                  | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     12200000 | PA      | $12322254.25   | 0.07%             | 2028-03-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| SRT ISSUER II LLC 2025-2                                                         | SRT ISSUER SRTI 2025 2 A2B                                | CUSIP: 78475DAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20000000 | PA      | $20018353.60   | 0.11%             | 2031-12-02      | Floating      | 6.76%                 | Yes           |                  3 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                           | TURKIYE VAKIFLAR BANKASI TAO I 2024 EUR DDTL              | CUSIP: BA0008CR7<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | LON              | CORP              | TR        |      8000000 | PA      | $9206297.72    | 0.05%             | 2028-12-15      | Floating      | 5.15%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BO9411 FN 06/53 FIXED 5.5                       | CUSIP: 3140K5N52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       271091 | PA      | $273200.49     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEXAGON IV RE LTD                                                                | HEXAGON IV RE LTD HEXAGON IV RE LTD                       | CUSIP: ACI2L2QX3<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |      1962000 | PA      | $2380373.32    | 0.01%             | 2031-01-07      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2007-2                                                  | FIRST HORIZON MORTGAGE PASS TH FHASI 2007 2 1A5           | CUSIP: 320520AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        65549 | PA      | $19001.19      | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-8796.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                              | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR           | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       500000 | PA      | $504600.00     | 0.00%             | 2031-06-05      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG6927 FR 06/53 FIXED 5                 | CUSIP: 3133C7VU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       358167 | PA      | $355690.65     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $-6184.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 6.77000 03/10/26-2Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $-41015.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LN TR 2005-OPT2                                              | CARRINGTON MORTGAGE LOAN TRUST CARR 2005 OPT2 M6          | CUSIP: 144531CP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15328300 | PA      | $13723439.25   | 0.07%             | 2035-05-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260506                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-355392.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LOAN TRUST SERIES 2006-2                                          | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 2 A1            | CUSIP: 69121PDC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       441910 | PA      | $434212.41     | 0.00%             | 2037-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 11/29 VAR                       | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      8600000 | PA      | $8554366.42    | 0.05%             | 2029-11-11      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $127365.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BJ9279 FN 02/48 FIXED 3.5                       | CUSIP: 3140HBJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       103414 | PA      | $96017.57      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/27 VAR                                    | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     26300000 | PA      | $26594744.10   | 0.14%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.7* 7/12/23-9Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1063650.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDH7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6687348.39    | 0.04%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL0207 FR 01/55 FIXED 5                 | CUSIP: 31427MGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9812286 | PA      | $9786125.53    | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.13796 07/28/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-706915.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VDM2<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      8300000 | PA      | $8280284.18    | 0.05%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-15.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM5035 FN 07/50 FIXED VAR                       | CUSIP: 3140X8SZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28365863 | PA      | $27177110.64   | 0.15%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                               | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A     | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6473023 | PA      | $6487836.88    | 0.04%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX5038 FN 01/53 FIXED 5                         | CUSIP: 3140N9S49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3659287 | PA      | $3625878.71    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95             | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     74194000 | PA      | $23123821.54   | 0.13%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA5111 FN 12/53 FIXED 6.5                       | CUSIP: 3140A5VD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1484823 | PA      | $1559086.44    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260826                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $284521.75     | 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      | $-33623.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC                 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A     | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5500000 | PA      | $5693114.90    | 0.03%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.41000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $33581.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-140.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A          | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1255850 | PA      | $1215237.02    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZA6393 FR 03/49 FIXED 4                 | CUSIP: 31329QC66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       333152 | PA      | $319241.94     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $17961.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0593* 03/13/26-30Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $72621.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.183133 04/04/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-613682.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/31 6.388                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4267064.92    | 0.02%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-23084.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO SR SECURED 144A 06/30 9                        | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     12843980 | PA      | $13370107.95   | 0.07%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEX BONOS DESARR FIX RT BONDS 05/31 7.75                  | CUSIP: 975UCXII2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    382500000 | PA      | $20359593.82   | 0.11%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.30000 03/21/24-3Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1964967.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2A                                         | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2022 2A A 144A       | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       562342 | PA      | $562412.27     | 0.00%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROLLS-ROYCE PLC SNR SE ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $97610.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        44767 | PA      | $26367.76      | 0.00%             | 2030-02-01      | Variable      | 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      | $-191929.82    | -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      | $76043.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $17471.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST                                                     | CROSS MORTGAGE TRUST CROSS 2025 H9 A1 144A                | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10489790 | PA      | $10451181.97   | 0.06%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                      | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                   | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4600000 | PA      | $103516.43     | 0.00%             | 2026-05-20      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 14.0087 05/12/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-205964.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $19547.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 2025-S2                           | FINANCE OF AMERICA STRUCTURED FASST 2025 S2 A1 144A       | CUSIP: 31739XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70526822 | PA      | $68888900.44   | 0.38%             | 2075-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KD84<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      8337000 | PA      | $8329316.62    | 0.05%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-7533.13      | -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      | $-539971.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1         | CUSIP: 83612TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36815092 | PA      | $25513278.52   | 0.14%             | 2037-06-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-HE1                                                             | GSAMP TRUST GSAMP 2007 HE1 A1                             | CUSIP: 3622MDAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10639348 | PA      | $9704712.20    | 0.05%             | 2047-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2B            | CUSIP: 14319UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3560295 | PA      | $3563509.59    | 0.02%             | 2028-05-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 07/26 5.25            | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       500000 | PA      | $500999.26     | 0.00%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | JACKSON NATL LIFE GLOBAL SECURED 144A 07/27 5.55          | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $8883209.19    | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/41 2.125                               | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       594020 | PA      | $575353.18     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                            | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375    | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     10400000 | PA      | $11479910.64   | 0.06%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260722                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-2021.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2006-BC2                                          | STRUCTURED ASSET SECURITIES CO SASC 2006 BC2 A1           | CUSIP: 86361GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       633571 | PA      | $384152.19     | 0.00%             | 2036-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.46400 08/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $120612.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $401202.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A       | CUSIP: 03331VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22500000 | PA      | $22303706.85   | 0.12%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       167288 | PA      | $72101.13      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-489409.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-1                                                 | NOVASTAR HOME EQUITY LOAN NHEL 2006 1 A1A                 | CUSIP: 669884AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       262632 | PA      | $261252.10     | 0.00%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM4786 FR 11/47 FIXED 3.5               | CUSIP: 3131XYJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        29241 | PA      | $27249.40      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 11.245 03/25/22-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-47705.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERBIE RE LTD                                                                    | HERBIE RE LTD UNSECURED 144A 01/30 VAR                    | CUSIP: 42703VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       450000 | PA      | $450675.00     | 0.00%             | 2030-01-07      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-A TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 A R 144A         | CUSIP: 83407UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4633190 | PA      | $4568172.34    | 0.02%             | 2034-03-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-2127.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                       | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5              | CUSIP: BA000XG23<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |      1000000 | PA      | $1318967.86    | 0.01%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4795 FN 07/53 FIXED 4.5                       | CUSIP: 3140NMKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2513808 | PA      | $2430676.05    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                     | CAIXABANK SA 144A 09/27 VAR                               | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     12400000 | PA      | $12516635.02   | 0.07%             | 2027-09-13      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2007-AA1                                                          | BCAP LLC TRUST BCAP 2007 AA1 2A1                          | CUSIP: 05530PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5792324 | PA      | $5435638.96    | 0.03%             | 2037-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/27 6.259                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     27300000 | PA      | $27779026.82   | 0.15%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC                 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC XA 144A    | CUSIP: 465981AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51900000 | PA      | $456826.40     | 0.00%             | 2040-10-05      | Variable      | 0.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $558444.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD4997 FR 10/53 FIXED 5                 | CUSIP: 3132DSRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       171500 | PA      | $170013.79     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1B        | CUSIP: 02146YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        54926 | PA      | $48404.11      | 0.00%             | 2046-07-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B D 144A          | CUSIP: 83206NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1748889 | PA      | $1759159.76    | 0.01%             | 2055-02-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZM6385 FR 05/48 FIXED 4                 | CUSIP: 3131Y1CW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       113164 | PA      | $108388.44     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4760 FN 07/53 FIXED 5.5                       | CUSIP: 3140NMJE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1700623 | PA      | $1715878.40    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.56900 08/14/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $519507.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BDL3<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3392385.36    | 0.02%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BQ3059 FN 09/50 FIXED 2.5                       | CUSIP: 3140KNMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4137570 | PA      | $3520414.20    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2025-RPL1                                   | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL1 A1 144A     | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       895929 | PA      | $871933.57     | 0.00%             | 2069-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 4 A2            | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10307345 | PA      | $10313434.36   | 0.06%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46144000 | PA      | $43231792.17   | 0.24%             | 2056-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL4                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL4 SA 144A     | CUSIP: 36266BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       326789 | PA      | $310125.87     | 0.00%             | 2061-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.52500 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $389890.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HLDG S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |          790 | NS      | $18170.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OBX 2023-NQM10 TRUST                                                             | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A           | CUSIP: 67449CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5483817 | PA      | $5523134.41    | 0.03%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST 2025-H8                                             | CROSS MORTGAGE TRUST CROSS 2025 H8 A1 144A                | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2726608 | PA      | $2714919.21    | 0.01%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ CAPITAL SA                                                  | GAZPROM (GAZ CAPITAL SA) SR UNSECURED 144A 04/34 8.625    | CUSIP: 368266AA0<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |       300000 | PA      | $247500.00     | 0.00%             | 2034-04-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY1265 FN 05/53 FIXED 5                         | CUSIP: 3140NHMP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        91079 | PA      | $90242.54      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2005-SP2                                                             | RAAC SERIES RAAC 2005 SP2 2A                              | CUSIP: 76112BF54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       889320 | PA      | $827499.21     | 0.00%             | 2044-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-397104.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $10417.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2567.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BW5806 FN 08/52 FIXED 5                         | CUSIP: 3140MXNY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       349943 | PA      | $347089.75     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-7                                             | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1            | CUSIP: 007036MX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        20855 | PA      | $19499.57      | 0.00%             | 2035-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.83000 10/12/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-226187.68    | -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      | $-766739.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2026-RCF1 TRUST 2026-RCF1                                                   | PRESTON RIDGE PARTNERS MORTGAG PRPM 2026 RCF1 A1 144A     | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5802404 | PA      | $5774380.59    | 0.03%             | 2056-01-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA EUR TERM LOAN 2                        | CUSIP: BA000HCH9<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | NUSS              | IE        |     27900000 | PA      | $32503576.43   | 0.18%             | 2027-04-01      | Floating      | 4.92%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | TURKEY EM SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-184028.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST SERIES 2022-ST3                                       | UPSTART PASS THROUGH TRUST UPSPT 2022 ST3 A 144A          | CUSIP: 91681EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       252322 | PA      | $251736.03     | 0.00%             | 2030-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5189 FN 11/53 FIXED 5                         | CUSIP: 31418EXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        79828 | PA      | $79001.21      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA2957 FN 06/48 FIXED 4.5                       | CUSIP: 3140QAJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89096 | PA      | $87763.59      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACCESS GROUP INC 2004-1                                                          | ACCESS GROUP INC ACCSS 2004 1 A2                          | CUSIP: 00432CBN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       869525 | PA      | $860245.10     | 0.00%             | 2033-09-26      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-5913.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP D 144A        | CUSIP: 12651QAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2798000 | PA      | $2778115.45    | 0.02%             | 2032-07-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| UROPA SECURITIES PLC 2007-1                                                      | UROPA SECURITIES PLC UROPA 2007 1 M1A REGS                | CUSIP: G92958AN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      2540526 | PA      | $3219728.66    | 0.02%             | 2040-10-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/30 4.352                   | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7589819.16    | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022 RP1                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2022 RP1 PT 144A      | CUSIP: 17330HAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265481385 | PA      | $233826075.19  | 1.27%             | 2060-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-145927.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA3333 G2 12/45 FLOATING VAR                 | CUSIP: 36179RV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       433525 | PA      | $442694.88     | 0.00%             | 2045-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $123519.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $28617.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BR1270 FN 01/51 FIXED 2.5                       | CUSIP: 3140KYMU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9266441 | PA      | $7865008.85    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC-2019-BKWD                                                                  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD C 144A     | CUSIP: 46591JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7700000 | PA      | $6639325.00    | 0.04%             | 2029-09-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       483044 | PA      | $481442.89     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION ENERGY                                      | CUSIP: 21038QDQ4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      7450000 | PA      | $7427927.89    | 0.04%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD2617 FR 03/53 FIXED 5                 | CUSIP: 3132DP4A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        45706 | PA      | $45306.11      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -393000000 | PA      | $-330319573.26 | -1.80%            | 2056-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACK SEC TR 2003-I                                          | WELLS FARGO MORTGAGE BACKED SE WFMBS 2003 I A1            | CUSIP: 949802AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        12643 | PA      | $12488.12      | 0.00%             | 2033-09-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 A A2A            | CUSIP: 14319UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4414765 | PA      | $4424073.44    | 0.02%             | 2028-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260430                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-64260.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX5039 FN 01/53 FIXED 5.5                       | CUSIP: 3140N9S56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2245915 | PA      | $2265174.12    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.52000 04/09/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $302787.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66                                               | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     13050000 | PA      | $13004566.43   | 0.07%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                      | URSA RE LTD UNSECURED 144A 02/28 VAR                      | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |      1000000 | PA      | $1022500.00    | 0.01%             | 2028-02-22      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20261104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-15029.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN               | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     20878821 | PA      | $20774426.86   | 0.11%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                  | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     11500000 | PA      | $11653943.14   | 0.06%             | 2027-12-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR             | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      2660000 | PA      | $2695910.00    | 0.01%             | 2031-05-13      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5109 FN 08/53 FIXED 6.5                       | CUSIP: 31418EVB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2591513 | PA      | $2681024.38    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1A                                                     | USB AUTO OWNER TRUST USCAR 2025 1A A2 144A                | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11935189 | PA      | $11951838.64   | 0.07%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         2370 | NS      | $54510.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VDG5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      4150000 | PA      | $4142497.22    | 0.02%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC                                                 | CUSIP: 68269FDA4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2197557.56    | 0.01%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 LLC                                                               | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF2 A1 144A     | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       714520 | PA      | $700622.59     | 0.00%             | 2054-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA-AMERICAN WATER COMPANY                                              | PENN AMER WATER CO GENL REF MOR 144A 09/26 7.8            | CUSIP: 708653AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $304033.45     | 0.00%             | 2026-09-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TRUST                                                             | GCAT GCAT 2024 NQM2 A1 144A                               | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3001999 | PA      | $3024705.74    | 0.02%             | 2059-06-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.42600 08/01/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $67914.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $2658.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 01/29 VAR                                | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1568000 | PA      | $1625072.97    | 0.01%             | 2029-01-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $32958.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A        | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20259376 | PA      | $20248371.25   | 0.11%             | 2053-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $271.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-W5                                                  | ARGENT SECURITIES INC. ARSI 2006 W5 A2C                   | CUSIP: 04012XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1114567 | PA      | $296712.63     | 0.00%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $9062.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.87000 10/17/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-206998.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST 2024-RM5                                          | CASCADE FUNDING MORTGAGE TRUST CFMT 2024 RM5 A 144A       | CUSIP: 147275AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12562388 | PA      | $12277736.68   | 0.07%             | 2054-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $15397.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST4                                  | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST4 A 144A       | CUSIP: 52608GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        85668 | PA      | $85509.92      | 0.00%             | 2029-07-15      | Fixed         | 5.70%                 | 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        |      2500000 | PA      | $2503255.38    | 0.01%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 06/28 4.5       | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      5800000 | PA      | $5805062.76    | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BM4299 FN 03/30 FIXED VAR                       | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       862296 | PA      | $856383.79     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.53700 07/24/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-993649.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.51453 09/03/24-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $26743.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-18421.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE1                                           | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M1          | CUSIP: 04541GVL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       485591 | PA      | $479078.51     | 0.00%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DA1048 FN 10/53 FIXED 6.5                       | CUSIP: 3140A1EW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       761807 | PA      | $788434.04     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4                                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2          | CUSIP: 17309SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       309605 | PA      | $309875.13     | 0.00%             | 2036-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QE9380 FR 09/52 FIXED 5                 | CUSIP: 3133BKM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       808470 | PA      | $801877.31     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        12430 | NC      | $-25563843.18  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $31349.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS7325 FN 01/54 FIXED VAR                       | CUSIP: 3140XPD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       187788 | PA      | $194274.01     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/20/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-330365.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN EUR CLO 5A                                                          | BLUEMOUNTAIN EUR CLO BLUME 5A A 144A                      | CUSIP: ACI1GHFQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      5881733 | PA      | $6805457.89    | 0.04%             | 2033-01-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       771000 | PA      | $769448.15     | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTGAGE TR 2005-4                                               | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1            | CUSIP: 007036KD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        29942 | PA      | $29871.15      | 0.00%             | 2035-08-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A      | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2332099 | PA      | $2343612.85    | 0.01%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 TRUST                                                             | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM3 A1 144A     | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6063485 | PA      | $6056022.41    | 0.03%             | 2069-08-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.71199 06/30/26-9Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $83377.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-10413.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB8271 FN 04/54 FIXED 5                         | CUSIP: 3140QUFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       493324 | PA      | $487756.24     | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q039                | FHLMC MULTIFAMILY STRUCTURED P FHMS Q039 A                | CUSIP: 3137HPER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8174918 | PA      | $7966522.58    | 0.04%             | 2054-06-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2004-4                                                 | GSMPS MORTGAGE LOAN TRUST GSMPS 2004 4 2A1 144A           | CUSIP: 36242DJW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1106911 | PA      | $1052109.78    | 0.01%             | 2034-06-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1                                                                      | WATR 2026 1 A 144A                                        | CUSIP: 990ADAAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25994000 | PA      | $26027772.96   | 0.14%             | 2051-04-19      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.00000 06/21/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $4070532.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.34000 02/23/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-259861.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.32500 07/06/26-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $192837.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.7351* 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-80863.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL                                      | CUSIP: 28103BDT6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     11200000 | PA      | $11164786.08   | 0.06%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDF8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5789852.32    | 0.03%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $785.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.47000 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $453604.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/28 4                            | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8521752 | PA      | $471874.82     | 0.00%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING II LTD                                                     | ROMARK CREDIT FUNDING, LTD. RCF 2021 2A A 144A            | CUSIP: 77588JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $952086.00     | 0.01%             | 2039-10-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-2690.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A1B2        | CUSIP: 92922FB64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       137392 | PA      | $134959.15     | 0.00%             | 2034-11-25      | 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      | $-130362.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                                   | WINSTON RE LTD UNSECURED 144A 02/31 VAR                   | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $417520.00     | 0.00%             | 2031-02-26      | Floating      | 15.21%                | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7                              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 1A2         | CUSIP: 07387VAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25307455 | PA      | $25515785.72   | 0.14%             | 2037-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                            | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95     | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7659461.58    | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                                         | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A3 144A     | CUSIP: 83611DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3198900 | PA      | $845943.92     | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2023-2A                                                         | FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A              | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1601665 | PA      | $1615081.68    | 0.01%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST 2023-1                                              | TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A4 144A          | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3500000 | PA      | $3547354.30    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     15300000 | NC      | $4530450.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                           | EUROSAIL PLC ESAIL 2007 6NCX A3A REGS                     | CUSIP: B29Q4HII9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       680872 | PA      | $890470.26     | 0.00%             | 2045-09-13      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-2032.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/46 1                                   | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3431325 | PA      | $2547784.27    | 0.01%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-26012.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB3354 FN 06/54 FIXED 5                         | CUSIP: 3140ACWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       404392 | PA      | $400481.09     | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-839615.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.2914 05/08/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-720469.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1968015128 | PA      | $1938636519.45 | 10.56%            | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX9813 FN 05/53 FIXED 4.5                       | CUSIP: 3140NE3X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        19898 | PA      | $19291.42      | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-640861.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                 | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8              | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |      6420000 | PA      | $5808072.89    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $199416.03     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1                                                                      | WATR 2026 1 B 144A                                        | CUSIP: 990ADAAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6818000 | PA      | $6826858.35    | 0.04%             | 2051-04-19      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260722                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-716532.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/1.00000 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $3934269.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS BANK REV REPO REVERSE REPO                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | ZA        |   -678228410 | PA      | $-40095966.57  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                           | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM C 144A        | CUSIP: 04965JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8450000 | PA      | $8223962.50    | 0.04%             | 2036-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                 | LSEG US FIN CORP COMPANY GUAR 144A 03/29 4.25             | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     15900000 | PA      | $15787411.15   | 0.09%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-956894.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.8 11/28/25-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1474371.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.36832 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $412721.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX7034 FN 05/53 FIXED 5.5                       | CUSIP: 3140NBY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       308588 | PA      | $313381.42     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALERIE ASSET LTD                                                                | VALERIE ASSET LTD 09/50 1                                 | CUSIP: 918940AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     74737000 | PA      | $73147010.68   | 0.40%             | 2050-09-15      | Fixed         | 5.22%                 | Yes           |                  3 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-5                                                    | SLM STUDENT LOAN TRUST SLMA 2012 5 A3                     | CUSIP: 78447EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28699658 | PA      | $28581042.72   | 0.16%             | 2075-01-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7         | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    134100000 | PA      | $42224216.79   | 0.23%             | 2033-08-12      | Fixed         | 7.30%                 | 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        |      2735000 | PA      | $2643188.37    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260408                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $9775085.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QI8192 FR 06/54 FIXED 5                 | CUSIP: 3133WFC54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1353118 | PA      | $1341179.44    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                             | CUSIP: 902EZU906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9411066.83    | 0.05%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3                        | GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A3             | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17912078 | PA      | $18043307.26   | 0.10%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1                                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M2          | CUSIP: 17307GNS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       277511 | PA      | $262358.22     | 0.00%             | 2035-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $24548.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875          | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       731087 | PA      | $655179.45     | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | 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      | $4954.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT PANAMA SPV LIMITED LIABILITY CO                                          | PROJECT PANAMA SPV LLC 01/29 1                            | CUSIP: 74290GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10236000 | PA      | $10294934.90   | 0.06%             | 2029-01-03      | Floating      | 7.20%                 | No            |                  3 | On Loan: No      |
| TORREY PINES RE LTD                                                              | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR              | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       800000 | PA      | $829280.00     | 0.00%             | 2032-06-07      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL Q50032 FG 08/47 FIXED 4                 | CUSIP: 3132XSBA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       789971 | PA      | $758201.17     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-IM1                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 IM1 M1            | CUSIP: 1266734B5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       217147 | PA      | $215265.61     | 0.00%             | 2035-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $30778.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC SECURED ASSETS CORP 2005-2                                                 | IMPAC SECURED ASSETS CORP. IMSA 2005 2 A1                 | CUSIP: 45254TSM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       838061 | PA      | $748137.44     | 0.00%             | 2036-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $27517.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.30000 12/02/24-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $460310.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CMO PLACEHOLDER                                                                  | PROJECT NOVA TERM LOAN                                    | CUSIP: BA000QBV9<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      3100000 | PA      | $3100000.00    | 0.02%             | 2026-08-31      | Floating      | 6.59%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $146750.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM7 TRUST                                                              | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM7 A1 144A            | CUSIP: 67117XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2487037 | PA      | $2500651.17    | 0.01%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 06/17/26-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1160957.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $-6766.12      | -0.00%            |  |  |  | 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        |      3073673 | PA      | $3082160.22    | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QA1217 FR 07/49 FIXED 4                 | CUSIP: 31334XK65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       209043 | PA      | $199785.85     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-RF2                                               | STRUCTURED ASSET SECURITIES CO SASC 2006 RF2 A 144A       | CUSIP: 86361AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11337119 | PA      | $9174483.79    | 0.05%             | 2036-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SEC 2003-AR3                                                     | AMERIQUEST MORTGAGE SECURITIES AMSI 2003 AR3 M5           | CUSIP: 03072SHK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       464132 | PA      | $436099.02     | 0.00%             | 2033-06-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/17/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-479780.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.56500 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $361307.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.74901 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-90872.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25     | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      1400000 | PA      | $1384599.22    | 0.01%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR          | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |      2660000 | PA      | $2701230.00    | 0.01%             | 2031-05-13      | Floating      | 15.03%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65          | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       681000 | PA      | $663017.38     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                  | ANGEL OAK MORTGAGE TRUST AOMT 2024 2 A1 144A              | CUSIP: 034942AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       671427 | PA      | $674604.84     | 0.00%             | 2069-01-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-295624.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 02/31 4.8                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $9023939.19    | 0.05%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2023-A                                                     | SBNA AUTO LEASE TRUST SBALT 2023 A A4 144A                | CUSIP: 78436TAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2763152 | PA      | $2766685.25    | 0.02%             | 2028-04-20      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                        | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM2 A1 144A          | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4191957 | PA      | $4211646.74    | 0.02%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95               | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3028000 | PA      | $2388365.28    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                            | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1147216 | PA      | $0.01          | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $9068.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1917563.26    | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $573.25        | 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        |     37319251 | PA      | $37380991.72   | 0.20%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-I                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 I 6A1            | CUSIP: 05951VAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3392939 | PA      | $3090774.96    | 0.02%             | 2046-12-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDQ4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1794881.16    | 0.01%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-272533.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRE5                            | CUSIP: 955NUFII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2005840.40    | 0.01%             | 2030-06-07      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-46486.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO SR SECURED 144A 06/31 9                        | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     17852957 | PA      | $19316881.62   | 0.11%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG5549 FR 06/53 FIXED 5                 | CUSIP: 3133C6EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       217561 | PA      | $215719.94     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER                                          | CUSIP: 49271KDD3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |       663000 | PA      | $661998.21     | 0.00%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                    | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    581600000 | PA      | $32213516.61   | 0.18%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.40000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $112105.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.59000 08/19/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $310536.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 03/28 VAR                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2700000 | PA      | $2725843.89    | 0.01%             | 2028-03-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.32826 09/03/24-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $146076.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A2            | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8295482 | PA      | $8301128.23    | 0.05%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/48 1                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7649098 | PA      | $5499832.41    | 0.03%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U0UIA5 PIMCO FPPSWAPTION 2.18 CALL USD                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     15100000 | NC      | $261379.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.56 03/12/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-20573.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                           | CARMAX SELECT RECEIVABLES TRUS CMXS 2024 A A2B            | CUSIP: 14319FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        37157 | PA      | $37162.59      | 0.00%             | 2027-09-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                       | EQTYWM927 WESTMORELAND MINING                             | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         2936 | NS      | $12477.02      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BY4733 FN 06/53 FIXED 5                         | CUSIP: 3140NMHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1888708 | PA      | $1869139.07    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                                       | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A3              | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6205569 | PA      | $6261311.89    | 0.03%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A9          | CUSIP: 12668BLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       368680 | PA      | $161070.49     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-3                                              | UPSTART SECURITIZATION TRUST UPST 2025 3 B 144A           | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1101350.14    | 0.01%             | 2035-09-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD4977 FR 11/53 FIXED 5                 | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       431403 | PA      | $427464.02     | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                               | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                 | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      2065869 | NS      | $4896109.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE ACQ CORP 2005-WMC1                                            | JP MORGAN MORTGAGE ACQUISITION JPMAC 2005 WMC1 M4         | CUSIP: 46626LBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7419200 | PA      | $6891370.66    | 0.04%             | 2035-09-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS MXN TIIE1/9.15000 01/06/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $203127.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-23917.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                                | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 04/27 5.375    | CUSIP: P7807HAC9<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      3300000 | PA      | $1104840.00    | 0.01%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08000 04/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $297355.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 725246 FN 01/34 FIXED VAR                       | CUSIP: 31402CWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          194 | PA      | $200.55        | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZT2115 FR 01/29 FIXED 6                 | CUSIP: 3132AEK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         4858 | PA      | $4953.47       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                       | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 2 A3             | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5408043 | PA      | $5461852.41    | 0.03%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-3286.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-HE8                              | BEAR STEARNS ASSET BACKED SECU BSABS 2005 HE8 M3          | CUSIP: 073879J82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15198807 | PA      | $15684055.90   | 0.09%             | 2035-08-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2024-AWH                              | BAMLL COML MTG SECS TR 2024 04/42 1                       | CUSIP: 05554WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6900000 | PA      | $5822858.25    | 0.03%             | 2042-04-20      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UPSTART PERSONAL CONSUMER TRUST 2026-2P                                          | UPCT 2026 2P CERT                                         | CUSIP: 990ADCGV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000000 | PA      | $100148760.00  | 0.55%             | 2034-09-06      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2           | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       729204 | PA      | $729474.50     | 0.00%             | 2028-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.72186 03/01/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-71264.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1                                   | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1          | CUSIP: 576433G42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       166789 | PA      | $157438.24     | 0.00%             | 2046-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS ZAR 8.42000 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |            1 | NC      | $168396.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.04072 08/02/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1552393.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 TRUST                                                           | PRKCM TRUST PRKCM 2024 HOME1 A1 144A                      | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       593392 | PA      | $599162.11     | 0.00%             | 2059-05-25      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.97500 03/31/26-28Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $632314.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 03/27 4.9             | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       500000 | PA      | $501850.77     | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EGP BOUGHT USD 20260618                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |            1 | NC      | $22134.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 02/29 VAR                | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $9043910.60    | 0.05%             | 2029-02-09      | Floating      | 4.01%                 | 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        |     10950864 | PA      | $10970338.07   | 0.06%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $4643976.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $409.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      4800000 | PA      | $4904538.29    | 0.03%             | 2030-02-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR JPY MUTK/1.25000 06/18/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $1064830.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1243697.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.18249 04/04/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |            1 | NC      | $-1232652.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5       | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      4747000 | PA      | $4733447.36    | 0.03%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK7118 FN 07/48 FIXED 4                         | CUSIP: 3140HL4C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13737 | PA      | $13159.38      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $121100.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC DISC COML 04/26 ZCP                            | CUSIP: 03111CDT7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7477458.75    | 0.04%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS MXN TIIE1/9.10833 03/19/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |            1 | NC      | $570255.17     | 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      | $132702.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                       | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL           | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       155791 | PA      | $130474.69     | 0.00%             | 2027-06-30      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2026-R2                                               | VERUS SECURITIZATION TRUST VERUS 2026 R2 A1 144A          | CUSIP: 92541GAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13700000 | PA      | $13710099.64   | 0.07%             | 2067-10-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      4621179 | PA      | $4598073.14    | 0.03%             | 2032-01-05      | Floating      | 1.00%                 | 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        |       256804 | PA      | $256902.31     | 0.00%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 LLC                                                               | VCAT ASSET SECURITIZATION, LLC VCAT 2025 NPL3 A1 144A     | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9215255 | PA      | $9233595.20    | 0.05%             | 2055-02-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -15600000 | NC      | $-57864.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BX6179 FN 02/53 FIXED 5                         | CUSIP: 3140NA2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       212169 | PA      | $210400.32     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA7769 G2 12/51 FIXED 3.5                    | CUSIP: 36179WT24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        30648 | PA      | $28412.05      | 0.00%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZA5676 FR 09/48 FIXED 4                 | CUSIP: 31329PJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       104174 | PA      | $99815.81      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260421                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $26257.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2                                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1         | CUSIP: 83613DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3792894 | PA      | $3412933.57    | 0.02%             | 2037-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA5217 FN 12/53 FIXED 6.5                       | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84452186 | PA      | $87369176.71   | 0.48%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8350 FR 08/53 FIXED 6                 | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       374129 | PA      | $383287.85     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-68777.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.4* 7/13/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3171671.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL2806 FR 09/55 FIXED 5.5               | CUSIP: 31427QDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        45529 | PA      | $46588.80      | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL QG5479 FR 06/53 FIXED 5                 | CUSIP: 3133C6CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1549891 | PA      | $1541465.74    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSUMER LOAN FINANCE ISSUER TRUST 2024-A                                        | CONSUMER LOAN FINANCE ISSUER T CLFT 2024 A A1 144A        | CUSIP: 21050QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1516951 | PA      | $1523025.14    | 0.01%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST SERIES 2022-SB1                                       | UPSTART PASS THROUGH TRUST UPSPT 2022 SB1 A 144A          | CUSIP: 91682PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       541250 | PA      | $545289.92     | 0.00%             | 2028-10-20      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2503860 | PA      | $2509638.81    | 0.01%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B B 144A          | CUSIP: 83206NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5745328 | PA      | $5601902.00    | 0.03%             | 2055-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.12 SP MEI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $11027.12      | 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      | $-227903.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |            1 | NC      | $112124.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $76324.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                  | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    369200000 | PA      | $20393520.34   | 0.11%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-B                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2026 B A1A 144A        | CUSIP: 78451PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82600000 | PA      | $82699665.16   | 0.45%             | 2056-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.76000 08/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3619.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8364 FR 09/53 FIXED 6.5               | CUSIP: 3132DWJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       212944 | PA      | $220317.77     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM44 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-62164.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $917736.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ3                                                     | PARK PLACE SECURITIES INC PPSI 2005 WHQ3 M6               | CUSIP: 70069FJU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10980000 | PA      | $9816730.49    | 0.05%             | 2035-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON+CO.                                      | CUSIP: 07588MDH6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1996214.80    | 0.01%             | 2026-04-17      | None          | 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      | $-75294.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8394 FR 01/54 FIXED 5                 | CUSIP: 3132DWKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2369395 | PA      | $2342657.90    | 0.01%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL ZN2908 FR 01/49 FIXED 4                 | CUSIP: 3131Y9GR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109262 | PA      | $104660.61     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | 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