# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004484
**Filing Date:** 2025-11
**Character Count:** 1074844
**Document Hash:** b72fb3a1aad522e2fb14cf4cb002363a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004484.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004484

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**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:** 251528313

**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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $32754185616.88

**Total Liabilities:** $17571641696.14

**Net Assets:** $15182543920.74

**Delayed Delivery Securities:** $278004008.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 851355.361000 | **1-Year:** 1671716.139900 | **5-Year:** 3470924.242700 | **10-Year:** 369230.158800 | **30-Year:** -104641.841100

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

- **3-Month:** 188264.696200 | **1-Year:** 186582.518600 | **5-Year:** 323855.665300 | **10-Year:** 56552.597500 | **30-Year:** 867.424200

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026513 | 0.43%                | 1.29%                | 0.55%                |
| Class ID C000026514 | 0.41%                | 1.26%                | 0.52%                |
| Class ID C000222832 | 0.39%                | 1.25%                | 0.51%                |
| Class ID C000064131 | 0.46%                | 1.31%                | 0.57%                |
| Class ID C000200437 | 0.45%                | 1.31%                | 0.57%                |
| Class ID C000026511 | 0.47%                | 1.32%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36244148.32             | $-101504419.01                             |
| Month 2  | $40228491.28             | $117344695.02                              |
| Month 3  | $85773005.59             | $-41617564.99                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                              | GOLDMAN SACHS GROUP INC SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $90217.40      | 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      | $-607569.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251215                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-54317.68     | -0.00%            |  |  |  | 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      | $3215830.93    | 0.02%             | 2028-01-15      | Fixed         | 4.50%                 | 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      | $175500.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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      | $5680225.80    | 0.04%             | 2038-09-15      | Floating      | 6.27%                 | 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        |      922142 | PA      | $894877.82     | 0.01%             | 2036-12-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TRANSDIGM, INC. 2023 TERM LOAN J                          | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    60895778 | PA      | $60934446.47   | 0.40%             | 2031-02-14      | Floating      | 6.50%                 | 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        |      348345 | PA      | $348056.11     | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4258.29       | 0.00%             |  |  |  | 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      | $14025924.16   | 0.09%             |  |  |  | No            |                  2 | 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        |     7381648 | PA      | $7261681.47    | 0.05%             | 2037-05-25      | Floating      | 5.37%                 | 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      | $83352.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-34923.00     | -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      | $3140305.30    | 0.02%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  DEC25 XEUR 20251208                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -543 | NC      | $96005.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                                 | WESTMORELAND COAL CO PIK TERM LOAN                        | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       88094 | PA      | $35678.24      | 0.00%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-47379.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1746.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM1 TRUST                                                             | PRP ADVISORS, LLC PRPM 2025 NQM1 A1 144A                  | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7522958 | PA      | $7608243.05    | 0.05%             | 2069-11-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-751249.84    | -0.00%            |  |  |  | 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      | $919239.93     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | 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      | $9045947.03    | 0.06%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-24322.75     | -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      | $-405209.53    | -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        |      104054 | PA      | $100042.60     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | 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      | $-1363859.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-23077.97     | -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        |       48429 | PA      | $51622.89      | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | 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        |         161 | PA      | $165.79        | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | 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        |     2465645 | PA      | $2264891.95    | 0.01%             | 2035-10-25      | Floating      | 4.55%                 | 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      | $-92976.79     | -0.00%            |  |  |  | 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      | $25291.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHE TARD INC 10/25 ZCP                    | CUSIP: 01626UX34<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    12300000 | PA      | $12295595.37   | 0.08%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $50573.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 5               | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8823905.23    | 0.06%             | 2028-06-04      | 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      | $23668442.66   | 0.16%             | 2031-08-12      | Fixed         | 6.95%                 | 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        |     2874576 | PA      | $2840916.90    | 0.02%             | 2035-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL         | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8995465.25    | 0.06%             | 2027-07-02      | Fixed         | 5.55%                 | 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      | $-47522.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65            | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      800000 | PA      | $802444.89     | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251027                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $185557.75     | 0.00%             |  |  |  | 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      | $100012.50     | 0.00%             | 2036-12-15      | Floating      | 6.26%                 | 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        |      170424 | PA      | $157961.78     | 0.00%             | 2046-04-25      | Floating      | 4.48%                 | 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      | $2772493.48    | 0.02%             | 2037-08-12      | Fixed         | 6.90%                 | 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        |     4641000 | PA      | $4669967.27    | 0.03%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $94916.67      | 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      | $-10856.38     | -0.00%            |  |  |  | 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      | $-1261717.68   | -0.01%            |  |  |  | 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      | $31158075.36   | 0.21%             | 2032-07-11      | Fixed         | 5.88%                 | 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      | $432701.14     | 0.00%             |  |  |  | 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        |    43322046 | PA      | $42866271.92   | 0.28%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $5025.66       | 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      | $1215329.51    | 0.01%             | 2035-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-64843.38     | -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        |      655912 | PA      | $407448.77     | 0.00%             | 2036-09-25      | Floating      | 4.43%                 | 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      | $14681131.03   | 0.10%             | 2027-10-15      | Fixed         | 5.75%                 | 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      | $-147328.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN4                                    | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN4 A1 144A      | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2646864 | PA      | $2648995.08    | 0.02%             | 2051-10-25      | Variable      | 5.49%                 | 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      | $23614.59      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | 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        |      482941 | PA      | $493519.84     | 0.00%             | 2045-09-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-1113.76      | -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      | $154071.67     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $133675.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $529458.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   168000000 | PA      | $147596860.32  | 0.97%             | 2055-11-13      | Fixed         | 3.00%                 | 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      | $-866130.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-4519768.33   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                                    | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 1 A3            | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      804424 | PA      | $805703.48     | 0.01%             | 2028-04-17      | Fixed         | 5.25%                 | 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        |     1360408 | PA      | $1376873.72    | 0.01%             | 2037-09-01      | Floating      | 6.41%                 | 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        |     2536235 | PA      | $2569367.11    | 0.02%             | 2053-03-01      | Fixed         | 5.50%                 | 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      | $402983.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1522.72       | 0.00%             |  |  |  | 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        |      749559 | PA      | $744552.20     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |    54583523 | PA      | $54844879.91   | 0.36%             | 2055-03-15      | Fixed         | 4.96%                 | 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        |     2711794 | PA      | $2812178.21    | 0.02%             | 2041-02-20      | Fixed         | 6.64%                 | 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        |       28281 | PA      | $27660.87      | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | 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      | $28266.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -298000000 | PA      | $-251110325.80 | -1.65%            | 2055-10-14      | Fixed         | 2.50%                 | 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        |     3458921 | PA      | $3353859.94    | 0.02%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA                                                               | BX TRUST BX 2021 ARIA C 144A                              | CUSIP: 05608RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13200000 | PA      | $13201789.92   | 0.09%             | 2036-10-15      | Floating      | 5.91%                 | 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        |     2600000 | PA      | $2642943.26    | 0.02%             | 2028-03-30      | Fixed         | 5.05%                 | 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        |     2588989 | PA      | $2685949.31    | 0.02%             | 2053-03-01      | Fixed         | 6.50%                 | 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        |    22398467 | PA      | $18964190.69   | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-528807.90    | -0.00%            |  |  |  | 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      | $3704.73       | 0.00%             |  |  |  | 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        |      660061 | PA      | $625406.60     | 0.00%             | 2034-06-15      | Fixed         | 3.30%                 | 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      | $4715825.26    | 0.03%             | 2026-07-26      | Fixed         | 3.50%                 | 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        |    23472395 | PA      | $19888239.17   | 0.13%             | 2050-12-01      | Fixed         | 2.50%                 | 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      | $13886110.12   | 0.09%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $8.25          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 08/33 VAR                  | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1100000 | PA      | $1213777.93    | 0.01%             | 2033-08-12      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST 2024-1A                                        | GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A      | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1731733 | PA      | $1734819.94    | 0.01%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED REGS 03/29 VAR                  | CUSIP: ACI2B33K5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     8200000 | PA      | $10738677.64   | 0.07%             | 2029-03-01      | Floating      | 7.75%                 | 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        |    28501328 | PA      | $16549946.14   | 0.11%             | 2037-10-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $82649.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC BARCLAYS PLC                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5300000 | PA      | $5355385.00    | 0.04%             | 2028-09-10      | Floating      | 4.84%                 | 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      | $-327517.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 2.5 JUMBOS                              | CUSIP: 21H0226B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18900000 | PA      | $16275331.86   | 0.11%             | 2055-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-274897.71    | -0.00%            |  |  |  | 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      | $531737.37     | 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      | $198154.58     | 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        |       31385 | PA      | $31174.89      | 0.00%             | 2035-08-25      | Floating      | 6.97%                 | 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      | $47794.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENTS PARTNERS LTD 2018-18A                                        | OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A    | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3078583 | PA      | $3080677.40    | 0.02%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4040.60       | 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        |     5500000 | PA      | $5545478.40    | 0.04%             | 2033-01-17      | Fixed         | 5.37%                 | 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      | $8616706.27    | 0.06%             | 2029-11-11      | Floating      | 4.48%                 | 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        |     7535437 | PA      | $6886950.52    | 0.05%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $47398.67      | 0.00%             |  |  |  | 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      | $692841.88     | 0.00%             |  |  |  | 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      | $-4345871.75   | -0.03%            |  |  |  | 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      | $198879.60     | 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        |     2700000 | PA      | $2713382.55    | 0.02%             | 2029-06-15      | Fixed         | 4.54%                 | 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      | $9205763.00    | 0.06%             | 2039-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA                                                               | BX TRUST BX 2021 ARIA D 144A                              | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16040000 | PA      | $16048052.08   | 0.11%             | 2036-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA             | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    41400000 | PA      | $41642774.57   | 0.27%             | 2028-07-14      | Floating      | 5.28%                 | 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      | $318515.21     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $7492.75       | 0.00%             |  |  |  | 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        |     6504006 | PA      | $2241108.84    | 0.01%             | 2036-09-25      | Floating      | 4.75%                 | 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        |       86148 | PA      | $82826.75      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |     3912176 | PA      | $3677628.60    | 0.02%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED REGS 02/27 5.875              | CUSIP: ACI13Z7Z8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $318651.70     | 0.00%             | 2027-02-01      | Fixed         | 5.88%                 | 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        |     2320970 | PA      | $1355158.37    | 0.01%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $74298.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED 02/34 6.5                | CUSIP: 005048II6<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $95300.60      | 0.00%             | 2034-02-09      | Fixed         | 6.50%                 | 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      | $6259223.81    | 0.04%             | 2030-09-10      | Fixed         | 4.31%                 | 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      | $3898601.66    | 0.03%             | 2029-03-08      | Floating      | 4.30%                 | 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        |     3111713 | PA      | $2980956.42    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | 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        |      422015 | PA      | $431206.87     | 0.00%             | 2045-07-20      | Floating      | 4.62%                 | 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        |     1819767 | PA      | $1779834.37    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | 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      | $6975797.33    | 0.05%             | 2029-03-20      | Floating      | 5.77%                 | 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      | $-307452.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 07/26 0.125                               | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    57005172 | PA      | $56810352.26   | 0.37%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-P2                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4           | CUSIP: 14687TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      545487 | PA      | $544208.04     | 0.00%             | 2027-01-10      | Fixed         | 0.80%                 | 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      | $5750920.23    | 0.04%             | 2042-04-20      | Fixed         | 2.85%                 | 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      | $-155964.80    | -0.00%            |  |  |  | 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      | $7915076.56    | 0.05%             | 2027-02-15      | Fixed         | 3.75%                 | 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        |     1849371 | PA      | $1808263.36    | 0.01%             | 2035-02-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   DEC25 XEUR 20251208                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $576.74        | 0.00%             |  |  |  | No            |                  1 | 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        |    14653000 | PA      | $13774114.53   | 0.09%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-8.25         | -0.00%            |  |  |  | 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      | $-3277057.06   | -0.02%            |  |  |  | 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      | $-53162.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP DUB                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3013.76       | 0.00%             |  |  |  | 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        |    12849002 | PA      | $10892447.53   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $111928.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $165174.07     | 0.00%             |  |  |  | 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      | $-131020.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $25125.57      | 0.00%             |  |  |  | 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      | $202561.17     | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $12315.58      | 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        |     1029723 | PA      | $1023321.71    | 0.01%             | 2054-04-01      | 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        |     7007077 | PA      | $6751110.63    | 0.04%             | 2036-07-01      | Fixed         | 3.00%                 | 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        |          92 | PA      | $94.74         | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | 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        |     1509787 | PA      | $1461481.92    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H0426A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9800000 | PA      | $9505158.87    | 0.06%             | 2055-10-20      | Fixed         | 4.50%                 | 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        |     8995033 | PA      | $8209415.82    | 0.05%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STWD 2021-HTS MORTGAGE TRUST 2021-HTS                                            | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS C 144A       | CUSIP: 78486DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7734000 | PA      | $7708167.67    | 0.05%             | 2034-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $110515.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-47636.91     | -0.00%            |  |  |  | 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      | $7395900.70    | 0.05%             | 2029-09-15      | Floating      | 6.62%                 | 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        |       90429 | PA      | $89430.05      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $16838.54      | 0.00%             |  |  |  | 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      | $8349634.91    | 0.05%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | 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      | $103242.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2016-225L                                                   | LIBERTY STREET TRUST LBTY 2016 225L D 144A                | CUSIP: 902055AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9537412.00    | 0.06%             | 2036-02-10      | Variable      | 4.80%                 | 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      | $2000400.00    | 0.01%             | 2031-07-22      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B                                          | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2            | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11590619 | PA      | $11600372.82   | 0.08%             | 2027-08-16      | Fixed         | 4.62%                 | 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        |      566999 | PA      | $132535.33     | 0.00%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $6701.67       | 0.00%             |  |  |  | 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        |     9641424 | PA      | $9571830.78    | 0.06%             | 2054-06-01      | Fixed         | 5.00%                 | 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        |     1094978 | PA      | $1049938.40    | 0.01%             | 2035-07-25      | Floating      | 4.99%                 | 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      | $-124680.47    | -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      | $479045.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-74727.37     | -0.00%            |  |  |  | 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        |    14492939 | PA      | $14908176.57   | 0.10%             | 2029-04-15      | Fixed         | 5.88%                 | 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        |      110924 | PA      | $106500.49     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | 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        |     3213529 | PA      | $3247113.97    | 0.02%             | 2028-10-10      | Fixed         | 6.16%                 | 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        |     1572471 | PA      | $1513970.48    | 0.01%             | 2037-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $58991.66      | 0.00%             |  |  |  | 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      | $243089.76     | 0.00%             |  |  |  | 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      | $7646156.40    | 0.05%             | 2029-03-20      | Floating      | 5.47%                 | 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      | $-83188.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $235.58        | 0.00%             |  |  |  | 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        |      847114 | PA      | $1133530.20    | 0.01%             | 2045-09-13      | Floating      | 4.79%                 | 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      | $4319169.21    | 0.03%             |  |  |  | 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        |      277401 | PA      | $279862.26     | 0.00%             | 2046-11-26      | Floating      | 5.92%                 | 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      | $12671709.79   | 0.08%             | 2027-09-13      | Floating      | 6.68%                 | 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      | $591048.35     | 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      | $496443.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     2800000 | PA      | $2678802.62    | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                                         | UBS AG STAMFORD CT SR UNSECURED 02/28 7.5                 | CUSIP: 22550L2M2<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     1450000 | PA      | $1561436.72    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | 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      | $2964932.29    | 0.02%             |  |  |  | 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      | $-72267.53     | -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        |      871015 | PA      | $806370.77     | 0.01%             | 2034-12-25      | Floating      | 5.85%                 | 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        |      420618 | PA      | $402986.23     | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | 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      | $85684.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 04/33 7.125         | CUSIP: ACI2ML877<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $378959.17     | 0.00%             | 2033-04-30      | Fixed         | 7.12%                 | 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        |     7548942 | PA      | $7576454.81    | 0.05%             | 2031-08-18      | Fixed         | 4.99%                 | 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        |      917708 | PA      | $339783.98     | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | 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      |
| CIFI HOLDINGS (GROUP) CO LTD                                                     | CIFI HOLDINGS GROUP COMPANY GUAR REGS 10/25 5.95          | CUSIP: ACI1P1TB8<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $20750.00      | 0.00%             | 2025-10-20      | Fixed         | 5.95%                 | 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        |    22603776 | PA      | $18109893.53   | 0.12%             | 2053-02-15      | Fixed         | 1.50%                 | 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      | $668397.60     | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | 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        |     4415063 | PA      | $4418669.48    | 0.03%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3719.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 03/18/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-1338897.42   | -0.01%            |  |  |  | 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      | $68673232.05   | 0.45%             |  |  |  | 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        |     4611458 | PA      | $4651170.56    | 0.03%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $146631.53     | 0.00%             |  |  |  | No            |                  2 | 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        |     6326393 | PA      | $6404604.97    | 0.04%             | 2063-10-25      | Fixed         | 6.46%                 | 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        |    16264610 | PA      | $16264842.66   | 0.11%             | 2035-08-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-7491.61      | -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      | $136859718.75  | 0.90%             | 2032-07-31      | Fixed         | 4.00%                 | 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      | $1009050.00    | 0.01%             | 2028-02-22      | Floating      | 11.43%                | 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        |      709500 | PA      | $690390.75     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | 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        |      963819 | PA      | $998737.65     | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | 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        |      192991 | PA      | $197393.57     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | 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        |   168440108 | PA      | $9139349.73    | 0.06%             | 2061-01-25      | Fixed         | 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      | $17784198.42   | 0.12%             | 2039-07-25      | Floating      | 3.22%                 | 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      | $911847.72     | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | 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      | $2499290.05    | 0.02%             |  |  |  | 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        |      575670 | PA      | $568845.16     | 0.00%             | 2026-12-31      | Fixed         | 5.75%                 | 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      | $2098858.05    | 0.01%             |  |  |  | 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        |       55359 | PA      | $53826.72      | 0.00%             | 2037-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251006                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $16843.48      | 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      | $7665170.18    | 0.05%             | 2038-11-15      | Floating      | 6.07%                 | 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      | $-598708.54    | -0.00%            |  |  |  | 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      | $11152642.50   | 0.07%             | 2049-01-15      | Variable      | 5.73%                 | 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        |     2682554 | PA      | $2813628.12    | 0.02%             | 2055-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $29152.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $11418.41      | 0.00%             |  |  |  | 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        |      144296 | PA      | $128600.28     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | 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      | $33011574.92   | 0.22%             | 2027-04-01      | Floating      | 4.55%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $11168.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 07/29 5.125              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $859050.00     | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL2 LLC                                                               | PRP ADVISORS, LLC PRPM 2025 RPL2 A1 144A                  | CUSIP: 69392MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4298207 | PA      | $4188752.72    | 0.03%             | 2055-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TORONTO DOMINION BANK REPO DUMMY ASSET                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   130000000 | PA      | $93410936.26   | 0.62%             |  |  |  | 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        |     3000000 | PA      | $2776817.91    | 0.02%             | 2032-05-14      | Floating      | 3.09%                 | 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        |      147943 | PA      | $132306.49     | 0.00%             | 2037-02-25      | Floating      | 4.40%                 | 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      | $-6389.36      | -0.00%            |  |  |  | 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        |     6163748 | PA      | $5613043.74    | 0.04%             | 2037-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $129505.68     | 0.00%             |  |  |  | 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        |      747735 | PA      | $751213.68     | 0.00%             | 2032-04-26      | Fixed         | 5.04%                 | 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        |    11164990 | PA      | $11185092.58   | 0.07%             | 2055-02-25      | Fixed         | 5.89%                 | 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        |     3228745 | PA      | $3148852.88    | 0.02%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $23226.36      | 0.00%             |  |  |  | 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      | $100156.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-1929354.25   | -0.01%            |  |  |  | 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      | $4122408.35    | 0.03%             | 2028-09-08      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $408.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                            | NEW UNITY COMMON STOCKK                                   | CUSIP: 958WDX907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6582 | NS      | $36998.30      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  MAR26 XCME 20260616                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -214 | NC      | $705283.67     | 0.00%             |  |  |  | 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        |     6700000 | PA      | $6744889.33    | 0.04%             | 2029-06-15      | Fixed         | 4.70%                 | 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      | $557800.00     | 0.00%             | 2026-06-08      | Floating      | 26.76%                | 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        |    15093250 | PA      | $14854132.06   | 0.10%             | 2035-09-25      | Floating      | 5.01%                 | 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        |      799637 | PA      | $789302.89     | 0.01%             | 2043-06-15      | Fixed         | 4.12%                 | 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        |     2994725 | PA      | $3030436.74    | 0.02%             | 2033-12-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                          | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 98400V101<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |        7048 | NS      | $5687.74       | 0.00%             |  |  |  | No            |                  1 | 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        |     2538901 | PA      | $2559172.94    | 0.02%             | 2069-12-25      | Variable      | 5.55%                 | 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      | $-137486.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $132710.13     | 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      | $-41073.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-67299.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75            | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5599000 | PA      | $5500774.95    | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $157731.40     | 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        |     1812993 | PA      | $1810575.56    | 0.01%             | 2037-02-25      | Floating      | 4.57%                 | No            |                  2 | 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        |      526642 | PA      | $362504.90     | 0.00%             | 2036-03-27      | Variable      | 3.82%                 | 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        |     1242561 | PA      | $1203649.55    | 0.01%             | 2035-03-25      | Floating      | 4.63%                 | 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        |     7071690 | PA      | $7172460.34    | 0.05%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SCLP 2025 C A 144A                                        | CUSIP: 990AAUWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    37055000 | PA      | $37045023.68   | 0.24%             | 2034-09-06      | Fixed         | 4.32%                 | No            |                  3 | 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        |     5151240 | PA      | $4381549.56    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | 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        |      298650 | PA      | $301886.58     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $72815.85      | 0.00%             |  |  |  | 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        |      509233 | PA      | $516690.56     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | 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      | $-662470.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-54985.45     | -0.00%            |  |  |  | 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      | $2298757.50    | 0.02%             | 2028-04-20      | Fixed         | 5.78%                 | 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        |     9030000 | PA      | $9511140.07    | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | 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        |     7823159 | PA      | $6968925.54    | 0.05%             | 2037-06-27      | Variable      | 4.32%                 | 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        |    24801572 | PA      | $33440457.23   | 0.22%             | 2053-07-20      | Floating      | 4.99%                 | 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      | $3614741.97    | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | 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        |       90908 | PA      | $55434.97      | 0.00%             | 2035-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $2058.24       | 0.00%             |  |  |  | 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        |     6557180 | PA      | $4847224.04    | 0.03%             | 2047-02-15      | Fixed         | 0.88%                 | 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        |       81737 | PA      | $82761.99      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $5935.32       | 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      | $36912.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251003                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $1069995.79    | 0.01%             |  |  |  | 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        |      288114 | PA      | $286774.41     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-7729.83      | -0.00%            |  |  |  | No            |                  2 | 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        |     3228184 | PA      | $2984279.42    | 0.02%             | 2035-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0362 G2 05/55 FIXED 3.5                    | CUSIP: 3618N5ML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2394917 | PA      | $2185165.47    | 0.01%             | 2055-05-20      | Fixed         | 3.50%                 | 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      | $-23203.11     | -0.00%            |  |  |  | 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      | $3352045.95    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | 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        |     3599601 | PA      | $4793652.20    | 0.03%             | 2034-03-15      | Fixed         | 5.11%                 | 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        |      150761 | PA      | $150301.47     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-11576.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                        | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL             | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1737749.13    | 0.01%             | 2028-02-16      | Fixed         | 5.19%                 | 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      | $-1338747.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-14782.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5         | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118847 | PA      | $118590.04     | 0.00%             | 2036-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 04/42 2.375         | CUSIP: ACI1LVZ52<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $730642.11     | 0.00%             | 2042-04-22      | Fixed         | 2.38%                 | 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        |      358360 | PA      | $356523.97     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |     1924978 | PA      | $2439841.15    | 0.02%             | 2035-03-15      | Fixed         | 4.06%                 | 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        |     2038802 | PA      | $2109671.27    | 0.01%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750PJ85 PIMCO FXVAN PUT USD TRY 41.60000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -3200000 | NC      | $-2649.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-22245.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95          | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $504037.93     | 0.00%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $74786.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.00          | 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      | $79920.64      | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | 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        |    17724692 | PA      | $17943381.22   | 0.12%             | 2053-03-17      | Fixed         | 5.02%                 | 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      | $1091.30       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 01/27 0.375                               | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3689556 | PA      | $3661640.71    | 0.02%             | 2027-01-15      | Fixed         | 0.38%                 | 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        |       53153 | PA      | $54425.34      | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | 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      | $153300.00     | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | 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        |     5022824 | PA      | $4961387.24    | 0.03%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                            | NEW WINDSTREAM PREFERRED STOCK                            | CUSIP: 990AAJEB9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          42 | NS      | $41990.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45            | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    30454000 | PA      | $30978614.92   | 0.20%             | 2027-06-15      | Fixed         | 5.45%                 | 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      | $516467.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 01/29 5.125              | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $344250.00     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-227021.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-9.01         | -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      | $3316723.78    | 0.02%             | 2029-10-16      | Fixed         | 5.09%                 | 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      | $728898.56     | 0.00%             |  |  |  | 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        |     4800000 | PA      | $4849470.58    | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | 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      | $2153.97       | 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        |     5400000 | PA      | $5250089.52    | 0.03%             | 2034-11-15      | Floating      | 5.85%                 | 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        |     2119026 | PA      | $2109732.12    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $9019.32       | 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        |     5086037 | PA      | $5142592.91    | 0.03%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                          | COUNTRY GARDEN HLDGS SR SECURED REGS 10/25 3.125          | CUSIP: ACI1S6K23<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $171985.92     | 0.00%             | 2025-10-22      | Fixed         | 3.12%                 | 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      | $627000.00     | 0.00%             | 2027-04-05      | Floating      | 12.64%                | 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        |    18631439 | PA      | $18289623.26   | 0.12%             | 2047-08-25      | Floating      | 5.01%                 | 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        |     2385541 | PA      | $2417467.69    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $31674.98      | 0.00%             |  |  |  | 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      | $16257559.27   | 0.11%             | 2028-11-15      | Floating      | 5.64%                 | 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      | $9526901.21    | 0.06%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | 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        |     4922871 | PA      | $3388601.91    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | 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        |     3460453 | PA      | $3475696.05    | 0.02%             | 2028-03-15      | Fixed         | 5.66%                 | 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      | $50973.03      | 0.00%             |  |  |  | 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      | $137655.01     | 0.00%             |  |  |  | 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        |     1707578 | PA      | $1693383.36    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1508681.70   | -0.01%            |  |  |  | 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      | $1355575.00    | 0.01%             | 2032-06-07      | Floating      | 10.00%                | 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        |     1939177 | PA      | $1966135.21    | 0.01%             | 2055-02-16      | Fixed         | 5.95%                 | 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        |      528322 | PA      | $516932.01     | 0.00%             | 2037-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $16294.84      | 0.00%             |  |  |  | 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        |     6009122 | PA      | $4673978.06    | 0.03%             | 2036-10-20      | Floating      | 4.63%                 | 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        |     7830168 | PA      | $3699857.92    | 0.02%             | 2036-06-25      | Floating      | 4.57%                 | 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        |      702273 | PA      | $700242.33     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | 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      | $147219461.31  | 0.97%             | 2054-05-15      | Fixed         | 4.62%                 | 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        |      984792 | PA      | $884064.51     | 0.01%             | 2035-12-25      | Floating      | 4.95%                 | 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      | $432060.00     | 0.00%             | 2031-02-26      | Floating      | 15.62%                | 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        |     2912052 | PA      | $2423616.11    | 0.02%             | 2037-06-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-56696.65     | -0.00%            |  |  |  | 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        |   317000000 | PA      | $1867896.00    | 0.01%             | 2055-03-20      | Fixed         | 2.40%                 | 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        |   170000476 | PA      | $144669109.83  | 0.95%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 1.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0126A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3650000 | PA      | $-2803594.60   | -0.02%            | 2055-10-14      | Fixed         | 1.50%                 | 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      | $38410114.49   | 0.25%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-17359.96     | -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        |     7421898 | PA      | $1717151.87    | 0.01%             | 2037-06-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $359.03        | 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      | $12203080.06   | 0.08%             | 2026-08-10      | Fixed         | 2.70%                 | 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      | $779367.60     | 0.01%             |  |  |  | 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        |      577312 | PA      | $508701.55     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | 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      | $-129604.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/40 9             | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    55000000 | PA      | $2916369.43    | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | 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        |     2069874 | PA      | $2091598.92    | 0.01%             | 2069-07-25      | Variable      | 5.80%                 | 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      | $5826667.00    | 0.04%             | 2040-10-05      | Fixed         | 7.24%                 | 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        |    12417076 | PA      | $11422334.11   | 0.08%             | 2037-11-25      | Variable      | 4.25%                 | 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      | $9429667.25    | 0.06%             | 2036-12-15      | Fixed         | 2.72%                 | 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        |      344608 | PA      | $316883.78     | 0.00%             | 2037-08-25      | Floating      | 4.56%                 | No            |                  2 | 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      | $833000.00     | 0.01%             | 2032-06-07      | Floating      | 11.07%                | 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        |       11323 | PA      | $11088.77      | 0.00%             | 2033-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.15 SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-41381.79     | -0.00%            |  |  |  | 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        |    41810731 | PA      | $38034214.27   | 0.25%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 03/32 5.75                 | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1982511.81    | 0.01%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $17376.09      | 0.00%             |  |  |  | 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      | $20390183.47   | 0.13%             | 2031-05-29      | Fixed         | 7.75%                 | 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        |     2240211 | PA      | $1972057.03    | 0.01%             | 2052-05-01      | 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      | $-873702.68    | -0.01%            |  |  |  | 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        |     1308537 | PA      | $1087707.63    | 0.01%             | 2036-11-26      | Variable      | 4.36%                 | No            |                  2 | 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        |     3092325 | PA      | $0.03          | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-40963.83     | -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      | $5417196.78    | 0.04%             | 2057-09-25      | Variable      | 3.95%                 | 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      | $2232.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $38795.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY36 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $993232.73     | 0.01%             |  |  |  | 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        |       45341 | PA      | $39630.87      | 0.00%             | 2036-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-115.27       | -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      | $-14269288.28  | -0.09%            |  |  |  | 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      | $14161659.54   | 0.09%             | 2039-08-12      | Fixed         | 7.60%                 | 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      | $7421337.16    | 0.05%             | 2030-05-08      | Floating      | 4.45%                 | 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      | $-173324.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5           | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   246200000 | PA      | $13135703.76   | 0.09%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $21173.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  1121650000 | PA      | $1111766468.86 | 7.32%             | 2055-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $3698191.26    | 0.02%             |  |  |  | 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      | $10417127.04   | 0.07%             | 2039-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2024-1A                                               | BOFA AUTO TRUST BAAT 2024 1A A2 144A                      | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      318180 | PA      | $318365.99     | 0.00%             | 2026-12-15      | Fixed         | 5.57%                 | 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      | $-1090985.23   | -0.01%            |  |  |  | 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        |     2192384 | PA      | $2208534.52    | 0.01%             | 2028-10-20      | Fixed         | 5.47%                 | 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      | $8739150.00    | 0.06%             | 2037-01-20      | Floating      | 6.23%                 | 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        |       89668 | PA      | $85796.01      | 0.00%             | 2035-04-25      | Floating      | 4.54%                 | 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        |      110836 | PA      | $103125.23     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-8                                                    | GSAA HOME EQUITY TRUST GSAA 2007 8 A3                     | CUSIP: 38144RAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13585 | PA      | $13456.83      | 0.00%             | 2037-08-25      | Floating      | 5.17%                 | 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      | $122466.75     | 0.00%             |  |  |  | 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        |    31945156 | PA      | $32274045.37   | 0.21%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                         | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                   | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     3220653 | PA      | $2822096.95    | 0.02%             | 2029-05-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                     | ALIMENTATION COUCHE TARD INC 10/25 ZCP                    | CUSIP: 01626UX26<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     6500000 | PA      | $6498450.40    | 0.04%             | 2025-10-02      | 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        |      474281 | PA      | $439690.76     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | 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        |     3244538 | PA      | $874906.18     | 0.01%             | 2036-11-25      | Floating      | 4.61%                 | 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      | $-1132573.03   | -0.01%            |  |  |  | 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      | $1497243.87    | 0.01%             |  |  |  | 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      | $34199017.12   | 0.23%             | 2029-03-01      | Fixed         | 8.50%                 | 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      | $354640.11     | 0.00%             |  |  |  | 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        |    11670302 | PA      | $9487639.22    | 0.06%             | 2036-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-40796.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-25762.49     | -0.00%            |  |  |  | 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        |     6664155 | PA      | $6761518.59    | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | 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      | $-143884.11    | -0.00%            |  |  |  | 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      | $-168918.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                               | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A          | CUSIP: 30336CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1884353 | PA      | $1889031.39    | 0.01%             | 2027-11-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                         | SOFTBANK VISION FUND II FIXED TERM LOAN                   | CUSIP: 944YFGII6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    20032016 | PA      | $20032016.33   | 0.13%             | 2025-12-21      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FORD CREDIT CANADA CO/CANADA                                                     | FORD CREDIT CANADA CO COMPANY GUAR 02/26 7                | CUSIP: 34527ACL2<br>LEI: 2549003B8W74KJLQJA63 | Long             | DBT              | CORP              | CA        |     9800000 | PA      | $7133096.92    | 0.05%             | 2026-02-10      | Fixed         | 7.00%                 | Yes           |                  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        |      502679 | PA      | $503093.11     | 0.00%             | 2027-09-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE 144A 01/27 VAR                           | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    29000000 | PA      | $29143051.78   | 0.19%             | 2027-01-12      | Floating      | 6.45%                 | 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      | $3061923.35    | 0.02%             | 2028-03-13      | Floating      | 4.04%                 | 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      | $468000.00     | 0.00%             | 2060-12-31      | None          | 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      | $12431225.62   | 0.08%             | 2028-03-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7343.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-217932.47    | -0.00%            |  |  |  | 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        |        6231 | PA      | $6365.48       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  DEC25 XEUR 20251208                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -1773 | NC      | $-882451.39    | -0.01%            |  |  |  | No            |                  1 | 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        |       53450 | PA      | $37298.58      | 0.00%             | 2035-11-25      | Floating      | 4.78%                 | 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        |      357107 | PA      | $355172.06     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |      117929 | PA      | $115340.74     | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                       | CARVANA CO SR SECURED 144A 06/31 9                        | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    19452957 | PA      | $22039577.79   | 0.15%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-8                                                    | SEQUOIA MORTGAGE TRUST SEMT 2004 8 B1                     | CUSIP: 81744FDP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.88          | 0.00%             | 2034-09-20      | Floating      | 5.03%                 | 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      | $2048976.70    | 0.01%             | 2031-01-08      | Floating      | 10.96%                | 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        |     8576095 | PA      | $8170917.22    | 0.05%             | 2047-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755         | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    20277000 | PA      | $20016035.01   | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | 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        |     1000001 | PA      | $1054233.08    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | 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        |     8518898 | PA      | $8537768.06    | 0.06%             | 2028-05-15      | Fixed         | 4.76%                 | 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        |     5834936 | PA      | $5834935.60    | 0.04%             | 2029-12-23      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.00          | 0.00%             |  |  |  | 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      | $376941.84     | 0.00%             |  |  |  | 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        |      135676 | PA      | $135221.00     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $230187.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1265.59       | 0.00%             |  |  |  | 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      | $885947.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-7942.92      | -0.00%            |  |  |  | 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      | $262663.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $55669.52      | 0.00%             |  |  |  | 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      | $139847.17     | 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      | $67855.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-622529.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                                       | LCM LTD PARTNERSHIP LCM 31A AR 144A                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2503274.90    | 0.02%             | 2034-07-20      | Floating      | 5.61%                 | 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        |       15815 | PA      | $13926.87      | 0.00%             | 2036-01-25      | Floating      | 4.83%                 | No            |                  2 | 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        |     2367201 | PA      | $2393823.56    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |     2360050 | PA      | $2387504.71    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3             | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      479000 | PA      | $384817.56     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-3A                                                   | CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A              | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2904208 | PA      | $2910818.47    | 0.02%             | 2027-09-27      | Fixed         | 5.53%                 | 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        |      102333 | PA      | $62054.59      | 0.00%             | 2036-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP BOA                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $23356.62      | 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        |      657544 | PA      | $680356.29     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | 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        |     1648711 | PA      | $1669784.81    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | 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        |    26823497 | PA      | $27149540.41   | 0.18%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 01/33 4.375         | CUSIP: ACI2C9PD3<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $165572.07     | 0.00%             | 2033-01-18      | Fixed         | 4.38%                 | 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        |      683790 | PA      | $679539.03     | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | 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        |      901473 | PA      | $907753.11     | 0.01%             | 2065-01-25      | Fixed         | 5.54%                 | 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      | $7489.65       | 0.00%             | 2049-02-15      | Fixed         | 3.00%                 | 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      | $-284751.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1978.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP                  | CUSIP: 40460JX77<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6493553.95    | 0.04%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-8235.95      | -0.00%            |  |  |  | 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      | $4103880.00    | 0.03%             | 2042-02-10      | Fixed         | 3.36%                 | 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        |     1657016 | PA      | $1356501.49    | 0.01%             | 2046-09-25      | Floating      | 4.68%                 | 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      | $17890717.65   | 0.12%             | 2036-10-15      | Floating      | 6.92%                 | 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        |    28613212 | PA      | $28635106.98   | 0.19%             | 2027-08-16      | Fixed         | 4.36%                 | 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      | $5063143.60    | 0.03%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | 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        |     1832180 | PA      | $1856688.92    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP DISC COML PAPER 10/25 ZCP                        | CUSIP: 00809GX77<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $16485626.85   | 0.11%             | 2025-10-07      | 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        |     4197935 | PA      | $3578246.31    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | 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      | $567079.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 08/34 4                            | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    28986765 | PA      | $1516172.32    | 0.01%             | 2034-08-24      | Fixed         | 4.00%                 | 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      | $112012.65     | 0.00%             | 2026-05-20      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-65051.75     | -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      | $3889810.00    | 0.03%             | 2032-03-13      | Floating      | 10.86%                | 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        |     1290965 | PA      | $1241193.09    | 0.01%             | 2048-08-01      | 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      | $320860.59     | 0.00%             |  |  |  | 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        |      300218 | PA      | $311299.35     | 0.00%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1877.83       | 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        |    23900000 | PA      | $23960827.89   | 0.16%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-0.02         | 0.00%             |  |  |  | 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        |    10301935 | PA      | $9704160.38    | 0.06%             | 2063-01-25      | Variable      | 3.69%                 | 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        |     1697877 | PA      | $1525238.24    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL3 LLC                                                               | PRP ADVISORS, LLC PRPM 2024 RPL3 A1 144A                  | CUSIP: 69381LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5426220 | PA      | $5310073.17    | 0.03%             | 2054-11-25      | Fixed         | 4.00%                 | 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        |     2664794 | PA      | $2670771.61    | 0.02%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $1723.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A      | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      831125 | PA      | $831869.19     | 0.01%             | 2027-08-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7026.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 335339 FN 02/26 FIXED 6.5                       | CUSIP: 31375HPY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          47 | PA      | $48.13         | 0.00%             | 2026-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $50435.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 25-3A                                          | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A1 144A       | CUSIP: 36272GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2564929 | PA      | $2565690.46    | 0.02%             | 2026-06-15      | Fixed         | 4.56%                 | 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        |       88417 | PA      | $48756.14      | 0.00%             | 2036-05-25      | Floating      | 4.24%                 | 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        |     4707278 | PA      | $4550570.58    | 0.03%             | 2035-12-25      | Floating      | 4.92%                 | 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      | $307456.81     | 0.00%             |  |  |  | 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        |    11619073 | PA      | $10462870.03   | 0.07%             | 2040-10-01      | Fixed         | 2.50%                 | 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        |      961109 | PA      | $953165.20     | 0.01%             | 2030-10-01      | Fixed         | 3.00%                 | 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        |    39365595 | PA      | $39151691.80   | 0.26%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-853.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $26663.18      | 0.00%             |  |  |  | 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      | $676000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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        |    14682710 | PA      | $12512230.40   | 0.08%             | 2050-09-01      | Fixed         | 2.50%                 | 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        |   201879067 | PA      | $204895437.02  | 1.35%             | 2034-07-15      | Fixed         | 1.88%                 | 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        |    15703525 | PA      | $13822830.53   | 0.09%             | 2052-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-14854.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $65144.34      | 0.00%             |  |  |  | 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      | $415420.00     | 0.00%             | 2032-03-13      | Floating      | 12.21%                | No            |                  2 | 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      | $748181.69     | 0.00%             | 2034-12-15      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC 2023 REVOLVER                            | CUSIP: 953PAWII3<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      253759 | PA      | $255450.71     | 0.00%             | 2029-09-13      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS (GROUP) CO LTD                                                     | CIFI HOLDINGS GROUP COMPANY GUAR REGS 04/27 4.375         | CUSIP: ACI1TXLK2<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $28125.00      | 0.00%             | 2027-04-12      | Fixed         | 4.38%                 | 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        |      352970 | PA      | $334420.26     | 0.00%             | 2051-07-01      | Fixed         | 4.00%                 | 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        |       96966 | PA      | $85582.11      | 0.00%             | 2046-12-25      | Floating      | 3.95%                 | 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      | $98853.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                                               | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A          | CUSIP: 92541AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7127082 | PA      | $7192502.62    | 0.05%             | 2065-05-25      | Fixed         | 5.40%                 | 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        |      948443 | PA      | $935568.13     | 0.01%             | 2047-12-26      | Fixed         | 4.13%                 | 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        |     6917518 | PA      | $6956889.30    | 0.05%             | 2055-06-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ CAPITAL SA                                                  | GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 03/26 2.5      | CUSIP: ACI11J6Q7<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |    16200000 | PA      | $16166677.62   | 0.11%             | 2026-03-21      | Fixed         | 2.50%                 | 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      | $1142651.97    | 0.01%             | 2031-05-28      | Fixed         | 5.16%                 | 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        |      760828 | PA      | $757294.91     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |     1357790 | PA      | $1366848.78    | 0.01%             | 2031-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-532698.62    | -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        |      944810 | PA      | $471336.35     | 0.00%             | 2054-11-25      | Fixed         | 0.00%                 | No            |                  3 | 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      | $-429215.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $792175.15     | 0.01%             |  |  |  | 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        |     6588873 | PA      | $5976367.11    | 0.04%             | 2047-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 LLC                                                               | PRP ADVISORS, LLC PRPM 2024 RCF2 A1 144A                  | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      789306 | PA      | $773759.21     | 0.01%             | 2054-03-25      | Fixed         | 3.75%                 | 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      | $-792572.58    | -0.01%            |  |  |  | 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        |      110579 | PA      | $101319.75     | 0.00%             | 2036-07-25      | Floating      | 4.65%                 | 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      | $26278.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875      | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1803479.70    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-57846.38     | -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        |     4700000 | PA      | $4769382.01    | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG43 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $13850.94      | 0.00%             |  |  |  | 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      | $16496441.84   | 0.11%             | 2029-12-17      | Fixed         | 4.43%                 | 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      | $591.70        | 0.00%             |  |  |  | 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        |      868103 | PA      | $765204.61     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM43 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-12171.24     | -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        |    32552682 | PA      | $33680707.46   | 0.22%             | 2054-02-01      | Fixed         | 6.50%                 | 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      | $2340688.72    | 0.02%             | 2031-01-07      | Floating      | 10.45%                | 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        |       82313 | PA      | $77835.55      | 0.00%             | 2037-08-25      | Floating      | 4.45%                 | 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        |      368609 | PA      | $351862.39     | 0.00%             | 2036-08-25      | Floating      | 6.00%                 | 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      | $408820.00     | 0.00%             | 2032-03-13      | Floating      | 10.71%                | 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        |    13138113 | PA      | $12858837.28   | 0.08%             | 2055-02-16      | Fixed         | 3.94%                 | 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        |    13000000 | PA      | $13181686.70   | 0.09%             | 2029-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $32126.05      | 0.00%             |  |  |  | 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        |      808646 | PA      | $804640.06     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |     1108840 | PA      | $949129.85     | 0.01%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-3322.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-140331.29    | -0.00%            |  |  |  | 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        |      143623 | PA      | $138093.05     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | 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        |      392272 | PA      | $362606.40     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | 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        |    19800000 | PA      | $19872309.60   | 0.13%             | 2028-06-15      | Fixed         | 4.51%                 | 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        |     1550103 | PA      | $1541705.45    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | 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        |      300000 | PA      | $297361.28     | 0.00%             | 2028-03-24      | Floating      | 3.53%                 | 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        |     1177335 | PA      | $1180674.14    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-56034.48     | -0.00%            |  |  |  | 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        |      849927 | PA      | $860915.47     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | 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        |      126759 | PA      | $121801.23     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | 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        |    11000000 | PA      | $11003538.70   | 0.07%             | 2029-02-12      | Fixed         | 4.07%                 | 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        |    33400000 | PA      | $33504318.22   | 0.22%             | 2028-02-22      | Fixed         | 4.56%                 | 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      | $49938771.12   | 0.33%             | 2029-12-15      | Fixed         | 4.62%                 | 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        |      731379 | PA      | $687973.53     | 0.00%             | 2037-03-25      | Floating      | 4.79%                 | 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        |     3200000 | PA      | $3205776.64    | 0.02%             | 2028-02-15      | Fixed         | 4.73%                 | 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        |     3387165 | PA      | $3275610.78    | 0.02%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3             | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20076000 | PA      | $19652876.02   | 0.13%             | 2027-12-01      | Fixed         | 3.30%                 | 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        |    17753650 | PA      | $5497433.69    | 0.04%             | 2036-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-57135.65     | -0.00%            |  |  |  | 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        |      362758 | PA      | $360492.93     | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | 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      | $7063865.87    | 0.05%             | 2036-09-15      | Floating      | 7.11%                 | 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      | $5798063.64    | 0.04%             | 2030-03-11      | Fixed         | 5.08%                 | 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        |     2560108 | PA      | $2503928.33    | 0.02%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251027                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $185913.19     | 0.00%             |  |  |  | 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      | $-2175785.24   | -0.01%            |  |  |  | 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      | $1047684.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S DANSKE BANK A/S                           | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4500000 | PA      | $4578170.18    | 0.03%             | 2028-03-01      | Floating      | 5.43%                 | 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        |     8427480 | PA      | $8189738.33    | 0.05%             | 2037-04-25      | Floating      | 4.46%                 | 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      | $262500.00     | 0.00%             | 2034-04-28      | Fixed         | 8.62%                 | 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      | $40594.40      | 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        |        3310 | PA      | $3298.67       | 0.00%             | 2042-09-25      | Floating      | 4.82%                 | No            |                  2 | 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        |      305498 | PA      | $309052.20     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $15713.25      | 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        |     5892056 | PA      | $5932916.11    | 0.04%             | 2060-06-25      | Fixed         | 4.89%                 | 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        |       84945 | PA      | $79205.94      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | 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      | $1451891.14    | 0.01%             |  |  |  | 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        |      454992 | PA      | $468860.04     | 0.00%             | 2045-12-20      | Floating      | 4.62%                 | 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        |       13838 | PA      | $13307.75      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | 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        |      842646 | PA      | $578064.37     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 02/34 3.75                      | CUSIP: ACI23CJP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6330000 | PA      | $6487389.40    | 0.04%             | 2034-02-07      | Fixed         | 3.75%                 | 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      | $66916.10      | 0.00%             | 2034-12-25      | Floating      | 6.37%                 | 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      | $-333845.96    | -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      | $-899899.69    | -0.01%            |  |  |  | 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      | $15454884.74   | 0.10%             | 2038-09-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 18565943000 | PA      | $10932454.93   | 0.07%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $57.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-44569.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                               | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      304000 | PA      | $303487.13     | 0.00%             | 2025-10-16      | None          | 0.00%                 | 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        |     3014714 | PA      | $3053396.95    | 0.02%             | 2060-01-25      | Fixed         | 5.73%                 | 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        |      682215 | PA      | $678485.05     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | 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      | $3281055.03    | 0.02%             | 2032-04-15      | Floating      | 5.19%                 | 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      | $-502382.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A2 144A     | CUSIP: 36263PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12636000 | PA      | $11624432.60   | 0.08%             | 2061-01-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-366503.95    | -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        |     1235050 | PA      | $1227850.65    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | 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        |      408913 | PA      | $407363.15     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |    31877152 | PA      | $31877151.92   | 0.21%             | 2039-05-22      | Fixed         | 6.23%                 | 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        |     1017000 | PA      | $1032573.63    | 0.01%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA BANCO SANTANDER SA                     | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9200000 | PA      | $9426744.67    | 0.06%             | 2027-11-07      | Floating      | 6.53%                 | 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      | $960.57        | 0.00%             |  |  |  | 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        |     9631678 | PA      | $8607665.92    | 0.06%             | 2052-03-20      | Fixed         | 3.00%                 | 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        |     5708713 | PA      | $5594908.47    | 0.04%             | 2036-12-25      | Floating      | 4.86%                 | 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        |    20700000 | PA      | $20144942.54   | 0.13%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-59466.96     | -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        |      143276 | PA      | $130032.06     | 0.00%             | 2046-09-25      | Floating      | 4.65%                 | 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      | $-620282.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $398680.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                           | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                    | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |     6605759 | PA      | $6463833.81    | 0.04%             | 2027-05-13      | Floating      | 11.00%                | 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      | $20187277.13   | 0.13%             | 2035-07-09      | Variable      | 4.12%                 | 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      | $11789944.44   | 0.08%             | 2027-12-22      | Floating      | 6.33%                 | 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      | $7862651.16    | 0.05%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STWD 2021-HTS MORTGAGE TRUST 2021-HTS                                            | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A       | CUSIP: 78486DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9962825.00    | 0.07%             | 2034-04-15      | Floating      | 6.67%                 | 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        |     4246364 | PA      | $4293537.81    | 0.03%             | 2064-02-25      | Variable      | 6.12%                 | 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        |       41523 | PA      | $38464.10      | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | 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      | $627855.37     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | 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        |     2340243 | PA      | $2362531.38    | 0.02%             | 2028-10-16      | Fixed         | 6.44%                 | 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      | $5026597.68    | 0.03%             | 2055-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $38026.10      | 0.00%             |  |  |  | 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      | $7153892.46    | 0.05%             | 2036-04-25      | Floating      | 4.75%                 | 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      | $-489682.15    | -0.00%            |  |  |  | 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      | $-10975.12     | -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        |       81967 | PA      | $78602.91      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2289.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $59003.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-20385.15     | -0.00%            |  |  |  | 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        |      825148 | PA      | $838059.88     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | 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      | $18207768.10   | 0.12%             | 2027-10-18      | Floating      | 6.56%                 | 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        |     1766186 | PA      | $1590158.87    | 0.01%             | 2047-03-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9900000 | PA      | $9603912.98    | 0.06%             | 2055-10-14      | Fixed         | 4.50%                 | 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      | $69633.63      | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRAZIL LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $303995.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-22808.41     | -0.00%            |  |  |  | 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        |     1019508 | PA      | $902507.86     | 0.01%             | 2036-07-25      | Floating      | 4.81%                 | 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        |     3488017 | PA      | $3350488.23    | 0.02%             | 2064-06-25      | Fixed         | 4.08%                 | 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        |     1791254 | PA      | $1722285.95    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1700000 | PA      | $1478891.80    | 0.01%             | 2029-10-15      | Fixed         | 5.50%                 | 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        |     2031074 | PA      | $597333.65     | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    99000000 | PA      | $102448071.99  | 0.67%             | 2054-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-222.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM40 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-34780.55     | -0.00%            |  |  |  | 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      | $3810598.19    | 0.03%             | 2061-01-25      | Fixed         | 4.25%                 | 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      | $33344.72      | 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        |    19700000 | PA      | $20286853.94   | 0.13%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-10115.35     | -0.00%            |  |  |  | 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        |       51159 | PA      | $51304.22      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | 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      | $6041257.24    | 0.04%             | 2038-01-09      | Variable      | 5.00%                 | 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        |    10200000 | PA      | $10333593.48   | 0.07%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | 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        |     2688506 | PA      | $2691316.86    | 0.02%             | 2028-06-12      | Fixed         | 4.50%                 | 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        |     1364560 | PA      | $1358469.05    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | 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        |    14242714 | PA      | $14303155.36   | 0.09%             | 2032-08-18      | Fixed         | 4.93%                 | 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        |      384960 | PA      | $365201.81     | 0.00%             | 2031-07-15      | Fixed         | 3.30%                 | 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      | $-1079464.76   | -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      | $5179947.36    | 0.03%             |  |  |  | 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      | $6419886.61    | 0.04%             | 2054-11-25      | Fixed         | 5.35%                 | 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      | $6238137.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-5162.23      | -0.00%            |  |  |  | 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      | $-518963.56    | -0.00%            |  |  |  | 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        |     1021633 | PA      | $1007049.34    | 0.01%             | 2036-05-25      | Floating      | 4.77%                 | 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        |     1011227 | PA      | $1006270.75    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | 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      | $15247519.58   | 0.10%             | 2038-10-15      | Floating      | 3.25%                 | 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        |     5032527 | PA      | $4682411.70    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | 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      | $2496771.15    | 0.02%             | 2036-01-25      | Floating      | 5.23%                 | 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        |     6810582 | PA      | $4973015.87    | 0.03%             | 2037-01-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                     | SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A                | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2025879 | PA      | $2026864.86    | 0.01%             | 2026-11-20      | Fixed         | 4.94%                 | 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      | $5838887.78    | 0.04%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-430671.17    | -0.00%            |  |  |  | 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        |     2761430 | PA      | $2764635.02    | 0.02%             | 2069-08-26      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2025 2A A2             | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3901148 | PA      | $3903503.78    | 0.03%             | 2027-06-15      | Fixed         | 4.78%                 | 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        |    25479560 | PA      | $26068128.10   | 0.17%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1471974.04   | -0.01%            |  |  |  | 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      | $3078804.30    | 0.02%             | 2029-07-10      | Fixed         | 5.71%                 | 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        |     9508747 | PA      | $8204046.97    | 0.05%             | 2037-10-25      | Floating      | 6.29%                 | 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      | $230497.05     | 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      | $9885.37       | 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        |      603883 | PA      | $535582.87     | 0.00%             | 2036-09-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1246.70       | 0.00%             |  |  |  | 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        |       58433 | PA      | $58251.54      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A      | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1224041 | PA      | $1228443.86    | 0.01%             | 2027-12-10      | Fixed         | 5.98%                 | 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        |    11936687 | PA      | $11388742.49   | 0.08%             | 2047-08-25      | Floating      | 4.69%                 | 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        |      575000 | PA      | $586474.13     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A           | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    52704751 | PA      | $52745728.64   | 0.35%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      891941 | PA      | $647549.02     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-66817.10     | -0.00%            |  |  |  | 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      | $125212.46     | 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        |    37973330 | PA      | $26126194.31   | 0.17%             | 2037-06-25      | Floating      | 4.47%                 | 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      | $448840.00     | 0.00%             | 2027-06-06      | Floating      | 29.46%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $30520.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A1 144A      | CUSIP: 96041KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24030363 | PA      | $24038826.25   | 0.16%             | 2026-07-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $332.87        | 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      | $19201.15      | 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        |        6709 | PA      | $6814.66       | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | 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      | $-227439.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                       | AMETEK INC 11/25 ZCP                                      | CUSIP: 03111BYL3<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    15700000 | PA      | $15605005.58   | 0.10%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED REGS 09/28 3.201             | CUSIP: ACI1RDJR6<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     7000000 | PA      | $8093962.03    | 0.05%             | 2028-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H0406B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36306000 | PA      | $34135486.09   | 0.22%             | 2055-11-20      | Fixed         | 4.00%                 | 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      | $8175877.74    | 0.05%             |  |  |  | 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      | $4471482.59    | 0.03%             |  |  |  | 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      | $147810.85     | 0.00%             |  |  |  | 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      | $-86048.29     | -0.00%            |  |  |  | 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        |     4588665 | PA      | $4364387.33    | 0.03%             | 2046-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $15822.23      | 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        |     1994976 | PA      | $361823.84     | 0.00%             | 2036-10-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-38682.27     | -0.00%            |  |  |  | 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      | $1898815.00    | 0.01%             | 2031-05-27      | Floating      | 21.90%                | 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        |     1500000 | PA      | $1460945.85    | 0.01%             | 2036-02-25      | Floating      | 4.90%                 | 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      | $-83452.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-54.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XVI LTD 2022-1A                                                | MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A                   | CUSIP: 62432UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    10300000 | PA      | $10317316.46   | 0.07%             | 2034-04-15      | Floating      | 5.78%                 | 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      | $81389967.15   | 0.54%             |  |  |  | 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      | $3114445.41    | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $12503.50      | 0.00%             |  |  |  | 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      | $1067199.21    | 0.01%             |  |  |  | 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        |     6016819 | PA      | $5779680.73    | 0.04%             | 2036-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA UNSECURED 144A 04/33 2                            | CUSIP: ACI1X0BQ7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5000000 | PA      | $4611494.90    | 0.03%             | 2033-04-14      | Fixed         | 2.00%                 | 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        |      443940 | PA      | $444846.45     | 0.00%             | 2066-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $61002.37      | 0.00%             |  |  |  | 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      | $301230.00     | 0.00%             | 2030-01-08      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 07/36 4.375         | CUSIP: B839Q3II7<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $469389.68     | 0.00%             | 2036-07-03      | Fixed         | 4.38%                 | 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        |      190149 | PA      | $187235.81     | 0.00%             | 2035-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT DEC25 XCBT 20251219                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -70 | NC      | $-78299.76     | -0.00%            |  |  |  | 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        |     7694913 | PA      | $7804651.55    | 0.05%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1974.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1                                  | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2B           | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2517226 | PA      | $2518100.70    | 0.02%             | 2028-02-18      | Floating      | 4.99%                 | 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        |     1083006 | PA      | $1096636.37    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | 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      | $-276158.55    | -0.00%            |  |  |  | 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        |     3341688 | PA      | $3456400.26    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $115.05        | 0.00%             |  |  |  | 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      | $-40181.70     | -0.00%            |  |  |  | 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      | $29026151.42   | 0.19%             | 2029-12-18      | Floating      | 7.54%                 | No            |                  3 | 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      | $316993.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6 JUMBOS                                | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   180000000 | PA      | $183090567.60  | 1.21%             | 2054-10-15      | Fixed         | 6.00%                 | 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      | $78000.00      | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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      | $356390.03     | 0.00%             |  |  |  | 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      | $14917940.40   | 0.10%             | 2028-04-01      | Fixed         | 4.25%                 | 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      | $2455601.76    | 0.02%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $13445.41      | 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        |       48743 | PA      | $50530.57      | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | 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      | $189094.50     | 0.00%             | 2036-12-15      | Floating      | 6.51%                 | 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      | $3129089.16    | 0.02%             | 2029-08-10      | Fixed         | 4.91%                 | 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      | $6538940.61    | 0.04%             | 2030-01-27      | Floating      | 5.08%                 | 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        |    14491076 | PA      | $14263185.12   | 0.09%             | 2028-11-01      | Fixed         | 3.38%                 | 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      | $112245.71     | 0.00%             |  |  |  | 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        |     1994195 | PA      | $1412394.07    | 0.01%             | 2035-02-25      | Fixed         | 6.00%                 | 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      | $37891744.31   | 0.25%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM3 TRUST                                                             | PRP ADVISORS, LLC PRPM 2023 NQM3 A1 144A                  | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1188397 | PA      | $1201066.46    | 0.01%             | 2068-11-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $69685.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $56815.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-949.73       | -0.00%            |  |  |  | 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      | $-136607.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $274.78        | 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        |     9905156 | PA      | $9960283.97    | 0.07%             | 2055-09-25      | Fixed         | 5.56%                 | 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        |     3053747 | PA      | $3095895.25    | 0.02%             | 2063-04-25      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-9202.38      | -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      | $77478.54      | 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        |      179234 | PA      | $178614.17     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | 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      | $957972.90     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | 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        |     2075482 | PA      | $2008409.75    | 0.01%             | 2035-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY37 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $116802.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-37407.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2879.28      | -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        |    12016079 | PA      | $12383486.72   | 0.08%             | 2052-06-17      | Fixed         | 5.50%                 | 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      | $-1636307.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $38129.54      | 0.00%             |  |  |  | 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      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY WELLS FARGO + COMPANY               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1228190.71    | 0.01%             | 2028-04-22      | Floating      | 5.71%                 | 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        |       38484 | PA      | $36972.15      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST                                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4618021 | PA      | $4642401.39    | 0.03%             | 2034-02-27      | Fixed         | 4.80%                 | 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        |         204 | PA      | $210.82        | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | 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        |    31393273 | PA      | $31632382.73   | 0.21%             | 2064-10-25      | Variable      | 4.56%                 | 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        |       53921 | PA      | $15235.69      | 0.00%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-58036.94     | -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        |     1515857 | PA      | $1416387.39    | 0.01%             | 2036-11-25      | Floating      | 4.39%                 | 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      | $714072.42     | 0.00%             |  |  |  | No            |                  1 | 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        |     1214825 | PA      | $1144747.78    | 0.01%             | 2034-06-25      | Floating      | 4.16%                 | 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      | $9647067.97    | 0.06%             |  |  |  | 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        |    10679215 | PA      | $9746687.92    | 0.06%             | 2047-03-25      | Floating      | 4.55%                 | 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        |     4288686 | PA      | $4277027.72    | 0.03%             | 2050-06-01      | Variable      | 6.91%                 | 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      | $2873427.23    | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | 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        |     7182376 | PA      | $7033307.13    | 0.05%             | 2034-08-25      | Floating      | 5.17%                 | 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      | $-83483.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $331076.08     | 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      | $711454.03     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | 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        |     7871432 | PA      | $7884537.49    | 0.05%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS (GROUP) CO LTD                                                     | CIFI HOLDINGS GROUP COMPANY GUAR REGS 08/26 4.45          | CUSIP: ACI1XQPZ5<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $18500.00      | 0.00%             | 2026-08-17      | Fixed         | 4.45%                 | 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        |     4183820 | PA      | $4221000.19    | 0.03%             | 2063-11-25      | Fixed         | 5.93%                 | 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        |     6307479 | PA      | $3735608.77    | 0.02%             | 2050-02-15      | Fixed         | 0.25%                 | 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        |    10450283 | PA      | $11024759.94   | 0.07%             | 2034-08-25      | Floating      | 5.47%                 | 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      | $333330.97     | 0.00%             |  |  |  | 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      | $297490.23     | 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        |    13000000 | PA      | $13767101.79   | 0.09%             | 2032-07-17      | Fixed         | 7.75%                 | 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        |      346046 | PA      | $327404.91     | 0.00%             | 2061-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2013-RR9                                                          | BCAP LLC TRUST BCAP 2013 RR9 4A7 144A                     | CUSIP: 05542WAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3656 | PA      | $3647.69       | 0.00%             | 2037-10-26      | Variable      | 4.27%                 | 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        |      673798 | PA      | $482891.08     | 0.00%             | 2027-12-31      | Fixed         | 5.28%                 | 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      | $-34270.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $34550.94      | 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        |    17400000 | PA      | $17660944.32   | 0.12%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-477697.96    | -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      | $248607.64     | 0.00%             |  |  |  | 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      | $2803640.00    | 0.02%             | 2031-05-13      | Floating      | 15.46%                | 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        |      184759 | PA      | $177530.34     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $156481.07     | 0.00%             |  |  |  | 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        |       38387 | PA      | $38148.76      | 0.00%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2025-INV4                                     | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 INV4 A1          | CUSIP: 26846DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5700000 | PA      | $5709689.43    | 0.04%             | 2070-10-25      | Fixed         | 5.10%                 | 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        |    15900000 | PA      | $16008822.78   | 0.11%             | 2027-11-22      | Fixed         | 5.56%                 | 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        |       83175 | PA      | $77555.54      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $138787.10     | 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      | $709050.00     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | 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      | $2139012.62    | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C                                   | HYUNDAI AUTO LEASE SECURITIZAT HALST 2023 C A3 144A       | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5929695 | PA      | $5945546.55    | 0.04%             | 2026-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $25229.45      | 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        |     2947658 | PA      | $2850233.98    | 0.02%             | 2037-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                  | CUSIP: 73110JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1500000 | PA      | $1555500.00    | 0.01%             | 2028-01-07      | Floating      | 14.43%                | 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      | $-149772.55    | -0.00%            |  |  |  | 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        |     1056797 | PA      | $1095938.37    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM42 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-85106.48     | -0.00%            |  |  |  | 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        |       47801 | PA      | $47454.40      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2         | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1969367.40    | 0.01%             | 2026-03-09      | Fixed         | 2.00%                 | 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      | $126710.01     | 0.00%             | 2027-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $14192.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 03/18/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $2109261.04    | 0.01%             |  |  |  | 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      | $9794068.27    | 0.06%             | 2034-06-15      | Fixed         | 4.97%                 | No            |                  3 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAP HLDGS INC 10/25 ZCP                    | CUSIP: 65339MXL5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3391908.34    | 0.02%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-363352.07    | -0.00%            |  |  |  | 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        |      982418 | PA      | $904970.79     | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | 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        |     2302569 | PA      | $2028905.97    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |     2398814 | PA      | $2261212.27    | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | 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        |     3854043 | PA      | $3888640.72    | 0.03%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                       | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                    | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |     2700000 | PA      | $3632735.53    | 0.02%             | 2031-11-28      | Floating      | 9.96%                 | 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      | $29879623.41   | 0.20%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $130081.19     | 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      | $-817928.65    | -0.01%            |  |  |  | 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        |     1628406 | PA      | $1649276.95    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP BOA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7865.55       | 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        |     1299406 | PA      | $1258258.37    | 0.01%             | 2035-11-25      | Floating      | 4.96%                 | 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      | $775838.48     | 0.01%             | 2043-12-15      | Fixed         | 10.10%                | 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      | $14299704.16   | 0.09%             | 2043-10-15      | Floating      | 6.51%                 | 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      | $26133.57      | 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        |     6194167 | PA      | $5636221.13    | 0.04%             | 2036-09-15      | Fixed         | 2.90%                 | 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      | $6915911.51    | 0.05%             | 2036-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -76476423 | PA      | $-78139320.22  | -0.51%            | 2054-10-15      | Fixed         | 6.00%                 | 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        |     6537540 | PA      | $6406364.61    | 0.04%             | 2045-03-23      | Variable      | 6.63%                 | 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      | $3711960.00    | 0.02%             | 2026-12-07      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                                  | VALARIS LTD SECURED 144A 04/30 8.375                      | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      160000 | PA      | $166167.88     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |     5664656 | PA      | $5751099.92    | 0.04%             | 2069-06-25      | Fixed         | 6.39%                 | 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      | $-1401218.46   | -0.01%            |  |  |  | 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        |        9903 | PA      | $9376.33       | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | 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        |       36511 | PA      | $31445.29      | 0.00%             | 2036-05-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH XCP 144A         | CUSIP: 30227FAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  2331350000 | PA      | $2564.49       | 0.00%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-356.14       | -0.00%            |  |  |  | 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        |       72765 | PA      | $67627.60      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | 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      | $-3061962.91   | -0.02%            |  |  |  | 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      | $5817457.77    | 0.04%             | 2050-06-17      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-280741.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $301.47        | 0.00%             |  |  |  | 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      | $4876813.50    | 0.03%             | 2038-05-15      | Floating      | 7.16%                 | 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        |       35376 | PA      | $35284.80      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |     3851425 | PA      | $3390984.10    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 12986800000 | PA      | $7705163.33    | 0.05%             | 2026-06-11      | None          | 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      | $-1184347.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $221564.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/26 2.196                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7543399.38    | 0.05%             | 2026-02-04      | Fixed         | 2.20%                 | 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        |       18182 | PA      | $14943.10      | 0.00%             | 2035-09-20      | Floating      | 5.14%                 | 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        |     4019000 | PA      | $5437933.71    | 0.04%             | 2034-03-27      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $165095.55     | 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      | $414273.96     | 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        |    11123474 | PA      | $10006767.98   | 0.07%             | 2064-03-25      | Variable      | 3.25%                 | 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      | $-1431198.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11294000 | PA      | $10621006.58   | 0.07%             | 2055-10-20      | Fixed         | 4.00%                 | 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        |        7656 | PA      | $7613.86       | 0.00%             | 2043-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $29547.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $32551.47      | 0.00%             |  |  |  | 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        |       30039 | PA      | $28880.97      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $48680.76      | 0.00%             |  |  |  | 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      | $316121.30     | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | 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        |        9878 | PA      | $9801.14       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | 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        |       31086 | PA      | $28943.77      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | 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        |      409168 | PA      | $411353.50     | 0.00%             | 2059-06-25      | Fixed         | 5.88%                 | 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        |     8700273 | PA      | $1724820.37    | 0.01%             | 2037-03-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75           | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1217869.38    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | 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      | $1056.22       | 0.00%             |  |  |  | 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        |     4180918 | PA      | $3761793.45    | 0.02%             | 2036-03-25      | Floating      | 4.97%                 | 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      | $1228805.06    | 0.01%             | 2036-06-25      | Variable      | 6.70%                 | 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      | $265793.23     | 0.00%             |  |  |  | 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      | $82765.79      | 0.00%             | 2026-08-19      | Floating      | 48.48%                | 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      | $615120.00     | 0.00%             | 2029-04-09      | Floating      | 6.71%                 | 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      | $505848.96     | 0.00%             | 2033-01-10      | Floating      | 5.66%                 | 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        |      167995 | PA      | $175420.87     | 0.00%             | 2032-01-25      | Variable      | 7.15%                 | 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        |     1003068 | PA      | $450851.17     | 0.00%             | 2036-10-26      | Fixed         | 6.25%                 | 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      | $888243.26     | 0.01%             | 2029-01-23      | Floating      | 3.51%                 | 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        |       77024 | PA      | $66366.85      | 0.00%             | 2037-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7             | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   572900000 | PA      | $31468697.05   | 0.21%             | 2031-02-28      | Fixed         | 7.00%                 | 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        |       92486 | PA      | $84871.24      | 0.00%             | 2052-04-20      | Fixed         | 3.50%                 | 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        |     4976498 | PA      | $5040654.53    | 0.03%             | 2064-01-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR OCCIDENTAL PETROLEUM COR         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    17800000 | PA      | $18074796.40   | 0.12%             | 2029-08-01      | Fixed         | 5.20%                 | 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      | $-42456.40     | -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        |       99380 | PA      | $91490.09      | 0.00%             | 2037-11-25      | Floating      | 6.16%                 | 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        |       88528 | PA      | $87186.75      | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-34071.53     | -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      | $676302.92     | 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        |     1003618 | PA      | $996991.93     | 0.01%             | 2027-07-15      | Fixed         | 0.38%                 | 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      | $361423.65     | 0.00%             |  |  |  | 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        |       13983 | PA      | $13566.00      | 0.00%             | 2035-11-20      | Floating      | 5.27%                 | 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        |    29825713 | PA      | $28654631.88   | 0.19%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0226B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -95000000 | PA      | $-80066794.20  | -0.53%            | 2055-11-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV1                                               | BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 1 AF1 144A      | CUSIP: 67551WAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3765854 | PA      | $3771801.33    | 0.02%             | 2054-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 11/25 0.00000                               | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      398000 | PA      | $396495.15     | 0.00%             | 2025-11-04      | None          | 0.00%                 | 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      | $-93930.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M1 144A     | CUSIP: 36263PAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8832000 | PA      | $8106097.04    | 0.05%             | 2061-01-25      | Fixed         | 3.50%                 | 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      | $268448.80     | 0.00%             |  |  |  | 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        |      735432 | PA      | $731163.35     | 0.00%             | 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        |      491854 | PA      | $481588.90     | 0.00%             | 2028-03-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP                                                       | PENSKE TRUCK LEASING CO LP / P 10/25 ZCP                  | CUSIP: 70962AX27<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2799330.80    | 0.02%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-1448.80      | -0.00%            |  |  |  | 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        |      999423 | PA      | $994627.08     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |       14238 | PA      | $14010.06      | 0.00%             | 2033-09-25      | Floating      | 6.40%                 | 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        |     4500000 | PA      | $4559063.40    | 0.03%             | 2028-04-20      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-649834.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-164866.15    | -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      | $81590.47      | 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        |     1776951 | PA      | $1801740.67    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |      176076 | PA      | $170769.05     | 0.00%             | 2036-07-25      | Floating      | 4.58%                 | 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        |       77351 | PA      | $68186.18      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | 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      | $90882.50      | 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      | $-13654.64     | -0.00%            |  |  |  | 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      | $17312593.33   | 0.11%             | 2036-07-20      | Floating      | 3.26%                 | 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      | $-305417.06    | -0.00%            |  |  |  | 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      | $3310058.90    | 0.02%             | 2050-06-17      | Fixed         | 5.81%                 | No            |                  3 | 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        |      473446 | PA      | $469772.59     | 0.00%             | 2046-10-25      | Variable      | 4.22%                 | 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        |    87889639 | PA      | $91993521.57   | 0.61%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $213144.98     | 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        |     1058525 | PA      | $1058301.27    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |      360391 | PA      | $358483.50     | 0.00%             | 2033-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1277671.90   | -0.01%            |  |  |  | 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        |       94790 | PA      | $94394.04      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 9.89906 08/03/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-317214.47    | -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        |     1255969 | PA      | $1249320.30    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | 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        |      547000 | PA      | $555548.41     | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | 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      | $12304.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-2839.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $226.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   702100000 | PA      | $702100000.05  | 4.62%             |  |  |  | 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        |    29700000 | PA      | $29709037.71   | 0.20%             | 2028-10-16      | Fixed         | 4.29%                 | 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        |        8249 | PA      | $7926.12       | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |     3241350 | PA      | $3288203.71    | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $45548.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750PJ77 PIMCO FXVAN CALL USD TRY 56.90000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BM        |    -3200000 | NC      | $-10924.80     | -0.00%            |  |  |  | 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      | $3566327.10    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $980.86        | 0.00%             |  |  |  | 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      | $-41248.21     | -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        |       40582 | PA      | $38959.00      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | 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        |   279709985 | PA      | $248186641.75  | 1.63%             | 2060-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                              | NATWEST MARKETS PLC SR UNSECURED 144A 03/28 4.789         | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     9400000 | PA      | $9571455.34    | 0.06%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2023 EUR TERM LOAN B14                   | CUSIP: F6628DAP9<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      494949 | PA      | $551073.46     | 0.00%             | 2028-08-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   798632104 | PA      | $804743268.81  | 5.30%             | 2054-11-15      | Fixed         | 5.50%                 | 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        |     3685738 | PA      | $3737099.39    | 0.02%             | 2056-10-16      | Fixed         | 5.09%                 | 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      | $-27192.11     | -0.00%            |  |  |  | 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        |      844131 | PA      | $811235.58     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $8791.22       | 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      | $9057143.88    | 0.06%             | 2031-10-25      | Floating      | 7.99%                 | No            |                  3 | 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        |      114649 | PA      | $106162.59     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | 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        |   164187703 | PA      | $803329.39     | 0.01%             | 2061-01-25      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0143 G2 01/55 FIXED 3.5                    | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60178 | PA      | $54921.63      | 0.00%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $66758.98      | 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        |         122 | PA      | $125.94        | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BV2452 FN 06/52 FIXED 3                         | CUSIP: 3140MFWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7328813 | PA      | $6453441.21    | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | 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      | $2994507.02    | 0.02%             | 2061-01-25      | Fixed         | 5.53%                 | 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        |    41110387 | PA      | $43064791.23   | 0.28%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6 JUMBOS                                | CUSIP: 21H0606B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    97700000 | PA      | $99369858.11   | 0.65%             | 2054-11-15      | Fixed         | 6.00%                 | 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      | $-294005.07    | -0.00%            |  |  |  | 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      | $4822723.31    | 0.03%             | 2037-07-15      | Floating      | 6.84%                 | 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      | $-41617.62     | -0.00%            |  |  |  | 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        |      524166 | PA      | $249518.88     | 0.00%             | 2037-04-25      | Floating      | 4.79%                 | 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      | $252762.50     | 0.00%             | 2033-03-08      | Floating      | 8.96%                 | 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      | $-2870.86      | -0.00%            |  |  |  | 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        |       52424 | PA      | $45948.86      | 0.00%             | 2035-03-25      | Floating      | 4.91%                 | 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      | $-540222.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $70782.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2022-3A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2022 3A C 144A            | CUSIP: 38014QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2656896 | PA      | $2659257.65    | 0.02%             | 2028-06-15      | Fixed         | 5.34%                 | 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        |      414065 | PA      | $364550.12     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |      297158 | PA      | $300344.04     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | 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      | $8014603.08    | 0.05%             | 2046-10-25      | Floating      | 4.75%                 | 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        |      683196 | PA      | $707382.95     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | 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        |       48606 | PA      | $48443.96      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | 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        |    10852311 | PA      | $15542247.42   | 0.10%             | 2034-06-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 562567 FN 02/31 FIXED 6.5                       | CUSIP: 31386F6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          57 | PA      | $58.86         | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-255390.27    | -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      | $-5112523.14   | -0.03%            |  |  |  | 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        |      317595 | PA      | $310621.49     | 0.00%             | 2037-04-25      | Floating      | 4.50%                 | 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      | $62492.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                                        | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25      | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |     2210526 | PA      | $2589631.76    | 0.02%             | 2025-11-12      | Fixed         | 3.25%                 | 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        |     2362616 | PA      | $2366116.18    | 0.02%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1077436.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEW WINDSTREAM WARRANTS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1282 | NC      | $7194.84       | 0.00%             |  |  |  | No            |                  3 | 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      | $3392911.95    | 0.02%             |  |  |  | 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      | $133994.25     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | 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      | $-8098349.94   | -0.05%            |  |  |  | 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      | $27478.40      | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | 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        |     2140335 | PA      | $2218601.41    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                               | BACARDI MARTINI B V                                       | CUSIP: 05634EXG2<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5189367.04    | 0.03%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251215                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $20880.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-962770.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                               | PRP ADVISORS, LLC PRPM 2023 RCF2 A1 144A                  | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850766 | PA      | $841572.66     | 0.01%             | 2053-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $375113.47     | 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        |      740632 | PA      | $739250.87     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | 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        |       75378 | PA      | $75284.41      | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $510879.64     | 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      | $4943502.40    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | 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      | $3026724.73    | 0.02%             | 2037-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                  | PRP ADVISORS, LLC PRPM 2024 7 A1 144A                     | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6017243 | PA      | $6023694.13    | 0.04%             | 2029-11-25      | Fixed         | 5.87%                 | 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      | $-145072.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $16097.10      | 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        |     7522604 | PA      | $7605167.83    | 0.05%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-528.29       | -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        |      419313 | PA      | $416050.26     | 0.00%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $95412.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2022-RN1                                    | PRETIUM MORTGAGE CREDIT PARTNE PRET 2022 RN1 A1 144A      | CUSIP: 69363JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20622104 | PA      | $20650764.16   | 0.14%             | 2051-07-25      | Fixed         | 6.72%                 | 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      | $4960191.07    | 0.03%             | 2030-02-08      | Floating      | 5.43%                 | 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      | $-128704.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA BANCO SANTANDER SA                     | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    16000000 | PA      | $16292728.16   | 0.11%             | 2028-03-14      | Floating      | 5.55%                 | 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        |      663020 | PA      | $589916.56     | 0.00%             | 2035-05-25      | Floating      | 4.87%                 | 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        |     7151654 | PA      | $7217500.79    | 0.05%             | 2072-03-15      | Floating      | 6.07%                 | 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      | $197562.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIAA CLO IV LTD 2018-1A                                                          | TIAA CLO LTD TIA 2018 1A A1AR 144A                        | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3593010 | PA      | $3595662.28    | 0.02%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SCLP 2025 C D 144A SCLP 2025 C D 144A                     | CUSIP: 990AAWMB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2170000 | PA      | $2158875.93    | 0.01%             | 2034-09-06      | Fixed         | 5.23%                 | No            |                  3 | 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      | $10000625.00   | 0.07%             | 2035-04-15      | Floating      | 5.57%                 | 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      | $-140279.75    | -0.00%            |  |  |  | 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      | $226538.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251103                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $82611.50      | 0.00%             |  |  |  | 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        |     4812094 | PA      | $4619351.82    | 0.03%             | 2035-02-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50750000 | PA      | $50338495.15   | 0.33%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2310.84      | -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      | $383669.97     | 0.00%             |  |  |  | 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      | $395669.35     | 0.00%             |  |  |  | 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      | $10633968.28   | 0.07%             | 2030-03-15      | Fixed         | 5.20%                 | 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        |     2300000 | PA      | $2317253.68    | 0.02%             | 2033-03-15      | Fixed         | 5.11%                 | 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      | $1102155.56    | 0.01%             | 2028-10-16      | Floating      | 5.97%                 | 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      | $2788540.54    | 0.02%             |  |  |  | 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        |    35644266 | PA      | $34021004.30   | 0.22%             | 2037-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $10906.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME PROPERTY FUND LLC                                                          | PRIME PROPERTY 5YR                                        | CUSIP: 954VLXII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12484245.72   | 0.08%             | 2029-09-30      | Fixed         | 5.25%                 | Yes           |                  3 | 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              | CORP              | LU        |    75700000 | PA      | $76896817.00   | 0.51%             | 2030-08-17      | Fixed         | 5.50%                 | 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        |       33604 | PA      | $32445.71      | 0.00%             | 2032-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-32856.61     | -0.00%            |  |  |  | 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      | $31408.00      | 0.00%             | 2026-10-21      | Fixed         | 11.75%                | 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      | $2300346.68    | 0.02%             |  |  |  | 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        |     1200279 | PA      | $1218055.42    | 0.01%             | 2028-10-20      | Fixed         | 7.90%                 | 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        |     4701788 | PA      | $4762298.02    | 0.03%             | 2030-06-17      | Fixed         | 5.58%                 | 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        |      179487 | PA      | $172792.04     | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | 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      | $-229590.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $137232.51     | 0.00%             |  |  |  | No            |                  3 | 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        |      963716 | PA      | $959985.83     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $2604506.91    | 0.02%             | 2028-09-20      | Fixed         | 2.00%                 | 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      | $6587.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20251210                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $436.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55            | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11197000 | PA      | $11123735.45   | 0.07%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $0.02          | 0.00%             |  |  |  | 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        |      457255 | PA      | $454400.62     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-6579.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $30429.97      | 0.00%             |  |  |  | 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      | $7424333.60    | 0.05%             | 2038-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251124                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-256609.66    | -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        |    24200000 | PA      | $24275879.10   | 0.16%             | 2028-09-15      | Fixed         | 4.66%                 | 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      | $14677322.26   | 0.10%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $574130.01     | 0.00%             |  |  |  | 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      | $106569.18     | 0.00%             |  |  |  | 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        |    10771775 | PA      | $10346944.52   | 0.07%             | 2069-11-25      | Variable      | 3.75%                 | 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        |    44300000 | PA      | $44190547.99   | 0.29%             | 2065-06-22      | Fixed         | 4.67%                 | 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        |     1846025 | PA      | $1808269.71    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | 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        |       46887 | PA      | $46311.48      | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | 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        |       31496 | PA      | $30273.58      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | 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      | $8470527.66    | 0.06%             | 2027-07-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-9769.61      | -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      | $52694.64      | 0.00%             |  |  |  | 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      | $2801379.00    | 0.02%             | 2031-05-13      | Floating      | 16.71%                | 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      | $-512.05       | -0.00%            |  |  |  | No            |                  2 | 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      | $20201.29      | 0.00%             |  |  |  | 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        |     9683678 | PA      | $9704445.13    | 0.06%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                           | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     8760000 | PA      | $10480401.34   | 0.07%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $62235.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR           | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2149162.38    | 0.01%             | 2028-01-11      | Floating      | 2.47%                 | 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        |      702094 | PA      | $703031.79     | 0.00%             | 2047-12-26      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75     | CUSIP: ACI2V6MH2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2000000 | PA      | $2325465.63    | 0.02%             | 2037-03-05      | Fixed         | 3.75%                 | 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      | $3850272.66    | 0.03%             | 2034-03-27      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                            | SCURALPHA 1503 GMBH USD TERM LOAN B1                      | CUSIP: D7001LAC7<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    16287166 | PA      | $15051051.24   | 0.10%             | 2030-03-29      | Floating      | 9.81%                 | 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        |      174286 | PA      | $167332.42     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | 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        |    10700000 | PA      | $10722542.76   | 0.07%             | 2029-10-10      | Fixed         | 4.26%                 | 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      | $8012097.00    | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1A                                          | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A      | CUSIP: 55286TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2217696 | PA      | $2221089.96    | 0.01%             | 2032-02-17      | Fixed         | 5.59%                 | 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        |     1606379 | PA      | $1493581.13    | 0.01%             | 2068-02-25      | Fixed         | 3.75%                 | 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        |    13926008 | PA      | $13973589.90   | 0.09%             | 2032-10-15      | Fixed         | 4.87%                 | 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        |      291462 | PA      | $275584.85     | 0.00%             | 2035-02-25      | Floating      | 4.93%                 | 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        |      173113 | PA      | $175006.65     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-44976.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $107903.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | LINEAGE OP LP COMPANY GUAR 144A 07/30 5.25                | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3955089.14    | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251107                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $36310.85      | 0.00%             |  |  |  | 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        |      931297 | PA      | $857950.83     | 0.01%             | 2044-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3 JUMBOS                                | CUSIP: 21H0306B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52000000 | PA      | $46428179.72   | 0.31%             | 2055-11-20      | Fixed         | 3.00%                 | 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      | $242650.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-911.08       | -0.00%            |  |  |  | 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        |     1900000 | PA      | $1913086.82    | 0.01%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $808100.21     | 0.01%             |  |  |  | No            |                  2 | 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        |     1774978 | PA      | $1697582.18    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | 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        |       39186 | PA      | $30070.95      | 0.00%             | 2037-06-25      | Floating      | 5.26%                 | 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        |    11000000 | PA      | $11107731.80   | 0.07%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3779.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR -0.32900 03/09/21-5Y* LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $19025.63      | 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      | $37425.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM38 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $26499.07      | 0.00%             |  |  |  | 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      | $108207.16     | 0.00%             | 2036-01-25      | Fixed         | 6.00%                 | 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      | $591074.75     | 0.00%             | 2045-12-08      | Floating      | 7.83%                 | 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        |      190143 | PA      | $188853.95     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |       28642 | PA      | $29478.57      | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | 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        |     3614382 | PA      | $6163238.96    | 0.04%             | 2050-06-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $715.50        | 0.00%             |  |  |  | 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      | $1726524.95    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | 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      | $1086170.27    | 0.01%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2016-225L                                                   | LIBERTY STREET TRUST LBTY 2016 225L C 144A                | CUSIP: 902055AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12990000 | PA      | $12579076.94   | 0.08%             | 2036-02-10      | Fixed         | 4.50%                 | 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      | $5671288.67    | 0.04%             | 2034-06-15      | Fixed         | 5.59%                 | No            |                  3 | On Loan: No      |
| KAERNTNER AUSGLEICHSZAHLUNGS-FONDS (KAF)                                         | KAF KAERTNER AUS (EUR) HETACAPP2 (EUR)                    | CUSIP: 934FUQII0<br>LEI: 5299005K04JUZBZIIE85 | Long             | DBT              | NUSS              | AT        |     8781144 | PA      | $773213.09     | 0.01%             | 2049-04-03      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC BAYER US FINANCE LLC                 | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1933499.20    | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED 144A 01/28 5.5                | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $3097500.00    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-480881.83    | -0.00%            |  |  |  | No            |                  2 | 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      | $-364393.18    | -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        |    66000000 | PA      | $66183427.20   | 0.44%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-2823.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $504442.07     | 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        |     8288885 | PA      | $2867638.31    | 0.02%             | 2036-09-25      | Floating      | 4.75%                 | 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        |     2413407 | PA      | $2408479.86    | 0.02%             | 2035-09-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-74239.87     | -0.00%            |  |  |  | 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        |     1040598 | PA      | $512187.12     | 0.00%             | 2037-08-25      | Floating      | 4.49%                 | 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        |     1051734 | PA      | $1055835.86    | 0.01%             | 2032-04-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251006                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $831.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   904300000 | PA      | $158724115.66  | 1.05%             | 2026-04-01      | None          | 0.00%                 | 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      | $592883.83     | 0.00%             |  |  |  | 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        |       84594 | PA      | $84358.63      | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | 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      | $85774.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                                             | GCAT GCAT 2024 NQM1 A1 144A                               | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2818660 | PA      | $2846385.87    | 0.02%             | 2059-01-25      | Fixed         | 6.01%                 | 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      | $-463038.50    | -0.00%            |  |  |  | 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        |     1348906 | PA      | $1346084.25    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |      713440 | PA      | $320318.23     | 0.00%             | 2045-06-19      | Floating      | 4.78%                 | 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      | $-972094.40    | -0.01%            |  |  |  | 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      | $-6160.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-110191.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/34 VAR                       | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     3062000 | PA      | $3295117.01    | 0.02%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2023-2A                                        | GLS AUTO RECEIVABLES TRUST GCAR 2023 2A B 144A            | CUSIP: 379928AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5096871 | PA      | $5100607.22    | 0.03%             | 2027-11-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-371635.95    | -0.00%            |  |  |  | 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      | $500900.00     | 0.00%             | 2030-01-08      | Floating      | 5.68%                 | 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      | $-903558.67    | -0.01%            |  |  |  | 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        |       37189 | PA      | $36986.80      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |      246325 | PA      | $247093.96     | 0.00%             | 2036-04-28      | Floating      | 5.15%                 | 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        |     6119515 | PA      | $5959066.71    | 0.04%             | 2053-05-01      | Fixed         | 4.50%                 | 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      | $1098194.73    | 0.01%             |  |  |  | No            |                  2 | 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        |      269297 | PA      | $265715.67     | 0.00%             | 2036-01-25      | Floating      | 5.02%                 | 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      | $19352851.53   | 0.13%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                    | OPORTUN FUNDING LLC OPTN 2025 A B 144A                    | CUSIP: 68377TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $901176.66     | 0.01%             | 2033-02-08      | Fixed         | 5.30%                 | 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      | $-47038.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-6823.47      | -0.00%            |  |  |  | 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        |      336711 | PA      | $335693.46     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |     1113086 | PA      | $1106240.60    | 0.01%             | 2035-12-25      | Floating      | 4.65%                 | 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      | $-610666.16    | -0.00%            |  |  |  | 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      | $19406.65      | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625             | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1999149.22    | 0.01%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3 JUMBOS                                | CUSIP: 21H0306A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $1785777.34    | 0.01%             | 2055-10-20      | Fixed         | 3.00%                 | 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      | $-1731722.40   | -0.01%            |  |  |  | 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      | $1443000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | 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        |        3510 | PA      | $3468.64       | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45300000 | PA      | $46819359.28   | 0.31%             | 2054-10-15      | Fixed         | 6.50%                 | 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        |     3633626 | PA      | $3620516.66    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |      110959 | PA      | $107874.85     | 0.00%             | 2033-03-25      | Floating      | 5.62%                 | 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        |      449681 | PA      | $450133.40     | 0.00%             | 2031-04-15      | Floating      | 5.58%                 | 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        |     1631187 | PA      | $1532164.43    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | 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        |     2395028 | PA      | $2354540.95    | 0.02%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/28 4                            | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   145104836 | PA      | $7901512.36    | 0.05%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2994.42       | 0.00%             |  |  |  | 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        |     1971399 | PA      | $1995639.55    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $20583.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SCLP 2025 C R 144A SCLP 2025 C R 144A                     | CUSIP: 990AAWMD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4045000 | PA      | $5187587.02    | 0.03%             | 2034-09-06      | Fixed         | 0.00%                 | No            |                  3 | 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      | $13730301.90   | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | 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        |      170732 | PA      | $121018.45     | 0.00%             | 2036-01-26      | Floating      | 4.97%                 | 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        |     2422170 | PA      | $1634964.82    | 0.01%             | 2042-10-15      | Fixed         | 4.58%                 | 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        |    32708274 | PA      | $32708273.62   | 0.22%             | 2030-04-30      | Floating      | 1.18%                 | No            |                  3 | 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        |       11479 | PA      | $10605.95      | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-35922.91     | -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      | $4598312.50    | 0.03%             | 2036-07-25      | Floating      | 4.72%                 | 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        |    33641383 | PA      | $10534641.00   | 0.07%             | 2036-10-25      | Floating      | 4.73%                 | 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        |     9758085 | PA      | $6277281.17    | 0.04%             | 2036-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2490.99      | -0.00%            |  |  |  | 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      | $-358317.38    | -0.00%            |  |  |  | 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        |      369705 | PA      | $165457.17     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | 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      | $120956.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 4.5YR                             | CUSIP: 902EZU906<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9563198.84    | 0.06%             | 2028-10-05      | Fixed         | 5.48%                 | Yes           |                  3 | 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      | $110254.95     | 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        |      124889 | PA      | $124119.03     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $198487.45     | 0.00%             |  |  |  | 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        |     1935061 | PA      | $1914595.69    | 0.01%             | 2034-09-25      | Floating      | 6.00%                 | 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        |     2786320 | PA      | $2689090.83    | 0.02%             | 2030-12-15      | Floating      | 4.96%                 | 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        |      186140 | PA      | $251966.61     | 0.00%             | 2030-12-15      | Fixed         | 6.01%                 | No            |                  2 | 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        |      771000 | PA      | $784132.29     | 0.01%             | 2054-11-25      | Fixed         | 5.75%                 | 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      | $28100466.30   | 0.19%             | 2027-05-01      | Fixed         | 6.26%                 | 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        |      143334 | PA      | $136529.29     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | 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        |     3786226 | PA      | $3771571.20    | 0.02%             | 2053-01-01      | 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        |       23365 | PA      | $21765.98      | 0.00%             | 2035-10-25      | Floating      | 4.76%                 | 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        |     9027702 | PA      | $7701672.32    | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-52676.45     | -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      | $2861462.35    | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | 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      | $19468.61      | 0.00%             |  |  |  | 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        |      453326 | PA      | $426008.94     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | 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        |     1643301 | PA      | $1664826.50    | 0.01%             | 2043-09-25      | Variable      | 6.81%                 | 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        |    14700000 | PA      | $14733036.78   | 0.10%             | 2028-07-17      | Fixed         | 4.52%                 | 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      | $19339413.67   | 0.13%             |  |  |  | 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        |     1360741 | PA      | $1352282.38    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | 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      | $2564765.84    | 0.02%             | 2055-03-15      | Fixed         | 4.78%                 | 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        |      506808 | PA      | $443614.88     | 0.00%             | 2033-06-25      | Floating      | 9.90%                 | 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        |       40439 | PA      | $38838.01      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $305.51        | 0.00%             |  |  |  | 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      | $9963.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 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      | $24849548.17   | 0.16%             | 2035-04-22      | Floating      | 5.48%                 | No            |                  2 | 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      | $9433824.21    | 0.06%             | 2028-12-15      | Floating      | 5.01%                 | No            |                  3 | 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        |      827864 | PA      | $825598.03     | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | 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      | $10155070.10   | 0.07%             | 2027-11-19      | Fixed         | 4.88%                 | 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        |     2426358 | PA      | $2439609.84    | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375              | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $405047.48     | 0.00%             | 2028-01-15      | Fixed         | 3.38%                 | 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        |      869000 | PA      | $883622.66     | 0.01%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-387.28       | -0.00%            |  |  |  | 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        |     2087409 | PA      | $2024154.00    | 0.01%             | 2064-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-65075.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.13 SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $691363.68     | 0.00%             |  |  |  | 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        |     1138629 | PA      | $977560.63     | 0.01%             | 2061-01-25      | Fixed         | 0.00%                 | 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        |       84364 | PA      | $63048.42      | 0.00%             | 2035-04-25      | Floating      | 3.65%                 | 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        |      161936 | PA      | $161408.95     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $398370.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2002-9F                                                          | IMPAC CMB TRUST IMM 2002 9F A1                            | CUSIP: 45254NDK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3925 | PA      | $3912.50       | 0.00%             | 2032-12-25      | Variable      | 5.22%                 | 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      | $1082406.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-38710.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251215                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $65066.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $6048.17       | 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      | $12212595.56   | 0.08%             | 2032-04-15      | Floating      | 5.79%                 | 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      | $181117.79     | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-17820.85     | -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        |        1250 | PA      | $1190.92       | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | 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        |     3507515 | PA      | $3504930.94    | 0.02%             | 2035-09-25      | Floating      | 5.02%                 | 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      | $546404.81     | 0.00%             |  |  |  | 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      | $-364192.93    | -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        |       23645 | PA      | $23349.39      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | 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        |     7200000 | PA      | $7203544.56    | 0.05%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-27238.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      714889 | PA      | $701225.40     | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7354727.17    | 0.05%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $48280.82      | 0.00%             |  |  |  | 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      | $1303860.00    | 0.01%             | 2031-05-07      | Floating      | 14.13%                | 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        |     6033364 | PA      | $6051701.07    | 0.04%             | 2027-02-22      | Fixed         | 5.08%                 | 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        |       48986 | PA      | $44882.70      | 0.00%             | 2036-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4241.95      | -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      | $1972190.79    | 0.01%             |  |  |  | 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        |   215578191 | PA      | $187355190.33  | 1.23%             | 2061-12-25      | Variable      | 3.91%                 | 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        |     3486989 | PA      | $3519601.45    | 0.02%             | 2068-12-25      | Fixed         | 6.11%                 | 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        |     1039468 | PA      | $1011749.79    | 0.01%             | 2034-05-25      | Floating      | 5.10%                 | 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      | $-26875687.08  | -0.18%            |  |  |  | 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        |    70833633 | PA      | $68752894.78   | 0.45%             | 2075-07-25      | Variable      | 3.50%                 | No            |                  3 | 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      | $-110213.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.12 SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $365375.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-13809.67     | -0.00%            |  |  |  | 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        |         639 | PA      | $634.47        | 0.00%             | 2034-04-25      | Floating      | 6.10%                 | 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      | $-360974.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA CREDIT AGRICOLE SA                     | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6200000 | PA      | $6244751.97    | 0.04%             | 2028-09-11      | Floating      | 5.47%                 | 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      | $676620.00     | 0.00%             | 2031-04-30      | Floating      | 22.48%                | 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        |     3086261 | PA      | $3108214.93    | 0.02%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 01/26 0.00000                               | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       17000 | PA      | $16787.14      | 0.00%             | 2026-01-27      | None          | 0.00%                 | 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        |     2419393 | PA      | $2451274.09    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | 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        |      586183 | PA      | $563431.13     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | 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        |      970465 | PA      | $965207.85     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |     3386361 | PA      | $2006212.59    | 0.01%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                  | ROLLS ROYCE PLC COMPANY GUAR REGS 02/26 4.625             | CUSIP: ACI1S5ZS2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      889000 | PA      | $1047711.74    | 0.01%             | 2026-02-16      | Fixed         | 4.62%                 | 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        |      666122 | PA      | $668196.07     | 0.00%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-836.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                            | CRSNT TRUST CRSNT 2021 MOON B 144A                        | CUSIP: 22877LAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16000000 | PA      | $15807297.60   | 0.10%             | 2036-04-15      | Floating      | 5.47%                 | 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      | $27256.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251215                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $15646.72      | 0.00%             |  |  |  | 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        |       93724 | PA      | $86827.01      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $35.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0420 G2 06/55 FIXED 3.5                    | CUSIP: 3618N5PE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12116714 | PA      | $11055490.97   | 0.07%             | 2055-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125      | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7250974.50    | 0.05%             | 2030-08-15      | Fixed         | 4.12%                 | 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      | $132051.03     | 0.00%             | 2036-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2021-RN3                                    | PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN3 A1 144A      | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    33479150 | PA      | $33516525.98   | 0.22%             | 2051-09-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                      | ILLINOIS ST ILS 07/35 FIXED 7.35                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |       14286 | PA      | $15583.73      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $175556.86     | 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      | $628681.46     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | 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      | $5316071.67    | 0.04%             | 2050-06-17      | Fixed         | 5.56%                 | No            |                  3 | 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        |     2309726 | PA      | $2239634.74    | 0.01%             | 2037-02-25      | Floating      | 4.51%                 | 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      | $244276.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7426760.25    | 0.05%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                               | PRP ADVISORS, LLC PRPM 2025 RCF3 A1 144A                  | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2607879 | PA      | $2627805.10    | 0.02%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | 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      | $-135263.15    | -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      | $19887.54      | 0.00%             |  |  |  | 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      | $124485.01     | 0.00%             |  |  |  | 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      | $3217243.95    | 0.02%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2016-225L                                                   | LIBERTY STREET TRUST LBTY 2016 225L E 144A                | CUSIP: 902055AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    20350000 | PA      | $18813395.92   | 0.12%             | 2036-02-10      | Variable      | 4.80%                 | 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      | $78578901.83   | 0.52%             |  |  |  | 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        |      801644 | PA      | $706700.06     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | 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        |     8345835 | PA      | $8492810.51    | 0.06%             | 2063-10-25      | Fixed         | 7.16%                 | 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      | $4229820.32    | 0.03%             |  |  |  | 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        |     1255245 | PA      | $1252133.25    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |      254968 | PA      | $154035.56     | 0.00%             | 2036-10-19      | Floating      | 4.56%                 | 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        |      148023 | PA      | $148786.31     | 0.00%             | 2047-12-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG41 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $21460.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $4078.18       | 0.00%             |  |  |  | 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        |      393170 | PA      | $384296.69     | 0.00%             | 2037-02-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $121699.85     | 0.00%             |  |  |  | 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        |     3510337 | PA      | $3534505.35    | 0.02%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $24421.12      | 0.00%             |  |  |  | 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        |         100 | PA      | $103.24        | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | 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      | $-3734022.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.50000 09/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $372680.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/2.30000 01/17/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2436983.86    | 0.02%             |  |  |  | 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        |     3254950 | PA      | $3133493.13    | 0.02%             | 2047-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $6693.65       | 0.00%             |  |  |  | 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      | $5409926.23    | 0.04%             | 2042-02-10      | Variable      | 3.59%                 | 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      | $2199120.00    | 0.01%             | 2027-09-13      | Fixed         | 5.30%                 | 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      | $-1031330.74   | -0.01%            |  |  |  | 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        |     5639119 | PA      | $5614529.45    | 0.04%             | 2054-01-01      | Fixed         | 5.00%                 | 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        |     6000000 | PA      | $6067285.80    | 0.04%             | 2029-09-17      | Fixed         | 5.27%                 | 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      | $10778998.10   | 0.07%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) DEC25 XCBT 20251219                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -2256 | NC      | $-5639382.74   | -0.04%            |  |  |  | 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      | $1880172.75    | 0.01%             | 2042-04-20      | Fixed         | 2.85%                 | 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        |     2807007 | PA      | $2792525.07    | 0.02%             | 2053-12-01      | Fixed         | 5.00%                 | 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      | $2406858.05    | 0.02%             |  |  |  | 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        |      134114 | PA      | $138859.04     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $60695.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                                       | GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A                  | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    12200000 | PA      | $12207320.00   | 0.08%             | 2035-01-15      | Floating      | 5.47%                 | 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      | $241745.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1438.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/40 2.125                               | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      597820 | PA      | $602938.79     | 0.00%             | 2040-02-15      | Fixed         | 2.12%                 | 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      | $2818252.25    | 0.02%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2404.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1031.05       | 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        |      530490 | PA      | $526213.71     | 0.00%             | 2029-07-15      | Fixed         | 5.70%                 | 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      | $539671.79     | 0.00%             |  |  |  | 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        |       83621 | PA      | $83211.20      | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | 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        |     5397800 | PA      | $5585428.05    | 0.04%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-410.81       | -0.00%            |  |  |  | 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      |
| N/A                                                                              | RFR JPY MUTK/0.17625 04/27/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-314468.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS BNP PARIBAS                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $1965622.45    | 0.01%             | 2030-05-20      | Floating      | 5.50%                 | 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        |       34659 | PA      | $31417.28      | 0.00%             | 2037-06-25      | Fixed         | 6.50%                 | 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      | $3789668.17    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | 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      | $5523266.62    | 0.04%             | 2029-09-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                              | BANCA MONTE DEI PASCHI S REGS 01/26 1.875                 | CUSIP: ACI1T7K79<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    26441000 | PA      | $30996746.75   | 0.20%             | 2026-01-09      | Fixed         | 1.88%                 | 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        |     4300000 | PA      | $4320503.26    | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | 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        |     5054968 | PA      | $6822898.61    | 0.04%             | 2049-12-21      | Floating      | 4.92%                 | 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      | $2415212.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1                                  | AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2024 1 A2A           | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2739838 | PA      | $2743527.79    | 0.02%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251003                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $7871.02       | 0.00%             |  |  |  | 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      | $18432444.47   | 0.12%             | 2028-05-17      | Floating      | 48.48%                | 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        |        9604 | PA      | $9329.67       | 0.00%             | 2036-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB3890 FN 06/52 FIXED 3                         | CUSIP: 3140QPKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      637699 | PA      | $561683.71     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-2399758.09   | -0.02%            |  |  |  | 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        |     6853876 | PA      | $6082034.43    | 0.04%             | 2037-01-25      | Floating      | 4.63%                 | 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      | $1026717.30    | 0.01%             | 2029-11-15      | Fixed         | 6.26%                 | 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        |     1243352 | PA      | $1238859.72    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | 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        |     5898697 | PA      | $4403002.80    | 0.03%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL STATE OF ISRAEL                           | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     7300000 | PA      | $7508666.49    | 0.05%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3092955.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-23505.54     | -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 XA 144A    | CUSIP: 465981AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    51900000 | PA      | $553490.15     | 0.00%             | 2040-10-05      | Variable      | 0.61%                 | 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        |    11205000 | PA      | $11190438.43   | 0.07%             | 2027-05-28      | Fixed         | 4.95%                 | 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        |      346770 | PA      | $333388.57     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-B                                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 2A1           | CUSIP: 05950TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131670 | PA      | $117281.20     | 0.00%             | 2046-11-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING F+G GLOBAL FUNDING                     | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5029541.55    | 0.03%             | 2027-06-10      | Fixed         | 5.88%                 | 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        |    32350786 | PA      | $32350786.41   | 0.21%             | 2030-04-30      | Floating      | 3.55%                 | No            |                  3 | 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        |     3700000 | PA      | $3749004.28    | 0.02%             | 2029-04-16      | Fixed         | 5.54%                 | 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        |      813358 | PA      | $783415.63     | 0.01%             | 2047-08-01      | 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        |     9200000 | PA      | $9249026.80    | 0.06%             | 2027-11-22      | Fixed         | 4.67%                 | 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      | $-15830.10     | -0.00%            |  |  |  | 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        |    95058900 | PA      | $90003651.54   | 0.59%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                            | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95     | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7699245.94    | 0.05%             | 2028-09-15      | Fixed         | 4.95%                 | 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        |     5800000 | PA      | $5838100.20    | 0.04%             | 2030-02-15      | Fixed         | 4.98%                 | 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        |     1500000 | PA      | $1506411.84    | 0.01%             | 2030-08-06      | Fixed         | 4.50%                 | 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        |       43409 | PA      | $43263.13      | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $330943.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H0506B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55000000 | PA      | $54643898.65   | 0.36%             | 2054-11-15      | Fixed         | 5.00%                 | 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        |      266615 | PA      | $270346.56     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | 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      | $6805107.40    | 0.04%             | 2037-03-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-7240.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $75174.05      | 0.00%             |  |  |  | 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        |     8161899 | PA      | $7350658.25    | 0.05%             | 2035-05-25      | Floating      | 4.73%                 | 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        |      191016 | PA      | $193365.10     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | 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      | $188028.15     | 0.00%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $63690.79      | 0.00%             |  |  |  | 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        |     2816388 | PA      | $2876334.92    | 0.02%             | 2056-10-16      | Floating      | 6.17%                 | No            |                  2 | 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      | $-81689.48     | -0.00%            |  |  |  | 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      | $-212279.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-51932.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC BARCLAYS PLC                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $1937285.18    | 0.01%             | 2028-03-12      | Floating      | 5.67%                 | 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      | $1092000.00    | 0.01%             | 2060-12-31      | None          | 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      | $562766.87     | 0.00%             |  |  |  | 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      | $-66754.61     | -0.00%            |  |  |  | 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        |       53134 | PA      | $51079.93      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | 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      | $4796839.22    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | 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        |       20759 | PA      | $20367.37      | 0.00%             | 2036-12-25      | Floating      | 4.65%                 | 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      | $1079116.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-287.57       | -0.00%            |  |  |  | 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        |     3389560 | PA      | $3399721.92    | 0.02%             | 2032-08-16      | Fixed         | 4.96%                 | 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      | $17229.93      | 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        |     2439849 | PA      | $2471321.78    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/26 VAR                     | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500323.52     | 0.00%             | 2026-10-16      | Floating      | 6.14%                 | 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      | $-34.26        | -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      | $19663.89      | 0.00%             |  |  |  | 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        |     1124024 | PA      | $854565.71     | 0.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $3365.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6893.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-399644.62    | -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      | $57313.59      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | 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      | $265287.50     | 0.00%             | 2031-05-10      | Floating      | 11.60%                | 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        |     3643301 | PA      | $3625811.45    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | 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      | $111178.60     | 0.00%             |  |  |  | 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      | $3241999.58    | 0.02%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | 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        |    11634726 | PA      | $11654008.68   | 0.08%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-153884.37    | -0.00%            |  |  |  | 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        |      837019 | PA      | $867009.95     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | 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      | $2351942.86    | 0.02%             | 2030-07-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $34671.66      | 0.00%             |  |  |  | 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        |     2422134 | PA      | $2506792.47    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | 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      | $2652750.45    | 0.02%             |  |  |  | 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      |
| DATABRICKS INC                                                                   | DATABRICKS INC DELAYED DRAW TERM LOAN                     | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     4621179 | PA      | $4621179.04    | 0.03%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | 317U0UHA6 PIMCO FPPSWAPTION 2.18 PUT USD                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    24700000 | NC      | $6728401.03    | 0.04%             |  |  |  | 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        |    13022842 | PA      | $1975337.25    | 0.01%             | 2037-05-25      | Floating      | 4.71%                 | 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      | $92476.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6053.99      | -0.00%            |  |  |  | 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        |     2194148 | PA      | $1965552.76    | 0.01%             | 2047-11-25      | Floating      | 5.53%                 | 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        |   128459569 | PA      | $139729352.39  | 0.92%             | 2055-10-25      | Fixed         | 9.04%                 | 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      | $1299208.31    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | 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      | $202453.89     | 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        |      434000 | PA      | $441093.38     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | 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        |      165527 | PA      | $155425.11     | 0.00%             | 2037-03-25      | Floating      | 4.57%                 | 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        |      857902 | PA      | $841576.30     | 0.01%             | 2029-07-15      | Fixed         | 3.58%                 | 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        |     3597683 | PA      | $3659409.53    | 0.02%             | 2058-11-25      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-B                                         | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 B A2A           | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      123571 | PA      | $123678.80     | 0.00%             | 2027-09-15      | Fixed         | 5.48%                 | 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        |     6644997 | PA      | $6387231.26    | 0.04%             | 2062-07-25      | Variable      | 3.75%                 | 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        |      498811 | PA      | $471050.07     | 0.00%             | 2035-05-25      | Floating      | 5.22%                 | 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        |     3810267 | PA      | $3358115.02    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | 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        |      133812 | PA      | $132223.57     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM44 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-138646.16    | -0.00%            |  |  |  | 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      | $505601.72     | 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        |     2024169 | PA      | $1994645.81    | 0.01%             | 2036-05-25      | Floating      | 4.57%                 | No            |                  2 | 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        |     7454000 | PA      | $7298244.94    | 0.05%             | 2035-10-25      | Floating      | 5.19%                 | 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      | $11342911.07   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $92731.59      | 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        |     5614233 | PA      | $1514468.47    | 0.01%             | 2036-11-25      | Floating      | 4.51%                 | 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      | $826503.30     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | 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        |    14800000 | PA      | $14886483.36   | 0.10%             | 2028-03-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75         | CUSIP: ACI2YYK31<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       38785 | PA      | $57860.36      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1100.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 11/25 0.00000                               | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      409000 | PA      | $406367.85     | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | 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      | $85334.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-36817.87     | -0.00%            |  |  |  | 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        |     1029905 | PA      | $1026980.14    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | 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      | $-361515.00    | -0.00%            |  |  |  | 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        |       22352 | PA      | $20751.80      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | 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        |      465429 | PA      | $361654.23     | 0.00%             | 2036-08-25      | Floating      | 4.86%                 | 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      | $6639571.90    | 0.04%             | 2035-06-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG37 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3081.41       | 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        |     2095635 | PA      | $1077139.10    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | 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        |     1283955 | PA      | $986613.32     | 0.01%             | 2034-08-25      | Fixed         | 8.00%                 | 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        |       79367 | PA      | $77624.95      | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | 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        |    18966047 | PA      | $18972166.67   | 0.12%             | 2037-06-19      | Floating      | 6.28%                 | 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      | $11357295.00   | 0.07%             | 2029-02-01      | Fixed         | 9.50%                 | 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        |     2427308 | PA      | $2458669.39    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | 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      | $12103.56      | 0.00%             | 2036-09-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT DEC25 XCBT 20251219                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         451 | NC      | $1507509.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-2402.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $275324.26     | 0.00%             |  |  |  | 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        |     5387882 | PA      | $5409789.51    | 0.04%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-206237.68    | -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      | $3368000.00    | 0.02%             | 2026-06-08      | Floating      | 15.84%                | 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        |      836950 | PA      | $834141.87     | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | 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        |      563040 | PA      | $559946.64     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |       26880 | PA      | $25886.83      | 0.00%             | 2042-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  1307900000 | PA      | $1307900000.00 | 8.61%             |  |  |  | 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        |     1931899 | PA      | $1915958.11    | 0.01%             | 2055-02-16      | Fixed         | 4.95%                 | 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      | $334099.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SO. CALIF EDISON                                          | CUSIP: 8424C0XT2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8470993.75    | 0.06%             | 2025-10-27      | None          | 0.00%                 | 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        |    36405172 | PA      | $37497326.74   | 0.25%             | 2028-09-15      | Fixed         | 12.23%                | No            |                  3 | 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      | $14819768.16   | 0.10%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $23977.84      | 0.00%             |  |  |  | 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      | $-630556.08    | -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        |     1653004 | PA      | $1657064.94    | 0.01%             | 2034-07-25      | Fixed         | 4.90%                 | 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      | $700000.00     | 0.00%             | 2031-09-14      | Floating      | 15.19%                | 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        |      363437 | PA      | $392815.66     | 0.00%             | 2034-06-25      | Floating      | 5.25%                 | 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      | $104000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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        |     1417876 | PA      | $1354361.37    | 0.01%             | 2046-04-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $51921.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $9413.89       | 0.00%             |  |  |  | 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      | $4547964.15    | 0.03%             | 2028-03-12      | Floating      | 5.75%                 | 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      | $1390639.69    | 0.01%             | 2033-05-26      | Fixed         | 7.50%                 | 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      | $23169435.69   | 0.15%             | 2035-04-15      | Floating      | 6.42%                 | 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        |      183209 | PA      | $149483.75     | 0.00%             | 2036-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $7700.70       | 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        |     1100000 | PA      | $1123825.60    | 0.01%             | 2029-02-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251205                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-21133.65     | -0.00%            |  |  |  | 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      | $344905.55     | 0.00%             |  |  |  | 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        |      747312 | PA      | $743009.19     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | 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      | $-383300.07    | -0.00%            |  |  |  | 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        |      229007 | PA      | $228320.93     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $6425455.40    | 0.04%             | 2035-05-25      | Floating      | 5.31%                 | 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        |    10740756 | PA      | $4331653.47    | 0.03%             | 2036-05-25      | Fixed         | 6.00%                 | 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      | $307403.02     | 0.00%             |  |  |  | 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        |     3960183 | PA      | $3671451.39    | 0.02%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5317.77       | 0.00%             |  |  |  | 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        |      486146 | PA      | $484867.13     | 0.00%             | 2036-09-25      | Floating      | 4.53%                 | 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        |     2277343 | PA      | $2302392.02    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-10567.74     | -0.00%            |  |  |  | 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        |       16120 | PA      | $14994.66      | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | 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        |      221276 | PA      | $212805.86     | 0.00%             | 2035-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 03/18/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $23898.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-167527.29    | -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        |     4302436 | PA      | $4359030.62    | 0.03%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                  | CUSIP: 40412BX99<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2397262.32    | 0.02%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $12442.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6.5 JUMBOS                              | CUSIP: 21H0626B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55000000 | PA      | $56490463.70   | 0.37%             | 2054-11-15      | Fixed         | 6.50%                 | 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        |     9798643 | PA      | $8328601.99    | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | 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        |     3800332 | PA      | $3894096.80    | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | 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      | $13892.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 01/34 1.75                                | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29634816 | PA      | $29785532.15   | 0.20%             | 2034-01-15      | Fixed         | 1.75%                 | 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      | $-1073481.90   | -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      | $110156.81     | 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      | $10365462.68   | 0.07%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-104.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4824.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $371800.39     | 0.00%             |  |  |  | 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      | $2247750.41    | 0.01%             | 2034-11-25      | Floating      | 6.22%                 | 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        |       32156 | PA      | $32029.70      | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |      941422 | PA      | $911988.83     | 0.01%             | 2037-02-25      | Floating      | 4.59%                 | 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        |      174803 | PA      | $168054.31     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $5412.70       | 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        |     6855678 | PA      | $6158908.13    | 0.04%             | 2036-10-25      | Variable      | 4.09%                 | 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        |      407367 | PA      | $405081.90     | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | 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        |     4201154 | PA      | $3880466.97    | 0.03%             | 2036-12-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9             | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $9708851.07    | 0.06%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-92.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM39 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1955.85       | 0.00%             |  |  |  | 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      | $24892837.68   | 0.16%             | 2032-02-16      | Fixed         | 6.70%                 | 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      | $227585.92     | 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        |      152669 | PA      | $154140.36     | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | 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      | $16651.59      | 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        |     2780000 | PA      | $2797268.25    | 0.02%             | 2027-04-20      | Fixed         | 6.12%                 | 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        |     1143672 | PA      | $907838.26     | 0.01%             | 2042-02-15      | Fixed         | 0.75%                 | 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        |      720663 | PA      | $693255.32     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | 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      | $5170473.60    | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $44001.60      | 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      | $1596752.50    | 0.01%             |  |  |  | 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        |     1555941 | PA      | $1548670.93    | 0.01%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $13916.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $184045.79     | 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        |    75858435 | PA      | $70865432.05   | 0.47%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $958391.56     | 0.01%             |  |  |  | No            |                  2 | 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        |      815398 | PA      | $810307.94     | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | 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        |      190439 | PA      | $189407.68     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | 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      | $5297675.42    | 0.03%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251110                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $106159.59     | 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      | $-137.60       | -0.00%            |  |  |  | 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      | $425580.00     | 0.00%             | 2028-06-06      | Floating      | 16.19%                | 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        |    39573206 | PA      | $39281510.67   | 0.26%             | 2029-01-15      | Fixed         | 0.88%                 | 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        |     1646307 | PA      | $1659458.89    | 0.01%             | 2029-01-16      | Fixed         | 6.24%                 | 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      | $312293.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-12708.70     | -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      | $58590.21      | 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        |    14184905 | PA      | $9646840.08    | 0.06%             | 2037-04-25      | Floating      | 4.46%                 | 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        |      842734 | PA      | $840427.82     | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | 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        |       22351 | PA      | $22283.98      | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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      | $856921.25     | 0.01%             |  |  |  | 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        |   122659329 | PA      | $126908270.62  | 0.84%             | 2053-12-01      | Fixed         | 6.50%                 | 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      | $955103.63     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       21335 | NS      | $462258.34     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $181300.99     | 0.00%             |  |  |  | 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        |     6967735 | PA      | $6876043.15    | 0.05%             | 2034-11-01      | Fixed         | 3.00%                 | 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        |     4600000 | PA      | $4601240.16    | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | 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      | $23310179.18   | 0.15%             | 2038-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-110228.39    | -0.00%            |  |  |  | No            |                  2 | 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        |       27376 | PA      | $26271.69      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | 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        |     4006870 | PA      | $3572109.63    | 0.02%             | 2037-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3897410.78   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $12865.90      | 0.00%             |  |  |  | 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        |     4347357 | PA      | $1148041.75    | 0.01%             | 2036-03-25      | Floating      | 4.77%                 | 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        |     1125123 | PA      | $1118970.52    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $14348592.83   | 0.09%             | 2028-10-16      | Floating      | 5.72%                 | 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      | $2492452.78    | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | 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        |    21800000 | PA      | $23747790.76   | 0.16%             | 2032-02-01      | Fixed         | 9.88%                 | 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        |    12259000 | PA      | $12336701.22   | 0.08%             | 2029-03-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $14266.76      | 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        |    73516861 | PA      | $70706046.54   | 0.47%             | 2062-09-25      | Variable      | 3.75%                 | 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      | $-294332.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $55075.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $22341.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $21529.41      | 0.00%             |  |  |  | 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        |      591662 | PA      | $564948.35     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | 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      | $-758485.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $20585.63      | 0.00%             |  |  |  | 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        |     2549490 | PA      | $2582339.66    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | 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        |    12754607 | PA      | $12431114.12   | 0.08%             | 2065-07-25      | Fixed         | 4.10%                 | 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        |     1724443 | PA      | $1788095.97    | 0.01%             | 2027-01-06      | Variable      | 9.75%                 | 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        |      986951 | PA      | $993593.18     | 0.01%             | 2030-09-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-508416.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $314.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA BANCO SANTANDER SA                     | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7200000 | PA      | $7700798.23    | 0.05%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-75375.95     | -0.00%            |  |  |  | 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        |      658099 | PA      | $682380.43     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | 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        |     4100000 | PA      | $4124585.65    | 0.03%             | 2028-07-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1026.53       | 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        |     8014776 | PA      | $8451909.91    | 0.06%             | 2037-10-25      | Floating      | 4.59%                 | 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        |      110806 | PA      | $102592.96     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | 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        |     2454867 | PA      | $2485434.08    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.10457 07/28/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-1111436.27   | -0.01%            |  |  |  | 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      | $-47255.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27681997 | PA      | $24319012.78   | 0.16%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3846.96       | 0.00%             |  |  |  | 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        |     2258000 | PA      | $2147796.73    | 0.01%             | 2036-07-25      | Floating      | 4.87%                 | 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        |     1833617 | PA      | $1823495.38    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | 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      | $1174897.40    | 0.01%             | 2028-09-06      | Fixed         | 46.96%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1689.93       | 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        |     2955376 | PA      | $2869486.33    | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-35451.21     | -0.00%            |  |  |  | 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        |     2139518 | PA      | $2097236.06    | 0.01%             | 2036-03-25      | Floating      | 4.81%                 | 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      | $3025071.42    | 0.02%             | 2030-06-15      | Fixed         | 2.54%                 | 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        |     5742087 | PA      | $5613383.65    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | 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      | $95268.87      | 0.00%             |  |  |  | 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      | $7295827.00    | 0.05%             | 2029-09-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                  | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2607 | PA      | $2525.31       | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY35 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3729.54       | 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        |     1883578 | PA      | $1930329.11    | 0.01%             | 2034-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) DEC25 XCBT 20251231                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       15010 | NC      | $2695306.29    | 0.02%             |  |  |  | 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        |      389101 | PA      | $387996.30     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | 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      | $33567.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-14247.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-849630.63    | -0.01%            |  |  |  | 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        |     1094092 | PA      | $321769.54     | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-11637.40     | -0.00%            |  |  |  | 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        |      978700 | PA      | $1013901.11    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  DEC25 XCME 20260317                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -227 | NC      | $869753.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-32671.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $20.10         | 0.00%             |  |  |  | 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      | $-193815.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251204                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1604.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM35 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $335.01        | 0.00%             |  |  |  | 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        |      924541 | PA      | $825111.39     | 0.01%             | 2046-09-20      | Floating      | 4.53%                 | 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      | $6858521.46    | 0.05%             | 2072-03-15      | Fixed         | 7.23%                 | 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      | $4286489.31    | 0.03%             |  |  |  | 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      | $11272506.08   | 0.07%             | 2029-09-22      | Floating      | 4.32%                 | 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      | $1750939.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                     | SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A                | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275074 | PA      | $275310.05     | 0.00%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260819                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-335977.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $65441.19      | 0.00%             |  |  |  | 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        |      243849 | PA      | $242566.76     | 0.00%             | 2035-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 12/26 3                            | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    52672115 | PA      | $2853644.52    | 0.02%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   289000000 | PA      | $280209894.49  | 1.85%             | 2055-11-13      | Fixed         | 4.50%                 | 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      | $20691457.67   | 0.14%             | 2026-12-01      | Fixed         | 5.25%                 | 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      | $7330061.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-751.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-21121.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A   | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   226860000 | PA      | $226860000.00  | 1.49%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | ZCS BRL 9.93932 08/07/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-470631.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  1601900000 | PA      | $1656566231.15 | 10.91%            | 2054-11-15      | Fixed         | 6.50%                 | 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        |     1189106 | PA      | $1182664.16    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |     5610371 | PA      | $5303602.33    | 0.03%             | 2045-11-25      | Floating      | 4.83%                 | 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      | $2709.37       | 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      | $8530.45       | 0.00%             |  |  |  | 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        |     3489118 | PA      | $3024984.31    | 0.02%             | 2046-12-25      | Floating      | 4.46%                 | 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      | $535350.00     | 0.00%             | 2031-04-30      | Floating      | 12.30%                | 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      | $-538100.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251203                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1262.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $183214.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-6 LLC                                                                  | PRP ADVISORS, LLC PRPM 2024 6 A1 144A                     | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1441233 | PA      | $1443101.40    | 0.01%             | 2029-11-25      | Fixed         | 5.70%                 | 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        |     1181612 | PA      | $1190155.70    | 0.01%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC                  | UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5        | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10272000 | PA      | $10824890.40   | 0.07%             | 2028-02-15      | Fixed         | 10.50%                | 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      | $2172089.10    | 0.01%             | 2030-12-07      | Floating      | 13.93%                | 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        |       27082 | PA      | $13791.82      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | 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      | $208381.51     | 0.00%             |  |  |  | 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      | $-69897.03     | -0.00%            |  |  |  | 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      | $518232.89     | 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        |       77913 | PA      | $78851.49      | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  SEP25 XCME 20251216                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -174 | NC      | $817917.05     | 0.01%             |  |  |  | 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        |      311717 | PA      | $309953.12     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $677361.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251006                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4235.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-48735.52     | -0.00%            |  |  |  | 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        |       98550 | PA      | $96999.06      | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | 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      | $1895834.66    | 0.01%             | 2035-10-25      | Floating      | 5.32%                 | 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        |      206909 | PA      | $204453.50     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251208                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1756.44       | 0.00%             |  |  |  | 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        |       32094 | PA      | $28649.29      | 0.00%             | 2037-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75         | CUSIP: ACI2ZHVB7<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      136988 | PA      | $206311.52     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | 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      | $60996.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2       | CUSIP: BA000GNP1<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | GB        |     2173500 | PA      | $2551799.12    | 0.02%             | 2026-02-27      | Floating      | 4.12%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $185319.66     | 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      | $2079019.00    | 0.01%             | 2041-02-16      | Floating      | 7.77%                 | 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        |      369687 | PA      | $367351.59     | 0.00%             | 2036-04-25      | Floating      | 6.68%                 | 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      | $31339730.34   | 0.21%             | 2028-09-29      | Fixed         | 5.62%                 | 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      | $163231.25     | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 02/30 3.5           | CUSIP: ACI0KSYW4<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $188838.21     | 0.00%             | 2030-02-25      | Fixed         | 3.50%                 | 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      | $401457.07     | 0.00%             |  |  |  | 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      | $2421838.99    | 0.02%             | 2039-09-13      | Fixed         | 3.86%                 | 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        |        3079 | PA      | $3118.08       | 0.00%             | 2043-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3                        | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3            | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    20400000 | PA      | $20665595.76   | 0.14%             | 2029-04-16      | Fixed         | 5.13%                 | 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        |      359905 | PA      | $358567.51     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |    10017050 | PA      | $10028279.53   | 0.07%             | 2034-10-14      | Fixed         | 4.89%                 | 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      | $171063.30     | 0.00%             |  |  |  | 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        |      579437 | PA      | $600228.38     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | 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      | $8191368.11    | 0.05%             | 2029-04-26      | Fixed         | 7.62%                 | 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      | $51350.00      | 0.00%             |  |  |  | Yes           |                  3 | 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        |      540396 | PA      | $521912.28     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | 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        |       67850 | PA      | $66867.76      | 0.00%             | 2034-12-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/31 2.75                         | CUSIP: ACI1VZWM8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    62505383 | PA      | $3093100.90    | 0.02%             | 2031-11-27      | Fixed         | 2.75%                 | 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        |     1298852 | PA      | $1188953.83    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-720781.14    | -0.00%            |  |  |  | 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        |    11252064 | PA      | $11641187.35   | 0.08%             | 2054-01-01      | Fixed         | 6.50%                 | 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      | $-2534001.08   | -0.02%            |  |  |  | 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        |    93386714 | PA      | $91983363.83   | 0.61%             | 2033-07-15      | Fixed         | 1.38%                 | 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        |       32254 | PA      | $29614.52      | 0.00%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251007                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-15245.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $252400.93     | 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      | $-2030499.55   | -0.01%            |  |  |  | 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        |     6042822 | PA      | $6054108.16    | 0.04%             | 2055-03-15      | Floating      | 5.57%                 | 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        |       35299 | PA      | $35425.28      | 0.00%             | 2026-08-01      | Fixed         | 8.53%                 | 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        |      211580 | PA      | $202527.69     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $682.40        | 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      | $13447094.77   | 0.09%             | 2030-06-01      | Fixed         | 9.00%                 | 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      | $-1292523.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT DEC25 XSFE 20251215                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        1279 | NC      | $-338390.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VW CREDIT INC                                                                    | VW CR INC 10/25 ZCP                                       | CUSIP: 91842JXE4<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5890046.11    | 0.04%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $18594.60      | 0.00%             |  |  |  | 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        |      824846 | PA      | $819343.97     | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | 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      | $4982093.68    | 0.03%             | 2037-04-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $213852.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $42987.16      | 0.00%             |  |  |  | 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      | $369396.80     | 0.00%             |  |  |  | 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        |     3414795 | PA      | $3499469.03    | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | 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      | $54775.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.00000 09/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $46003.82      | 0.00%             |  |  |  | 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      | $249568.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA SR UNSECURED 09/28 VAR                | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2900000 | PA      | $2916284.86    | 0.02%             | 2028-09-08      | Floating      | 4.40%                 | 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        |       40598 | PA      | $39016.21      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | 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      | $79216.76      | 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        |    20000000 | PA      | $20072740.00   | 0.13%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251021                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $125885.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $9754.93       | 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      | $794685.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-5.71         | 0.00%             |  |  |  | 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        |     1259159 | PA      | $1069461.75    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | 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        |     1522221 | PA      | $1515936.65    | 0.01%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2024-A                                              | WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A2A             | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1996104 | PA      | $1999667.56    | 0.01%             | 2028-02-15      | Fixed         | 5.37%                 | 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        |      317858 | PA      | $323903.58     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-454529.78    | -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        |     6377370 | PA      | $5631107.09    | 0.04%             | 2036-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                              | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A             | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4435687 | PA      | $4443158.82    | 0.03%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD 2017 1A                                                     | NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A              | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      702716 | PA      | $703770.85     | 0.00%             | 2030-07-25      | Floating      | 5.55%                 | 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        |    92295432 | PA      | $95467049.65   | 0.63%             | 2054-03-01      | Fixed         | 6.50%                 | 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      | $7903233.39    | 0.05%             | 2028-03-27      | Fixed         | 5.05%                 | 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        |      908339 | PA      | $909783.46     | 0.01%             | 2033-09-01      | Floating      | 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      | $824.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-11361.92     | -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      | $37605.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $32619.03      | 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      | $20070186.79   | 0.13%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $12255.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 5YR J CORPNFL67                  | CUSIP: 957ZEZII6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1116858.00    | 0.01%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251006                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-506.88       | -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        |      473441 | PA      | $471858.43     | 0.00%             | 2030-05-20      | Fixed         | 4.30%                 | 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        |       79230 | PA      | $78923.03      | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $5297.25       | 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        |    56296128 | PA      | $57865071.10   | 0.38%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0204A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -17200000 | PA      | $-15812243.63  | -0.10%            | 2040-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-234868.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/27 VAR                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    18300000 | PA      | $18673121.63   | 0.12%             | 2027-09-13      | Floating      | 6.50%                 | 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        |        7532 | PA      | $7058.97       | 0.00%             | 2047-10-25      | Floating      | 5.17%                 | 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        |     2248184 | PA      | $2273584.65    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | 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      | $7049356.79    | 0.05%             | 2028-03-01      | Floating      | 5.57%                 | 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        |     1591931 | PA      | $1580440.22    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | 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        |    18200000 | PA      | $18260303.88   | 0.12%             | 2028-10-16      | Fixed         | 4.63%                 | 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        |     4580253 | PA      | $4562344.77    | 0.03%             | 2053-03-01      | Fixed         | 5.00%                 | 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      | $-4836.74      | -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      | $-5958004.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 01/31 5.5                 | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2193050.12    | 0.01%             | 2031-01-11      | Fixed         | 5.50%                 | 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        |     7971764 | PA      | $3314843.81    | 0.02%             | 2037-05-25      | Fixed         | 6.00%                 | 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      | $111362.84     | 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      | $19516.38      | 0.00%             |  |  |  | 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        |     6870079 | PA      | $6876988.84    | 0.05%             | 2028-05-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $50087.77      | 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        |       20843 | PA      | $20791.00      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | 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      | $43073211.22   | 0.28%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $12708.83      | 0.00%             |  |  |  | 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      | $-1146348.94   | -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      | $198887.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1671755.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $286.77        | 0.00%             |  |  |  | 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        |    14240741 | PA      | $14318626.41   | 0.09%             | 2035-06-25      | Floating      | 5.26%                 | 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        |       29054 | PA      | $29678.65      | 0.00%             | 2030-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H0506A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23400000 | PA      | $23279573.30   | 0.15%             | 2054-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $823.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-127179.77    | -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      | $1199263.14    | 0.01%             |  |  |  | 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        |     2635531 | PA      | $2729887.57    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | 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      | $68917.88      | 0.00%             | 2035-02-01      | Variable      | 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        |      136654 | PA      | $132909.19     | 0.00%             | 2036-06-25      | Floating      | 4.52%                 | 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        |      454728 | PA      | $452967.76     | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | 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      | $18501.00      | 0.00%             | 2050-06-17      | Variable      | 6.01%                 | 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      | $510300.00     | 0.00%             | 2031-06-05      | Floating      | 12.94%                | 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      | $2808827.00    | 0.02%             | 2031-05-13      | Floating      | 14.46%                | 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        |      904823 | PA      | $907798.84     | 0.01%             | 2027-09-15      | Fixed         | 5.78%                 | 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        |      756168 | PA      | $751876.59     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3298.28       | 0.00%             |  |  |  | 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        |     8554397 | PA      | $8563043.92    | 0.06%             | 2026-07-27      | Fixed         | 4.81%                 | No            |                  2 | 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        |    27274903 | PA      | $27619172.35   | 0.18%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A     | CUSIP: 96042YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5618231 | PA      | $5632067.44    | 0.04%             | 2027-08-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3.5 JUMBOS                              | CUSIP: 21H0326B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16800000 | PA      | $15316462.22   | 0.10%             | 2055-11-20      | Fixed         | 3.50%                 | 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        |     4853142 | PA      | $5029624.77    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | 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        |     5600000 | PA      | $5279035.50    | 0.03%             | 2030-09-17      | Fixed         | 4.81%                 | 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      | $-5922238.05   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $76425.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HENLEY CLO VII DAC 7A                                                            | HENLEY FUNDING LTD. HNLY 7A AR                            | CUSIP: ACI2QFVZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    10900000 | PA      | $12809919.94   | 0.08%             | 2034-04-25      | Floating      | 2.93%                 | 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        |    16944706 | PA      | $17531707.10   | 0.12%             | 2054-01-01      | Fixed         | 6.50%                 | 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      | $2785198.31    | 0.02%             | 2032-07-15      | Floating      | 6.34%                 | 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        |     1800334 | PA      | $1794758.07    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |     3081106 | PA      | $3099804.92    | 0.02%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 M2 144A     | CUSIP: 36263PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7473000 | PA      | $6936223.38    | 0.05%             | 2061-01-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 09/31 VAR                                | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1332000 | PA      | $1262997.15    | 0.01%             | 2031-09-18      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65576423 | PA      | $67002311.50   | 0.44%             | 2054-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $142490.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251006                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $4007.74       | 0.00%             |  |  |  | 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        |     6402644 | PA      | $6410435.84    | 0.04%             | 2028-05-15      | Floating      | 4.87%                 | 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      | $44648777.90   | 0.29%             |  |  |  | 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      | $6964370.07    | 0.05%             | 2035-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178264.45     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $107601.00     | 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      | $384625.33     | 0.00%             |  |  |  | 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        |     3470248 | PA      | $3442931.95    | 0.02%             | 2030-11-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-832.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC                                                                  | PRP ADVISORS, LLC PRPM 2025 6 A1 144A                     | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7333992 | PA      | $7347112.79    | 0.05%             | 2028-08-25      | Variable      | 5.77%                 | 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        |     2527384 | PA      | $2449051.15    | 0.02%             | 2046-01-25      | Floating      | 4.90%                 | 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        |     2529093 | PA      | $2558477.41    | 0.02%             | 2068-12-25      | Fixed         | 6.26%                 | 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      | $61775.56      | 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      | $725234.38     | 0.00%             | 2047-08-15      | Fixed         | 2.75%                 | 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        |    13138113 | PA      | $13271425.26   | 0.09%             | 2055-02-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $5064.85       | 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      | $9057778.65    | 0.06%             | 2031-02-15      | Fixed         | 4.80%                 | 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      | $17116.67      | 0.00%             |  |  |  | No            |                  3 | 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      | $3060029.49    | 0.02%             | 2062-12-15      | Variable      | 3.40%                 | 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      | $-1219164.75   | -0.01%            |  |  |  | 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        |     4824364 | PA      | $4376161.43    | 0.03%             | 2046-09-25      | Floating      | 5.00%                 | 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        |     4560379 | PA      | $4566589.02    | 0.03%             | 2031-07-15      | Floating      | 5.66%                 | 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        |     1852400 | PA      | $1942219.65    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC  / SPRINT SPECTRUM CO III LLC | SPRINT SPECTRUM / SPEC I SR SECURED 144A 09/29 5.152      | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1593000 | PA      | $1599331.14    | 0.01%             | 2029-09-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251022                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-7943.20      | -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      | $2133261.79    | 0.01%             | 2027-01-08      | Floating      | 9.79%                 | 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      | $290016.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM37 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3584.23       | 0.00%             |  |  |  | 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      | $17416656.16   | 0.11%             | 2036-03-25      | Floating      | 4.86%                 | 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        |     9023724 | PA      | $8967158.66    | 0.06%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-42882.71     | -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        |     2500296 | PA      | $2503771.45    | 0.02%             | 2030-06-24      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1774.29      | -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        |    22205153 | PA      | $22165534.63   | 0.15%             | 2053-07-15      | Floating      | 5.47%                 | 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        |     2980104 | PA      | $2720191.45    | 0.02%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $99002.96      | 0.00%             |  |  |  | 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        |     2063997 | PA      | $2018706.03    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | 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      | $-50632.80     | -0.00%            |  |  |  | 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      | $1058550.00    | 0.01%             | 2032-06-07      | Floating      | 11.68%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $3678.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $11798.33      | 0.00%             |  |  |  | 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        |       49689 | PA      | $47615.21      | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | 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      | $-74444.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-392130.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251009                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-232.76       | -0.00%            |  |  |  | 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      | $1119124.63    | 0.01%             | 2035-11-25      | Floating      | 4.99%                 | 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        |       45341 | PA      | $39631.43      | 0.00%             | 2036-10-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2022-RPL1                                    | GS MORTGAGE BACKED SECURITIES GSMBS 2022 RPL1 A1 144A     | CUSIP: 36263PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   110337171 | PA      | $105628896.14  | 0.70%             | 2061-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-576.04       | -0.00%            |  |  |  | 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      | $2152036.44    | 0.01%             |  |  |  | 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      | $118184.83     | 0.00%             |  |  |  | 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      | $45585.58      | 0.00%             |  |  |  | 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        |     5859952 | PA      | $5868917.74    | 0.04%             | 2027-12-15      | Fixed         | 4.60%                 | 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      | $13439378.26   | 0.09%             | 2035-05-25      | Floating      | 6.07%                 | 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      | $8976120.81    | 0.06%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-72088.71     | -0.00%            |  |  |  | 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        |     6926664 | PA      | $6375569.05    | 0.04%             | 2052-05-20      | Fixed         | 3.50%                 | 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        |      648435 | PA      | $547680.69     | 0.00%             | 2037-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $5955.04       | 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      | $24256928.34   | 0.16%             | 2047-06-25      | Floating      | 4.62%                 | 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        |      701531 | PA      | $627267.64     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | 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        |      837251 | PA      | $788738.27     | 0.01%             | 2046-04-25      | Floating      | 4.63%                 | 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        |      327000 | PA      | $333132.36     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | 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      | $45478.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                            | CRSNT TRUST CRSNT 2021 MOON C 144A                        | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8869959.90    | 0.06%             | 2036-04-15      | Floating      | 5.82%                 | 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        |       84231 | PA      | $74183.03      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | 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        |    11497668 | PA      | $10820641.61   | 0.07%             | 2060-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251021                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $129948.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-12804.02     | -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        |   112540000 | PA      | $109298915.52  | 0.72%             | 2055-09-25      | Variable      | 3.50%                 | No            |                  3 | 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      | $-182390.00    | -0.00%            |  |  |  | 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        |     6370448 | PA      | $6270896.64    | 0.04%             | 2055-02-16      | Fixed         | 4.55%                 | 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        |     2934257 | PA      | $2906383.29    | 0.02%             | 2036-12-15      | Floating      | 6.07%                 | 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        |     3075882 | PA      | $3102891.20    | 0.02%             | 2068-12-25      | Fixed         | 5.90%                 | 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      | $790077.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-582960.97    | -0.00%            |  |  |  | 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        |      938599 | PA      | $912352.87     | 0.01%             | 2069-07-25      | Fixed         | 4.00%                 | 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      | $2839999.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL7 TRUST                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL7 A1 144A       | CUSIP: 12598JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    21009136 | PA      | $20927908.54   | 0.14%             | 2061-07-27      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $33042.95      | 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        |     1000000 | PA      | $983064.50     | 0.01%             | 2038-04-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $245.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU COMMERCIAL MORTGAGE SECURITIES TRUST 2006-SL1                               | WAMU COMMERCIAL MORTGAGE SECUR WMCMS 2006 SL1 D 144A      | CUSIP: 933633AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14895 | PA      | $14872.56      | 0.00%             | 2043-11-23      | Variable      | 6.11%                 | 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        |     1301138 | PA      | $1294089.05    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | 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      | $416000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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        |    10925280 | PA      | $10025427.95   | 0.07%             | 2054-09-20      | Fixed         | 3.50%                 | 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        |      224048 | PA      | $223463.85     | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | 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      | $-234.72       | -0.00%            |  |  |  | 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      | $3264073.02    | 0.02%             |  |  |  | No            |                  1 | 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      | $10740289.93   | 0.07%             | 2037-04-10      | Variable      | 4.19%                 | 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        |    27021376 | PA      | $26904214.12   | 0.18%             | 2037-10-25      | Floating      | 5.87%                 | 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      | $6532266.26    | 0.04%             | 2030-01-09      | Floating      | 5.43%                 | No            |                  3 | 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        |     1871694 | PA      | $1738763.97    | 0.01%             | 2035-08-25      | Floating      | 4.99%                 | 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      | $162853.03     | 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        |     1923292 | PA      | $1933029.26    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | 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      | $507138.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANTHEON SENIOR DEBT SECONDARIES III                                             | PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN                  | CUSIP: BA000HYC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3800000 | PA      | $3800452.58    | 0.03%             | 2026-03-26      | Floating      | 6.38%                 | Yes           |                  3 | 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        |      279725 | PA      | $289374.84     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-8970.71      | -0.00%            |  |  |  | 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      | $127741.98     | 0.00%             |  |  |  | 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      | $2025455.28    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $266.17        | 0.00%             |  |  |  | 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        |      119085 | PA      | $120647.83     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | 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      |
| 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        |    17000000 | PA      | $17360392.35   | 0.11%             | 2029-03-22      | Fixed         | 5.25%                 | 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      | $2042894.92    | 0.01%             | 2030-06-07      | Fixed         | 4.98%                 | Yes           |                  3 | 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      | $-93868.78     | -0.00%            |  |  |  | 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      | $6304540.00    | 0.04%             | 2033-08-10      | Variable      | 4.71%                 | 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      | $1768236.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875         | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   686600000 | PA      | $39059071.80   | 0.26%             | 2035-02-28      | Fixed         | 8.88%                 | 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        |     9700000 | PA      | $9735538.08    | 0.06%             | 2027-10-18      | Floating      | 4.51%                 | 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      | $20632233.20   | 0.14%             | 2035-03-15      | Fixed         | 6.83%                 | Yes           |                  3 | 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        |       21433 | PA      | $20612.55      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | 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      | $3775087.98    | 0.02%             |  |  |  | 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      | $1099800.90    | 0.01%             | 2035-09-20      | Fixed         | 5.02%                 | 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      | $1777351.80    | 0.01%             | 2035-06-25      | Floating      | 5.25%                 | 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      | $6774065.62    | 0.04%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM41 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-34852.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                  | CUSIP: 40412BXQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    24600000 | PA      | $24524232.00   | 0.16%             | 2025-10-24      | None          | 0.00%                 | 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      | $-828399.99    | -0.01%            |  |  |  | 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      | $-69149.01     | -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        |      976179 | PA      | $978332.25     | 0.01%             | 2054-11-25      | Fixed         | 5.15%                 | 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      | $3223950.00    | 0.02%             | 2027-06-07      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251125                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $520.66        | 0.00%             |  |  |  | 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        |      405393 | PA      | $356745.84     | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9              | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    32325000 | PA      | $9741396.94    | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $2253.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251029                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-165885.77    | -0.00%            |  |  |  | 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      | $1126.67       | 0.00%             |  |  |  | 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      | $105748.07     | 0.00%             |  |  |  | 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      | $3964726.35    | 0.03%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.05205 08/02/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-1147213.88   | -0.01%            |  |  |  | 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      | $-796068.63    | -0.01%            |  |  |  | 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        |    15467640 | PA      | $13104158.26   | 0.09%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $64713.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $806518.34     | 0.01%             |  |  |  | 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      | $104079.58     | 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        |    11620232 | PA      | $11761590.90   | 0.08%             | 2049-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $3370.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING 2024-1 PLC 24-1A                                            | TOWER BRIDGE FUNDING TWRBG 2024 1A A 144A                 | CUSIP: ACI2M6698<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     8698821 | PA      | $11717641.49   | 0.08%             | 2066-01-20      | Floating      | 5.16%                 | 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        |    11000000 | PA      | $11166609.85   | 0.07%             | 2028-01-05      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $150295.75     | 0.00%             |  |  |  | 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        |     1002380 | PA      | $992533.42     | 0.01%             | 2033-09-26      | Floating      | 4.84%                 | 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      | $1683379.58    | 0.01%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5360.97      | -0.00%            |  |  |  | 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        |     9100000 | PA      | $9121097.44    | 0.06%             | 2034-08-15      | Fixed         | 4.47%                 | 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        |    14618080 | PA      | $14512565.22   | 0.10%             | 2054-08-01      | Fixed         | 5.00%                 | 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        |      174558 | PA      | $262190.01     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | 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      | $5762999.08    | 0.04%             | 2028-04-03      | Fixed         | 4.90%                 | 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      | $5280132.00    | 0.03%             | 2036-12-15      | Fixed         | 2.72%                 | 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      | $-534432.44    | -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        |    14200000 | PA      | $14827972.28   | 0.10%             | 2030-01-17      | Fixed         | 5.57%                 | 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        |      142042 | PA      | $138052.13     | 0.00%             | 2047-06-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6.5 JUMBOS                              | CUSIP: 21H0626A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    78900000 | PA      | $81044302.38   | 0.53%             | 2054-10-15      | Fixed         | 6.50%                 | 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      | $2927324.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260326                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-77267.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM34 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9427.13       | 0.00%             |  |  |  | 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        |      272416 | PA      | $263203.11     | 0.00%             | 2060-05-01      | Variable      | 0.00%                 | 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      | $297036.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2.28          | 0.00%             |  |  |  | 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        |     3944406 | PA      | $3825187.11    | 0.03%             | 2035-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ORACLE CORPORATION SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $205571.29     | 0.00%             |  |  |  | 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      | $365018.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/27 VAR                                    | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    26300000 | PA      | $26901604.35   | 0.18%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR CLOSED JOINT-STOCK COMPANY                                 | SOUTHERN GAS CORRIDOR GOVT GUARANT REGS 03/26 6.875       | CUSIP: Y8T6JPAA4<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     1900000 | PA      | $1923741.70    | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | 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        |     1179355 | PA      | $787941.45     | 0.01%             | 2037-05-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG38 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $13808.22      | 0.00%             |  |  |  | No            |                  2 | 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      | $6739459.57    | 0.04%             | 2035-09-25      | Floating      | 5.17%                 | 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        |     2073055 | PA      | $1984628.73    | 0.01%             | 2028-06-28      | Floating      | 9.28%                 | 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      | $-537272.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                               | PRP ADVISORS, LLC PRPM 2024 RPL1 A1 144A                  | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2001215 | PA      | $1976315.51    | 0.01%             | 2064-12-25      | Variable      | 4.20%                 | 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        |     1321285 | PA      | $1312591.38    | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | 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      | $4788129.82    | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-43741.02     | -0.00%            |  |  |  | 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        |     5113640 | PA      | $4631396.17    | 0.03%             | 2040-10-01      | Fixed         | 2.50%                 | 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        |    11566865 | PA      | $11484034.95   | 0.08%             | 2061-09-25      | Variable      | 3.00%                 | 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        |       20177 | PA      | $19666.55      | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | 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        |      475306 | PA      | $471500.42     | 0.00%             | 2056-07-25      | Variable      | 3.25%                 | 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        |     1479249 | PA      | $1396782.38    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | 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        |      649641 | PA      | $638412.91     | 0.00%             | 2037-01-25      | Floating      | 4.61%                 | 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      | $1125910.94    | 0.01%             | 2030-04-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA NOTES 144A 09/28 5.5                              | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1700000 | PA      | $2098394.84    | 0.01%             | 2028-09-18      | Fixed         | 5.50%                 | 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        |     8205568 | PA      | $8001522.70    | 0.05%             | 2057-08-25      | Variable      | 4.44%                 | 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        |     8120770 | PA      | $7430997.90    | 0.05%             | 2036-01-25      | Floating      | 4.90%                 | 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      | $7327766.13    | 0.05%             | 2035-04-22      | Floating      | 5.41%                 | 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      | $8049574.33    | 0.05%             | 2045-03-20      | Fixed         | 2.40%                 | 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      | $3021908.51    | 0.02%             | 2034-03-27      | Fixed         | 5.77%                 | No            |                  3 | 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      | $666334.41     | 0.00%             | 2034-05-25      | Floating      | 6.22%                 | 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        |     3001775 | PA      | $2901304.12    | 0.02%             | 2060-01-25      | Variable      | 2.71%                 | 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      | $177766.65     | 0.00%             | 2027-09-15      | Fixed         | 9.25%                 | 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      | $16615834.08   | 0.11%             | 2034-10-20      | Floating      | 5.38%                 | 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      | $4369464.30    | 0.03%             |  |  |  | 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      | $537900.00     | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | 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        |     2899256 | PA      | $2816844.07    | 0.02%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.92500 12/31/25-28Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $330848.32     | 0.00%             |  |  |  | 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        |     2109564 | PA      | $1981555.87    | 0.01%             | 2031-01-15      | Fixed         | 0.12%                 | 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        |      955061 | PA      | $952309.28     | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SCLP 2025 C B 144A SCLP 2025 C B 144A                     | CUSIP: 990AAWLV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3787000 | PA      | $3774435.91    | 0.02%             | 2034-09-06      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-109554.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $5813.77       | 0.00%             |  |  |  | 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      | $210761.03     | 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        |    39981938 | PA      | $40607567.37   | 0.27%             | 2030-04-15      | Fixed         | 1.62%                 | 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      | $555366.64     | 0.00%             | 2035-02-25      | Floating      | 5.47%                 | 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      | $2582911.46    | 0.02%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | 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        |    24425104 | PA      | $24473045.27   | 0.16%             | 2028-06-15      | Fixed         | 4.71%                 | 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      | $168025.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-791476.51    | -0.01%            |  |  |  | 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      | $10114037.30   | 0.07%             | 2030-03-29      | Floating      | 7.53%                 | 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      | $38491588.60   | 0.25%             |  |  |  | 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      | $138050.95     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | 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      | $2020204.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $22814.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1187.86       | 0.00%             |  |  |  | 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        |    23500000 | PA      | $24340595.00   | 0.16%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-302425.31    | -0.00%            |  |  |  | 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        |     2731882 | PA      | $2721306.89    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | 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      | $1598463.39    | 0.01%             | 2036-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5.5 JUMBOS                              | CUSIP: 21H0526B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24250000 | PA      | $24417213.45   | 0.16%             | 2054-11-15      | Fixed         | 5.50%                 | 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        |     3408300 | PA      | $2630835.41    | 0.02%             | 2046-02-15      | Fixed         | 1.00%                 | 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      | $958853.70     | 0.01%             | 2036-03-25      | Floating      | 5.25%                 | 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        |     1253463 | PA      | $1248960.51    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1A                                     | PORSCHE INNOVATIVE LEASE OWNER PILOT 2024 1A A2A 144A     | CUSIP: 73328AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3010147 | PA      | $3014881.77    | 0.02%             | 2027-01-20      | Fixed         | 4.84%                 | 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      | $60445.99      | 0.00%             |  |  |  | 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        |       61798 | PA      | $52999.21      | 0.00%             | 2046-07-20      | Floating      | 4.65%                 | 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      | $1704889.04    | 0.01%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $27011.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2023 USD TERM LOAN B14                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     5943153 | PA      | $5764858.47    | 0.04%             | 2028-08-15      | Floating      | 9.49%                 | No            |                  3 | On Loan: No      |
| EGYPTIAN GOVT                                                                    | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                  | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  1479900000 | PA      | $30921095.55   | 0.20%             | 2028-03-04      | Fixed         | 21.95%                | 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        |    22200000 | PA      | $22431246.08   | 0.15%             | 2027-03-05      | Fixed         | 5.80%                 | 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      | $-1386704.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-97746.57     | -0.00%            |  |  |  | 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        |     1796023 | PA      | $1744131.11    | 0.01%             | 2035-06-25      | Variable      | 5.35%                 | 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        |    10793223 | PA      | $9650138.56    | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                                    | VW CR INC 10/25 ZCP                                       | CUSIP: 91842JX61<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3997124.00    | 0.03%             | 2025-10-06      | None          | 0.00%                 | 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        |     4005000 | PA      | $4285463.94    | 0.03%             | 2034-01-12      | Floating      | 5.96%                 | 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        |    40000000 | PA      | $40340304.00   | 0.27%             | 2055-05-17      | Fixed         | 4.84%                 | 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      | $3221069.66    | 0.02%             | 2028-09-11      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $110461.29     | 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      | $1414121.32    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | 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      | $153191.84     | 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        |    34450643 | PA      | $34640304.36   | 0.23%             | 2034-06-25      | Fixed         | 4.82%                 | 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      | $-236734.50    | -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      | $1192693.80    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | 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        |       96206 | PA      | $95631.82      | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | 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      | $2047504.63    | 0.01%             |  |  |  | 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      | $1007201.51    | 0.01%             | 2029-06-19      | Floating      | 4.58%                 | 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        |     7825230 | PA      | $6289628.36    | 0.04%             | 2037-05-25      | Floating      | 3.34%                 | 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        |    24146961 | PA      | $17835791.24   | 0.12%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7              | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      506678 | PA      | $503792.42     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 5YR O CORPNFLA8                  | CUSIP: 957ZFZII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9531340.98    | 0.06%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251215                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-2426.69      | -0.00%            |  |  |  | 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      | $-132302.00    | -0.00%            |  |  |  | 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        |    13808428 | PA      | $13350737.91   | 0.09%             | 2037-05-25      | Floating      | 4.71%                 | 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        |     2645886 | PA      | $2785087.20    | 0.02%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $4743.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-43344.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1A                                    | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 1A A3 144A      | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2499261 | PA      | $2503251.05    | 0.02%             | 2027-05-17      | Fixed         | 5.44%                 | 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      | $1979608.25    | 0.01%             | 2035-12-25      | Floating      | 6.19%                 | 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        |     1541000 | PA      | $1569543.63    | 0.01%             | 2054-11-25      | Fixed         | 5.45%                 | 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      | $11188095.83   | 0.07%             | 2038-06-17      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.60000 01/16/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $4556669.46    | 0.03%             |  |  |  | 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        |     1026399 | PA      | $279415.56     | 0.00%             | 2036-07-25      | Floating      | 4.75%                 | 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      | $114046.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-47398.19     | -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        |     1779233 | PA      | $1817594.66    | 0.01%             | 2034-01-25      | Floating      | 5.02%                 | 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      | $1207855.00    | 0.01%             | 2026-06-08      | Floating      | 21.20%                | 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      | $3391348.10    | 0.02%             | 2038-07-15      | Floating      | 6.57%                 | 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        |     1213137 | PA      | $1222386.30    | 0.01%             | 2045-12-25      | Floating      | 4.85%                 | 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        |      450829 | PA      | $461917.33     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | 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      | $5879763.16    | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $8.49          | 0.00%             |  |  |  | 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        |     3904973 | PA      | $3937983.04    | 0.03%             | 2073-04-25      | Variable      | 6.50%                 | 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        |     1743485 | PA      | $1604010.42    | 0.01%             | 2036-01-26      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)DEC25 XCBT 20251219                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       10351 | NC      | $5043090.76    | 0.03%             |  |  |  | No            |                  2 | 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      | $5501670.09    | 0.04%             | 2029-07-13      | Fixed         | 1.29%                 | 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        |   127004186 | PA      | $1496896.73    | 0.01%             | 2031-01-25      | Variable      | 0.74%                 | 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        |    12167545 | PA      | $12113781.68   | 0.08%             | 2028-07-15      | Fixed         | 0.75%                 | 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        |     2104000 | PA      | $2052884.16    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | 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        |     9084397 | PA      | $8164282.84    | 0.05%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1511.31       | 0.00%             |  |  |  | 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        |       38183 | PA      | $15672.35      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | 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        |     1924181 | PA      | $1913697.70    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | 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      | $-8201463.87   | -0.05%            |  |  |  | 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        |     3498723 | PA      | $3442642.56    | 0.02%             | 2035-09-25      | Floating      | 5.01%                 | 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      | $1594560.00    | 0.01%             | 2031-08-05      | Fixed         | 11.95%                | 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        |       26985 | PA      | $26238.21      | 0.00%             | 2035-11-25      | Floating      | 5.94%                 | 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      | $-178808.08    | -0.00%            |  |  |  | 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      | $179615.38     | 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        |     2713191 | PA      | $721250.09     | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $122111.32     | 0.00%             |  |  |  | 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        |      105198 | PA      | $100473.95     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | 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      | $-757317.75    | -0.00%            |  |  |  | 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        |     9477325 | PA      | $8562313.86    | 0.06%             | 2037-01-25      | Floating      | 4.59%                 | 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      | $3575222.70    | 0.02%             | 2027-07-13      | Floating      | 7.15%                 | 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        |      667700 | PA      | $647314.72     | 0.00%             | 2029-12-15      | Fixed         | 3.20%                 | 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        |    11201381 | PA      | $6174331.02    | 0.04%             | 2047-09-25      | Variable      | 4.53%                 | 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        |     9916842 | PA      | $11653526.41   | 0.08%             | 2033-01-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-C                                                | CPS AUTO TRUST CPS 2024 C A 144A                          | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2823138 | PA      | $2830726.81    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | 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      | $-117350.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A3 144A       | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3044545.80    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | 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        |     5737456 | PA      | $5408655.78    | 0.04%             | 2043-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-1766.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   188100000 | PA      | $182337987.25  | 1.20%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-1A                                 | CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 1A AR3 144A      | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3533949 | PA      | $3539249.88    | 0.02%             | 2031-07-20      | Floating      | 5.57%                 | 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      | $512091.01     | 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        |      659338 | PA      | $614485.66     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $317.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST 2024-PT2                                          | PAGAYA AI DEBT SELECTION TRUST PAID 2024 PT2 A 144A       | CUSIP: 69544PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      438549 | PA      | $438753.56     | 0.00%             | 2032-04-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251008                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $11949.83      | 0.00%             |  |  |  | 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        |     1621629 | PA      | $799198.72     | 0.01%             | 2054-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/27 VAR                    | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1800000 | PA      | $1911780.00    | 0.01%             | 2027-06-07      | Floating      | 13.09%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251106                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $16035.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $167544.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1                         | MORGAN STANLEY RESIDENTIAL MOR MSRM 2024 RPL1 A1          | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5181439 | PA      | $5064380.54    | 0.03%             | 2064-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 9.87397 08/03/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-635206.06    | -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        |     4824792 | PA      | $4478676.69    | 0.03%             | 2036-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC LAST OUT TERM LOAN                         | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    20878821 | PA      | $21244200.33   | 0.14%             | 2031-01-03      | Floating      | 8.72%                 | No            |                  3 | 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        |     2487470 | PA      | $2513207.11    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | 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      | $2927.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/27 2.1             | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    29695000 | PA      | $28551491.58   | 0.19%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   217805864 | PA      | $2121211314.24 | 13.97%            |  |  |  | No            |                  1 | 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        |      273545 | PA      | $282986.35     | 0.00%             | 2053-09-01      | 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      | $-13634.88     | -0.00%            |  |  |  | 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        |      746454 | PA      | $754554.91     | 0.00%             | 2069-01-25      | Fixed         | 5.99%                 | 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        |      337361 | PA      | $342219.95     | 0.00%             | 2035-09-25      | Floating      | 5.17%                 | 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        |    26103777 | PA      | $26700342.61   | 0.18%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | 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        |       38794 | PA      | $39238.84      | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | 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      | $-213829.70    | -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        |      157333 | PA      | $156699.50     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260316                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-67378.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $824.35        | 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        |     1800943 | PA      | $1891704.73    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | 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        |       49698 | PA      | $49594.12      | 0.00%             | 2034-10-20      | Floating      | 6.59%                 | 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      | $-1483405.30   | -0.01%            |  |  |  | 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      | $410483.68     | 0.00%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1503.93      | -0.00%            |  |  |  | No            |                  2 | 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      | $747465.84     | 0.00%             | 2035-10-25      | Floating      | 4.96%                 | 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        |      240072 | PA      | $220549.11     | 0.00%             | 2035-11-25      | Floating      | 4.48%                 | 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        |    24889532 | PA      | $24952077.01   | 0.16%             | 2050-06-17      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/31 6.388                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4794397.12    | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | 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        |        3235 | PA      | $3116.59       | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | 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        |     1100000 | PA      | $1101359.38    | 0.01%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | 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      | $11476144.17   | 0.08%             | 2030-07-01      | Fixed         | 5.20%                 | 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        |    62300000 | PA      | $64338395.57   | 0.42%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A1 144A        | CUSIP: 69547DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5359299 | PA      | $5362849.69    | 0.04%             | 2026-06-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-29236.72     | -0.00%            |  |  |  | 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      | $297010.75     | 0.00%             |  |  |  | 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      | $4456851.10    | 0.03%             | 2040-09-12      | Fixed         | 6.31%                 | 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        |     2379710 | PA      | $2409694.67    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | 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        |      747843 | PA      | $719402.13     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | 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      | $384514.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $477210.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-515.59       | -0.00%            |  |  |  | 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      | $193055.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7           | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1059645 | PA      | $973982.36     | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | 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      | $27568154.20   | 0.18%             |  |  |  | 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        |     3932535 | PA      | $3907478.00    | 0.03%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251128                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $50187.08      | 0.00%             |  |  |  | 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        |       83001 | PA      | $93072.51      | 0.00%             | 2034-03-25      | Floating      | 5.05%                 | 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      | $1002426.31    | 0.01%             | 2035-02-25      | Floating      | 5.20%                 | 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      | $3228075.14    | 0.02%             | 2040-10-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $69422.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2024-3A                                            | ROMARK CREDIT FUNDING LTD RCF 2024 3A A 144A              | CUSIP: 77587BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     6750000 | PA      | $6773841.00    | 0.04%             | 2042-09-15      | Fixed         | 5.54%                 | 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      | $1932723.60    | 0.01%             | 2029-11-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                  | CUSIP: 73110JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     4900000 | PA      | $5102860.00    | 0.03%             | 2027-01-07      | Floating      | 17.18%                | 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        |     1618353 | PA      | $1639532.23    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-4006.53      | -0.00%            |  |  |  | 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        |      990099 | PA      | $986522.01     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |     1147506 | PA      | $1009938.11    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | 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      | $12880104.57   | 0.08%             | 2034-11-23      | Fixed         | 7.75%                 | 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        |     3053008 | PA      | $2012343.19    | 0.01%             | 2046-10-25      | Floating      | 5.09%                 | 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        |      521853 | PA      | $518769.21     | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | 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        |     1070056 | PA      | $1065362.42    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | 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        |     1625092 | PA      | $1426367.12    | 0.01%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                               | THAMES WATER UTIL FIN SR SECURED REGS 04/29 4             | CUSIP: ACI2C9P27<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1244791.70    | 0.01%             | 2029-04-18      | Fixed         | 4.00%                 | 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      | $182211.71     | 0.00%             |  |  |  | No            |                  2 | 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      | $-431964.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                               | BACARDI MARTINI B V                                       | CUSIP: 05634EX98<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1198631.64    | 0.01%             | 2025-10-09      | None          | 0.00%                 | 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      | $-1244241.82   | -0.01%            |  |  |  | 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        |     2426071 | PA      | $2442264.49    | 0.02%             | 2028-06-15      | Fixed         | 6.37%                 | 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      | $244507.53     | 0.00%             |  |  |  | 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        |     2170621 | PA      | $2274201.65    | 0.01%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                    | OPORTUN FUNDING LLC OPTN 2025 A A 144A                    | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4300000 | PA      | $4306714.02    | 0.03%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $25524.12      | 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      | $32611.84      | 0.00%             |  |  |  | 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      | $12136579.92   | 0.08%             |  |  |  | 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      | $13867421.64   | 0.09%             | 2038-10-30      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $91296.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                                    | AMSURG EQUITY EQTYAS910                                   | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      317945 | NS      | $14354157.04   | 0.09%             |  |  |  | Yes           |                  3 | 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        |     4400000 | PA      | $4444456.72    | 0.03%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                                   | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000       | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       25734 | PA      | $29937.56      | 0.00%             | 2027-03-22      | None          | 0.00%                 | 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        |      162874 | PA      | $156577.10     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | 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      | $524933.60     | 0.00%             | 2036-06-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $52604.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528    | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2735000 | PA      | $2630153.01    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | 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      | $-769622.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                                       | LCM LOAN INCOME FUND LTD LCMLF 1A A 144A                  | CUSIP: 50189XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3146579 | PA      | $3149354.57    | 0.02%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                                 | FINASTRA USA INC 2023 TERM LOAN                           | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |      675000 | PA      | $679498.85     | 0.00%             | 2029-09-13      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 10.08501 08/01/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-1126276.50   | -0.01%            |  |  |  | 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      | $12205330.18   | 0.08%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1560.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   160900000 | PA      | $146979274.72  | 0.97%             | 2055-11-13      | Fixed         | 3.50%                 | 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        |     7214318 | PA      | $6525518.15    | 0.04%             | 2037-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG39 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6574.18       | 0.00%             |  |  |  | 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        |       42129 | PA      | $34595.62      | 0.00%             | 2035-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0088 G2 12/54 FIXED 3.5                    | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15892541 | PA      | $14504479.44   | 0.10%             | 2054-12-20      | Fixed         | 3.50%                 | 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        |     1847072 | PA      | $1773670.00    | 0.01%             | 2037-12-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-21032.17     | -0.00%            |  |  |  | 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        |       26009 | PA      | $25964.73      | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | 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      | $266625.00     | 0.00%             | 2032-01-07      | Floating      | 12.43%                | 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        |     4900000 | PA      | $5031718.17    | 0.03%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-47373.68     | -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        |       95935 | PA      | $86150.75      | 0.00%             | 2035-09-25      | Floating      | 4.94%                 | 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        |     1383391 | PA      | $809976.58     | 0.01%             | 2047-05-25      | Floating      | 4.51%                 | 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      | $274569.43     | 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        |      112962 | PA      | $108036.78     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | 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        |      210401 | PA      | $207368.41     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| QUERCUS RE DESIGNATED ACTIVITY COMPANY                                           | QUERCUS RE DESIGNATED ACTIVITY 07/27 1                    | CUSIP: ACI2Q34M4<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $357692.15     | 0.00%             | 2027-07-08      | Floating      | 10.02%                | 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        |    14921555 | PA      | $14826864.90   | 0.10%             | 2054-07-01      | Fixed         | 5.00%                 | 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      | $-544914.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-49097.42     | -0.00%            |  |  |  | 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        |     7756024 | PA      | $7043750.26    | 0.05%             | 2065-04-25      | Fixed         | 3.38%                 | 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        |    45595223 | PA      | $45595222.87   | 0.30%             | 2029-12-23      | Floating      | 7.65%                 | No            |                  3 | 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      | $1660165.01    | 0.01%             |  |  |  | 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        |     2813243 | PA      | $2859601.09    | 0.02%             | 2068-11-25      | Variable      | 6.88%                 | 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        |     6000000 | PA      | $6006565.20    | 0.04%             | 2035-09-20      | Fixed         | 4.60%                 | 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      | $3714677.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                            | ROMARK CREDIT FUNDING LTD RCF 2025 4A A 144A              | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    22000000 | PA      | $22059400.00   | 0.15%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $204566.71     | 0.00%             |  |  |  | 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      | $6068120.40    | 0.04%             | 2029-03-15      | Fixed         | 4.84%                 | 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      | $-209347.86    | -0.00%            |  |  |  | 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        |       38049 | PA      | $36578.08      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | 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      | $-1326717.49   | -0.01%            |  |  |  | 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        |    19728886 | PA      | $16659431.56   | 0.11%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM3 TRUST                                                              | MFRA TRUST MFRA 2022 NQM3 A1 144A                         | CUSIP: 55286EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13510855 | PA      | $13474196.22   | 0.09%             | 2067-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-21661.21     | -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        |       23592 | PA      | $23523.04      | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | 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      | $235066.76     | 0.00%             |  |  |  | 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      | $111355.26     | 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      | $-28814.86     | -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      | $-46232.41     | -0.00%            |  |  |  | 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        |     4432151 | PA      | $4345566.38    | 0.03%             | 2034-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6206396 | PA      | $4204833.29    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | 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        |     3563297 | PA      | $966474.44     | 0.01%             | 2036-03-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                       | EQTYWM927 WESTMORELAND MINING                             | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2936 | NS      | $3302.74       | 0.00%             |  |  |  | Yes           |                  3 | 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        |    15700000 | PA      | $15763826.78   | 0.10%             | 2029-07-16      | Fixed         | 4.31%                 | 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        |     5820507 | PA      | $4241600.55    | 0.03%             | 2028-07-15      | Fixed         | 5.05%                 | 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      | $346771.69     | 0.00%             |  |  |  | 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      | $14550315.18   | 0.10%             |  |  |  | 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        |     1130225 | PA      | $308197.00     | 0.00%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1361565.97   | -0.01%            |  |  |  | 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      | $632280.00     | 0.00%             | 2031-04-07      | Floating      | 12.45%                | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                   | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR              | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      109766 | PA      | $57736.94      | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BV5622 FN 06/52 FIXED 3                         | CUSIP: 3140MKG89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      827132 | PA      | $728377.49     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A      | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33477 | PA      | $33486.57      | 0.00%             | 2027-08-10      | Fixed         | 5.50%                 | 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        |      703116 | PA      | $714357.82     | 0.00%             | 2059-05-25      | Fixed         | 6.43%                 | 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      | $10316914.04   | 0.07%             | 2036-06-25      | Floating      | 4.77%                 | 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        |     4691409 | PA      | $4699371.79    | 0.03%             | 2027-04-20      | Fixed         | 4.68%                 | 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        |     1226000 | PA      | $1192759.00    | 0.01%             | 2035-08-25      | Floating      | 5.07%                 | 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      | $478931.97     | 0.00%             | 2035-06-25      | Floating      | 6.00%                 | 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        |    24918232 | PA      | $21118747.75   | 0.14%             | 2050-12-01      | Fixed         | 2.50%                 | 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      | $-60145.68     | -0.00%            |  |  |  | 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        |      726531 | PA      | $756822.08     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | 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      | $216882.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $742538.56     | 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      | $637680.00     | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | 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        |     8795136 | PA      | $7496809.63    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | 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      | $211794.29     | 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      | $7682653.19    | 0.05%             | 2034-06-15      | Fixed         | 5.19%                 | No            |                  3 | 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        |       40742 | PA      | $37319.74      | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | 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        |     1869703 | PA      | $1887991.11    | 0.01%             | 2029-01-10      | Fixed         | 5.62%                 | 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        |     3610650 | PA      | $3461656.25    | 0.02%             | 2067-05-25      | Variable      | 4.25%                 | 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        |      380739 | PA      | $379346.74     | 0.00%             | 2036-11-25      | Floating      | 4.71%                 | 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      | $60168.75      | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251006                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $10047.53      | 0.00%             |  |  |  | No            |                  2 | 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        |      347716 | PA      | $236300.91     | 0.00%             | 2035-12-25      | Floating      | 5.53%                 | 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      | $377000.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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      | $-219285.55    | -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      | $9321375.24    | 0.06%             | 2029-08-14      | Floating      | 7.75%                 | No            |                  3 | 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        |     1414495 | PA      | $1405592.42    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | 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      | $1398611.27    | 0.01%             |  |  |  | No            |                  1 | 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        |     1566767 | PA      | $1564821.16    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | 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        |     9784775 | PA      | $9097477.70    | 0.06%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251205                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-42079.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2022-FL10 LLC                                                                | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL10 A 144A       | CUSIP: 55285BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4053839 | PA      | $4059312.86    | 0.03%             | 2037-09-17      | Floating      | 6.77%                 | 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      | $82967.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2138.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                                   | CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A              | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4618452 | PA      | $4627890.81    | 0.03%             | 2027-09-27      | Fixed         | 5.25%                 | 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        |     1871212 | PA      | $1247830.01    | 0.01%             | 2036-06-25      | Floating      | 4.57%                 | 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        |     1055705 | PA      | $1054171.06    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-585488.76    | -0.00%            |  |  |  | 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        |      320665 | PA      | $123156.39     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | 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      | $3373519.67    | 0.02%             | 2061-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/30 8             | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    80800000 | PA      | $4695570.12    | 0.03%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3             | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1490304.27    | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | 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        |      105608 | PA      | $101410.24     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-550660.50    | -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      | $131311.87     | 0.00%             |  |  |  | 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        |     1971546 | PA      | $1956071.20    | 0.01%             | 2037-06-25      | Floating      | 4.46%                 | 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      | $2611014.38    | 0.02%             | 2055-03-15      | Fixed         | 5.10%                 | 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      | $15838.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TRS SOFRINDX/IBXXLLTR 12/22/25 BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-156.31       | -0.00%            |  |  |  | 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      | $6175604.01    | 0.04%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 20787099000 | PA      | $12221920.59   | 0.08%             | 2026-06-29      | None          | 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      | $4434315.03    | 0.03%             |  |  |  | No            |                  3 | 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      | $-23401.35     | -0.00%            |  |  |  | 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      | $-587950.40    | -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      | $4894461.85    | 0.03%             | 2029-03-15      | 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        |     1496515 | PA      | $1367140.74    | 0.01%             | 2046-08-25      | Floating      | 5.11%                 | 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        |       21330 | PA      | $20862.44      | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | 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     | 0.01%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251119                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5441.45      | -0.00%            |  |  |  | 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      | $12342356.71   | 0.08%             | 2030-03-15      | Fixed         | 5.25%                 | 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        |     5578066 | PA      | $5335659.03    | 0.04%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-638432.04    | -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        |    16131488 | PA      | $16235013.32   | 0.11%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS CAD CAONREPO/3.75000 12/20/23-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $611673.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  2078030000 | PA      | $2122646322.33 | 13.98%            | 2054-11-15      | Fixed         | 6.00%                 | 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      | $199328.66     | 0.00%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF2 LLC                                                               | PRP ADVISORS, LLC PRPM 2025 RCF2 A1 144A                  | CUSIP: 74448VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      874834 | PA      | $858048.61     | 0.01%             | 2064-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7300.34       | 0.00%             |  |  |  | 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      | $2550659.90    | 0.02%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $14995.99      | 0.00%             |  |  |  | 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        |       41042 | PA      | $41158.20      | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | 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        |     9127597 | PA      | $9114561.58    | 0.06%             | 2031-02-15      | Fixed         | 4.92%                 | 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      | $4917222.00    | 0.03%             | 2058-11-25      | Variable      | 4.00%                 | No            |                  2 | 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        |     1555174 | PA      | $1557718.69    | 0.01%             | 2028-05-10      | Fixed         | 4.78%                 | No            |                  2 | 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        |     2539036 | PA      | $2667020.88    | 0.02%             | 2034-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG40 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $50986.23      | 0.00%             |  |  |  | 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      | $-86700.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $39909.15      | 0.00%             |  |  |  | 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      | $-1253615.88   | -0.01%            |  |  |  | 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        |     2488970 | PA      | $2474845.04    | 0.02%             | 2054-01-01      | Fixed         | 5.00%                 | 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        |      252934 | PA      | $261724.92     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | 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        |      867816 | PA      | $863812.98     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-16616.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                             | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR             | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2800000 | PA      | $2848440.00    | 0.02%             | 2026-03-31      | Floating      | 12.82%                | 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      | $68057.10      | 0.00%             |  |  |  | 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      | $825782.91     | 0.01%             |  |  |  | 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        |    14461110 | PA      | $14992706.79   | 0.10%             | 2053-09-01      | Fixed         | 6.50%                 | 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      | $-255816.50    | -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      | $559742.00     | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | 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      | $1759022.16    | 0.01%             | 2029-04-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-55.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0481 G2 07/55 FIXED 3.5                    | CUSIP: 3618N5RB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18600823 | PA      | $16971675.17   | 0.11%             | 2055-07-20      | Fixed         | 3.50%                 | 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      | $-1059679.75   | -0.01%            |  |  |  | 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        |      766682 | PA      | $675706.80     | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | 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        |      605051 | PA      | $603426.72     | 0.00%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2024-A                                       | PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A        | CUSIP: 70687FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4002161 | PA      | $4007086.86    | 0.03%             | 2027-09-15      | Fixed         | 5.04%                 | 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        |      755217 | PA      | $685726.07     | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | 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        |      123632 | PA      | $123060.48     | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | 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        |    31940940 | PA      | $31940939.97   | 0.21%             | 2030-04-30      | Floating      | 1.98%                 | No            |                  3 | 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        |     1673734 | PA      | $1656263.98    | 0.01%             | 2035-03-25      | Floating      | 5.52%                 | 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        |     1675850 | PA      | $1696034.34    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | 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        |      145900 | PA      | $112882.21     | 0.00%             | 2037-06-25      | Floating      | 5.26%                 | 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        |    13694900 | PA      | $13541299.18   | 0.09%             | 2063-01-25      | Fixed         | 4.75%                 | 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        |     4649990 | PA      | $4458934.63    | 0.03%             | 2047-01-25      | Floating      | 4.51%                 | 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        |     5000000 | PA      | $4948782.50    | 0.03%             | 2058-11-25      | Variable      | 3.75%                 | 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        |    14229194 | PA      | $2991676.63    | 0.02%             | 2037-01-25      | Floating      | 4.63%                 | 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        |     9007666 | PA      | $9067238.69    | 0.06%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $357603.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251014                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $360225.80     | 0.00%             |  |  |  | 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        |     2831000 | PA      | $2851055.94    | 0.02%             | 2030-10-15      | Fixed         | 4.46%                 | 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        |      915029 | PA      | $809799.86     | 0.01%             | 2036-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                                | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A      | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      912686 | PA      | $913758.98     | 0.01%             | 2027-10-20      | Fixed         | 5.71%                 | 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        |       13909 | PA      | $13237.65      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1569630.58    | 0.01%             |  |  |  | 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      | $1647523.17    | 0.01%             | 2029-01-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-160242.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-742644.01    | -0.00%            |  |  |  | No            |                  2 | 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        |    30505515 | PA      | $30453842.16   | 0.20%             | 2075-01-25      | Floating      | 5.27%                 | 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        |     2248562 | PA      | $598226.76     | 0.00%             | 2036-10-25      | Variable      | 5.91%                 | 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        |     3841332 | PA      | $3874556.45    | 0.03%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                           | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10700000 | PA      | $12553045.96   | 0.08%             | 2032-05-30      | Fixed         | 5.25%                 | 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      | $3121001.01    | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251030                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $107940.87     | 0.00%             |  |  |  | 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      | $16109.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $25382.23      | 0.00%             |  |  |  | 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      | $28544.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0304 G2 04/55 FIXED 3.5                    | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      784966 | PA      | $716217.41     | 0.00%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    16500000 | PA      | $16500000.00   | 0.11%             |  |  |  | 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        |       99482 | PA      | $101123.45     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25              | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    28900000 | PA      | $26590343.50   | 0.18%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-221036.08    | -0.00%            |  |  |  | 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        |      129671 | PA      | $110772.91     | 0.00%             | 2045-09-25      | Floating      | 5.51%                 | 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        |      590036 | PA      | $590008.10     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | 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      | $-84589.13     | -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      | $1384198.34    | 0.01%             |  |  |  | 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        |     9435011 | PA      | $9435011.24    | 0.06%             | 2026-11-03      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 11/33 VAR                  | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1600000 | PA      | $2005312.26    | 0.01%             | 2033-11-15      | Floating      | 9.02%                 | 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      | $-3790007.76   | -0.02%            |  |  |  | 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        |     1711832 | PA      | $1708465.56    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | 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        |     3484100 | PA      | $3112893.94    | 0.02%             | 2046-12-20      | Floating      | 4.63%                 | 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      | $162222.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-WMC1                                              | MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2           | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      263446 | PA      | $74204.86      | 0.00%             | 2037-01-25      | Floating      | 4.37%                 | 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      | $3455729.76    | 0.02%             | 2038-07-15      | Floating      | 6.07%                 | 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        |      144541 | PA      | $134484.88     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | 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      | $5310558.95    | 0.03%             | 2031-02-15      | Fixed         | 5.25%                 | 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      | $601628.52     | 0.00%             | 2028-04-26      | Floating      | 4.32%                 | 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      | $-15731.63     | -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        |     7740670 | PA      | $7781258.21    | 0.05%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                              | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                  | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |    16300000 | PA      | $8994402.13    | 0.06%             | 2030-11-30      | Floating      | 7.00%                 | 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        |    27128948 | PA      | $27292020.09   | 0.18%             | 2034-03-27      | Fixed         | 4.91%                 | No            |                  3 | 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        |      169448 | PA      | $162196.54     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | 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        |      785139 | PA      | $782463.98     | 0.01%             | 2053-04-01      | 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        |     4441352 | PA      | $4594945.30    | 0.03%             | 2054-02-01      | Fixed         | 6.50%                 | 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        |     3620908 | PA      | $3639638.30    | 0.02%             | 2052-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                          | COUNTRY GARDEN HLDGS SR SECURED REGS 10/30 3.875          | CUSIP: ACI1S6R75<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $77000.00      | 0.00%             | 2030-10-22      | Fixed         | 3.88%                 | 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        |      178730 | PA      | $181090.71     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | 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      | $8122514.15    | 0.05%             | 2027-04-15      | Fixed         | 1.84%                 | 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      | $10988913.65   | 0.07%             | 2026-11-05      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH D 144A           | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7168689 | PA      | $7179386.50    | 0.05%             | 2038-07-15      | Floating      | 6.51%                 | 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        |    13000000 | PA      | $13187348.85   | 0.09%             | 2030-06-02      | Fixed         | 4.75%                 | 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        |          94 | PA      | $96.81         | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR                | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1610989.73    | 0.01%             | 2028-07-22      | Floating      | 5.27%                 | 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      | $-3115410.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $45131.83      | 0.00%             |  |  |  | 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      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $84272.53      | 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        |      148732 | PA      | $144426.80     | 0.00%             | 2034-11-25      | Floating      | 5.25%                 | 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      | $283371.84     | 0.00%             |  |  |  | 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      | $4810450.00    | 0.03%             | 2026-12-07      | Floating      | 12.68%                | 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      | $10289504.08   | 0.07%             | 2029-01-03      | Floating      | 7.63%                 | No            |                  3 | 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        |     3825870 | PA      | $3231016.06    | 0.02%             | 2037-06-25      | Floating      | 5.02%                 | 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        |     3535678 | PA      | $3545422.98    | 0.02%             | 2029-03-15      | Fixed         | 4.71%                 | 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        |    17767956 | PA      | $16942208.30   | 0.11%             | 2037-01-25      | Floating      | 5.17%                 | 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      | $23984.91      | 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      | $9605114.05    | 0.06%             | 2035-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                      | INTELSAT EMERGENCE SA COMMON STOCK                        | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      372608 | NS      | $0.37          | 0.00%             |  |  |  | Yes           |                  3 | 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      | $42399.83      | 0.00%             | 2055-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1863.52       | 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      | $-217430.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY44 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $7965983.39    | 0.05%             |  |  |  | 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      | $101897.24     | 0.00%             |  |  |  | No            |                  2 | 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      | $82775.87      | 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      | $-479.02       | -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      | $239766.80     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS COMPANY LIMITED                                          | COUNTRY GARDEN HLDGS SR SECURED REGS 07/26 2.7            | CUSIP: ACI1TXND6<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $151799.20     | 0.00%             | 2026-07-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-63548.37     | -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      | $-62528.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-C TRUST                                          | SCLP 2025 C C 144A SCLP 2025 C C 144A                     | CUSIP: 990AAWLY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2942000 | PA      | $2929511.45    | 0.02%             | 2034-09-09      | Fixed         | 4.93%                 | No            |                  3 | 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      | $46838.94      | 0.00%             |  |  |  | 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        |     1302105 | PA      | $1296393.97    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BK5346 FN 07/48 FIXED 4                         | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96601 | PA      | $92791.24      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-131934.71    | -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        |    86105404 | PA      | $86455811.38   | 0.57%             | 2034-06-15      | Fixed         | 4.62%                 | No            |                  3 | 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      | $2253188.97    | 0.01%             | 2034-03-27      | Fixed         | 6.26%                 | No            |                  3 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                               | PRP ADVISORS, LLC PRPM 2024 RCF1 A1 144A                  | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      760135 | PA      | $749689.85     | 0.00%             | 2054-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $497.98        | 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      | $20222873.89   | 0.13%             | 2034-11-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 08/28 VAR                  | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    33850000 | PA      | $35177895.56   | 0.23%             | 2028-08-11      | Floating      | 6.44%                 | 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        |     6460799 | PA      | $6613656.27    | 0.04%             | 2036-01-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20251016                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $31376.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   530436024 | PA      | $499862996.45  | 3.29%             | 2055-11-13      | Fixed         | 4.00%                 | 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        |    67560484 | PA      | $65558989.39   | 0.43%             | 2029-07-15      | Fixed         | 0.25%                 | 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        |    13667679 | PA      | $13436024.10   | 0.09%             | 2054-10-25      | Variable      | 4.00%                 | 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      | $8254859.08    | 0.05%             | 2036-12-15      | Floating      | 6.10%                 | 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      | $2770830.72    | 0.02%             | 2029-08-15      | Fixed         | 5.70%                 | 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      | $12355248.40   | 0.08%             | 2028-03-21      | Floating      | 5.11%                 | 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        |     3397340 | PA      | $3142056.53    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | 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        |      842585 | PA      | $844103.27     | 0.01%             | 2032-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                     | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 12974300000 | PA      | $7693870.16    | 0.05%             | 2026-06-12      | 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        |    10600023 | PA      | $9964735.61    | 0.07%             | 2035-07-25      | Floating      | 4.52%                 | 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        |     4368350 | PA      | $4634203.87    | 0.03%             | 2037-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-56232.65     | -0.00%            |  |  |  | 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      | $-340816.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  DEC25 IFLL 20251229                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        5205 | NC      | $637353.17     | 0.00%             |  |  |  | No            |                  1 | 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        |     2653776 | PA      | $2688131.66    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | 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      | $9762.55       | 0.00%             |  |  |  | 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      | $-1305231.65   | -0.01%            |  |  |  | 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        |      210724 | PA      | $202123.99     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ISRAEL GOVT EM SP BRC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $11798.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                            | CAMPBELL SOUP CO.                                         | CUSIP: 13443CX97<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2896801.59    | 0.02%             | 2025-10-09      | None          | 0.00%                 | 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      | $11906636.63   | 0.08%             | 2029-03-15      | Fixed         | 4.19%                 | 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      | $-354415.00    | -0.00%            |  |  |  | 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        |    32870000 | PA      | $32274601.69   | 0.21%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1200000 | PA      | $-967479.73    | -0.01%            | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $137641.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15            | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    25470000 | PA      | $25390816.57   | 0.17%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4A                                      | EXETER AUTOMOBILE RECEIVABLES EART 2024 4A A3             | CUSIP: 30166UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2991611 | PA      | $2996887.76    | 0.02%             | 2030-08-15      | Fixed         | 5.28%                 | 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      | $1403648.01    | 0.01%             | 2028-01-21      | Floating      | 8.28%                 | 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        |      143192 | PA      | $143453.77     | 0.00%             | 2035-03-25      | Floating      | 5.32%                 | 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        |     3696326 | PA      | $3742604.61    | 0.02%             | 2059-06-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND DEC25 XEUR 20251208                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -4 | NC      | $-12214.54     | -0.00%            |  |  |  | No            |                  1 | 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        |     4040266 | PA      | $4099867.55    | 0.03%             | 2064-05-25      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                                          | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2            | CUSIP: 412922AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      222237 | PA      | $222365.87     | 0.00%             | 2027-02-16      | Fixed         | 5.65%                 | 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      | $-418229.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR            | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8137958.79    | 0.05%             | 2027-03-19      | Floating      | 4.95%                 | 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      | $72764.77      | 0.00%             |  |  |  | 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        |    15400000 | PA      | $15053337.53   | 0.10%             | 2030-03-13      | Fixed         | 5.25%                 | 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      | $29489015.41   | 0.19%             |  |  |  | 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        |     7597768 | PA      | $5699283.55    | 0.04%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-43935.56     | -0.00%            |  |  |  | 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        |     2678485 | PA      | $2712264.89    | 0.02%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20251113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $12737.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                               | PRP ADVISORS, LLC PRPM 2024 RCF3 A1 144A                  | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      704889 | PA      | $696633.21     | 0.00%             | 2054-05-25      | 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        |     3332622 | PA      | $3267457.69    | 0.02%             | 2036-12-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ZAR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $234.36        | 0.00%             |  |  |  | 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        |       67069 | PA      | $65951.08      | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20251017                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $246759.52     | 0.00%             |  |  |  | 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      | $681854.43     | 0.00%             |  |  |  | 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        |     6437685 | PA      | $5693332.17    | 0.04%             | 2036-11-25      | Floating      | 4.74%                 | 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        |     2663244 | PA      | $2675251.89    | 0.02%             | 2029-01-16      | Fixed         | 5.49%                 | 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        |      322264 | PA      | $351865.99     | 0.00%             | 2031-11-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-A                                                    | OPORTUN FUNDING LLC OPTN 2025 A C 144A                    | CUSIP: 68377TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500796.55     | 0.00%             | 2033-02-08      | Fixed         | 5.89%                 | 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        |       63765 | PA      | $62854.96      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | 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        |       49244 | PA      | $47340.31      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | 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      | $3764831.25    | 0.02%             | 2028-01-10      | Fixed         | 5.05%                 | 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      | $5594827.70    | 0.04%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY39 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $64538.61      | 0.00%             |  |  |  | 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        |    10600000 | PA      | $10613485.32   | 0.07%             | 2028-03-15      | Fixed         | 4.53%                 | 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        |     4921226 | PA      | $1662027.83    | 0.01%             | 2047-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BONANZA RE LTD                                                                   | BONANZA RE LTD UNSECURED 144A 01/26 VAR                   | CUSIP: 09785EAN1<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $243500.00     | 0.00%             | 2026-01-08      | Floating      | 3.97%                 | 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        |      339835 | PA      | $256728.35     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |     2435118 | PA      | $2258614.04    | 0.01%             | 2069-04-15      | Fixed         | 1.33%                 | 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      | $676353.67     | 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      | $1373.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $5.69          | 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      | $-279626.64    | -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      | $4448018.96    | 0.03%             | 2036-09-15      | Floating      | 5.87%                 | 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      | $6295499.82    | 0.04%             | 2036-09-15      | Floating      | 6.46%                 | 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      | $4123431.32    | 0.03%             | 2035-02-25      | Variable      | 5.50%                 | 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      | $1000400.00    | 0.01%             | 2032-04-08      | Floating      | 11.71%                | 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      | $-659784.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1         | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1548 | PA      | $1510.76       | 0.00%             | 2035-01-25      | Floating      | 5.30%                 | 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      | $1012618.13    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 11/25 0.00000                               | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1528000 | PA      | $1520882.61    | 0.01%             | 2025-11-12      | None          | 0.00%                 | 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        |       67538 | PA      | $64930.42      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | 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      | $3635667.96    | 0.02%             |  |  |  | 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        |     9056561 | PA      | $9181621.24    | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer