# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004457
**Filing Date:** 2025-11
**Character Count:** 374002
**Document Hash:** 8cb650ddd886c76857caad1fcbe2f199
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004457.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004457

**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:** 251528275

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

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

## Series and Classes Contracts Data

### PIMCO CommoditiesPLUS Strategy Fund (Series ID: S000028928)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO CommoditiesPLUS Strategy Fund

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

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

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

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

- **b. Date as of which information is reported:** 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:** $5795275609.53

**Total Liabilities:** $1032427340.87

**Net Assets:** $4762848268.66

**Amount of Assets Invested in Other Investment Companies:** $1254171511.03

**Delayed Delivery Securities:** $3324385.99

**Cash Not Reported:** $93106764.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 101013.524500 | **1-Year:** 121129.459400 | **5-Year:** 128447.191200 | **10-Year:** 39279.431600 | **30-Year:** 0.000000

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

- **3-Month:** 4887.961500 | **1-Year:** 2966.129500 | **5-Year:** 10091.670700 | **10-Year:** 1571.851500 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000088650 | 3.07%                | 0.31%                | 1.03%                |
| Class ID C000088651 | 2.92%                | 0.19%                | 1.07%                |
| Class ID C000088654 | 3.11%                | 0.30%                | 1.07%                |
| Class ID C000200462 | 2.96%                | 0.30%                | 1.08%                |
| Class ID C000088655 | 3.05%                | 0.30%                | 1.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2806485.81              | $-18433751.62                              |
| Month 2  | $-2016681.15             | $55746129.06                               |
| Month 3  | $6079833.83              | $65949037.81                               |

**Designated Index Information**

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

- **Index Identifier:** CSIXTR

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                     | HENRY HB LD1      DEC31 IFED 20311125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $106454.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $6977.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700000 | PA      | $1717386.41    | 0.04%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF          | CUSIP: 38380LA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1478099 | PA      | $1484274.14    | 0.03%             | 2069-09-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 12/21/16-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $186533.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                          | CARMAX AUTO OWNER TRUST CARMX 2025 3 A3                 | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10700000 | PA      | $10795521.04   | 0.23%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   14563305 | PA      | $141832031.34  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16       | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1324619 | PA      | $465469.95     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2023-A                                    | COLLEGE AVE STUDENT LOANS CASL 2023 A A1 144A           | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     992707 | PA      | $1005858.17    | 0.02%             | 2055-05-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UK NATURAL GAS FUTNOV25 IFEU 20251030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -35 | NC      | $40461.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-84453.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M360 2021-CRE3 LLC                                                      | M360 LTD. M360 2021 CRE3 A 144A                         | CUSIP: 55379AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      58731 | PA      | $57841.10      | 0.00%             | 2038-11-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC          | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     963898 | PA      | $963577.88     | 0.02%             | 2074-05-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-4334.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 UF                                 | CUSIP: 3137HJCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2153460 | PA      | $2156266.06    | 0.05%             | 2054-11-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-3                                       | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A           | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     536312 | PA      | $537884.82     | 0.01%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                           | OPORTUN FUNDING LLC OPTN 2025 1 A 144A                  | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     484268 | PA      | $484940.35     | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JAN26C 73 EXP 11/25/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -80 | NC      | $-67200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COM FWD NAPGASFO 4Q25 5.88 12/31/25 BPS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $588059.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-12996.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD EUROBOBCO 4Q25 5.05 12/31/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $348488.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUC FINANCING AUTH 2008-1                                | MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1           | CUSIP: 57563NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     148891 | PA      | $149288.05     | 0.00%             | 2038-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) NOV25C 3700 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -60 | NC      | $-1144800.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -74 | NC      | $70540.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5             | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18499843 | PA      | $18669361.72   | 0.39%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |    1000000 | PA      | $1001681.21    | 0.02%             | 2034-04-15      | Floating      | 5.78%                 | 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    | 0.03%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE6                                           | LOANCORE 2021 CRE6 ISSUER, LTD LNCR 2021 CRE6 A 144A    | CUSIP: 53948HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     258549 | PA      | $258856.19     | 0.01%             | 2038-11-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3096                                                        | FREDDIE MAC FHR 3096 FX                                 | CUSIP: 31396GWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     616657 | PA      | $614073.50     | 0.01%             | 2032-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  MAR26 XNYM 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -104 | NC      | $-59319.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     624000 | PA      | $623577.53     | 0.01%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST2                         | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST2 A 144A     | CUSIP: 52607QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     186912 | PA      | $185972.07     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | 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      | $-184579.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 278                                                  | FREDDIEMAC STRIP FHS 278 F1                             | CUSIP: 3132HTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7345 | PA      | $7236.45       | 0.00%             | 2042-09-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $74420.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2331.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SGX IRON ORE 62   NOV25 XSIM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |       1290 | NC      | $-23094.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        285 | NC      | $-150993.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20B                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20B 1           | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6372 | PA      | $6425.39       | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $42401.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/35 1.875                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40542606 | PA      | $40883603.37   | 0.86%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-53630.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASCENT EDUCATION FUNDING TRUST 2024-A                                   | ASCENT EDUCATION FUNDING TRUST ASCNT 2024 A A 144A      | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     357968 | PA      | $367282.17     | 0.01%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MT BELV ETHAN 5DE JAN26 XNYM 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         76 | NC      | $-71156.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6       | CUSIP: 75115DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275079 | PA      | $220862.81     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1B       | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     118247 | PA      | $118135.02     | 0.00%             | 2045-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CAIRN CLO VIII DAC 2017-8A                                              | CAIRN CLO VIII DAC CRNCL 2017 8A A 144A                 | CUSIP: ACI290HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1651657 | PA      | $1940172.36    | 0.04%             | 2030-10-30      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1        | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51134 | PA      | $50691.83      | 0.00%             | 2037-02-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT SEP26 XNYM 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         69 | NC      | $-78231.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      AUG31 IFED 20310729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $-14165.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-6                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5           | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150434 | PA      | $145993.53     | 0.00%             | 2034-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                        | BANK OF MONTREAL SR UNSECURED 09/27 VAR                 | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4015897.20    | 0.08%             | 2027-09-10      | Floating      | 5.15%                 | 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        |       2462 | PA      | $2462.27       | 0.00%             | 2027-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GANOV26 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         27 | NC      | $5343.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                                 | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A    | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19300000 | PA      | $19577315.91   | 0.41%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BNPP AM EURO CLO 2019 BV 19-1A                                          | BNPP AM EURO CLO BNPAM 2019 1A AR 144A                  | CUSIP: ACI21M4V9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6390260 | PA      | $7509177.11    | 0.16%             | 2032-07-22      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -105 | NC      | $118585.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5993000 | PA      | $5948895.36    | 0.12%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG          | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2247312 | PA      | $2256604.00    | 0.05%             | 2068-08-20      | Floating      | 4.93%                 | 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        |  242700000 | PA      | $228711369.04  | 4.80%             | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                    | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2018 CBM A 144A    | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4202234.77    | 0.09%             | 2037-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     JUL26 NDEX 20260629                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-44657.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     DEC25 NDEX 20251127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       -235 | NC      | $311475.70     | 0.01%             |  |  |  | No            |                  1 | 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        |     403107 | PA      | $403750.17     | 0.01%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CA CARBON ALLOW 25DEC25 IFED 20251224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       1000 | NC      | $2787058.89    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAJUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         31 | NC      | $11245.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-710661.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2457465 | PA      | $1950717.45    | 0.04%             | 2042-02-15      | Fixed         | 0.75%                 | 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      | $-723613.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-AA                                      | NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A3 144A        | CUSIP: 63939EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     252747 | PA      | $253059.47     | 0.01%             | 2030-11-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO 2022 XXA LTD                                               | TRINITAS CLO LTD TRNTS 2022 20A A1R 144A                | CUSIP: 89640EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    2900000 | PA      | $2903190.00    | 0.06%             | 2035-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                 | BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA                 | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   15700000 | PA      | $16067475.61   | 0.34%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-3                                    | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1          | CUSIP: 007036HW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        622 | PA      | $621.07        | 0.00%             | 2035-07-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ICE RTD MONTH COA MAR26 IFEU 20260327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -7 | NC      | $39974.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 6010 DELAWARE BOS                       | CUSIP: 935UQP902<br>LEI: N/A                  | Long             | COMM             |  | US        |      20830 | NS      | $79736222.51   | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE      DEC25 IFUS 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -123 | NC      | $2143887.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  JAN27 XNYM 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -425 | NC      | $512780.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA CLO 2017-2A                                                        | VOYA CLO LTD VOYA 2017 2A A1R 144A                      | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      79559 | PA      | $79578.09      | 0.00%             | 2030-06-07      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-2                                     | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A3            | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1001560.60    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     APR26 NDEX 20260330                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-38687.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                         | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A          | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1584351 | PA      | $1585594.30    | 0.03%             | 2032-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 01/28 VAR                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     148000 | PA      | $144867.10     | 0.00%             | 2028-01-21      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2024-2A                                 | PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A A2 144A     | CUSIP: 74113SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3556183 | PA      | $3559252.67    | 0.07%             | 2028-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXII DAC 22A                                                | HARVEST CLO HARVT 22A AR 144A                           | CUSIP: ACI211PS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4519035 | PA      | $5304249.86    | 0.11%             | 2032-01-15      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4               | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A3          | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1108047.60    | 0.02%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A      | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     195031 | PA      | $196153.34     | 0.00%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $57514.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -241 | NC      | $349604.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $94.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                                      | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2A            | CUSIP: 92866EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     922079 | PA      | $924434.04     | 0.02%             | 2026-12-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-819112.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE7                                                   | AREIT CRE TRUST AREIT 2022 CRE7 A 144A                  | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2777231 | PA      | $2782184.45    | 0.06%             | 2039-06-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                  | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A      | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1784927 | PA      | $1758884.27    | 0.04%             | 2036-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                               | FANNIE MAE FNR 2025 18 FA                               | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3940864 | PA      | $3957454.63    | 0.08%             | 2053-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                         | AVON FINANCE AVON 4A A 144A                             | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   11344748 | PA      | $15291875.58   | 0.32%             | 2049-12-28      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR             | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5490463.50    | 0.12%             | 2027-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-32994.06     | -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      | $10063.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     400000 | PA      | $397874.67     | 0.01%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                   | CAMPBELL SOUP CO.                                       | CUSIP: 13443CX97<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2197573.62    | 0.05%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                            | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A            | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4393638.00    | 0.09%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-2                                     | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2            | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     544727 | PA      | $545133.33     | 0.01%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC25 IFEU 20251119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        137 | NC      | $-195097.99    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $438.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | SILVER CMX WR FAC 2025 CNT BOS                          | CUSIP: 935QHD908<br>LEI: N/A                  | Long             | COMM             |  | US        |     257000 | NS      | $11847509.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  AUG26 XNYM 20260721                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -426 | NC      | $1589177.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BACARDI-MARTINI BV                                                      | BACARDI MARTINI B V                                     | CUSIP: 05634EXG2<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3123599.78    | 0.07%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4002 BRINKS2 BOS                        | CUSIP: 967FDJ904<br>LEI: N/A                  | Long             | COMM             |  | US        |       4419 | NS      | $16916079.97   | 0.36%             |  |  |  | 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        |     908698 | PA      | $910044.69     | 0.02%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CITIBANK NA CITIBANK NA                                 | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12686962.81   | 0.27%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC                    | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A       | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     194594 | PA      | $194903.89     | 0.00%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE4                                            | ACE SECURITIES CORP. ACE 2004 HE4 M1                    | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310635 | PA      | $283180.12     | 0.01%             | 2034-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO X 2020-10A                                             | OCEAN TRAILS CLO OCTR 2020 10A AR2 144A                 | CUSIP: 67516CAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3005565.81    | 0.06%             | 2034-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-10                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A       | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     179412 | PA      | $116176.23     | 0.00%             | 2035-11-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                       | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A       | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500000.00    | 0.03%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  FEB26 XNYM 20260120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -365 | NC      | $161312.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | ICE RTD MONTH COA FEB26 IFEU 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -7 | NC      | $44874.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | SILVER CMX WR FAC 4001 BRINKS BOS                       | CUSIP: 935QHE906<br>LEI: N/A                  | Long             | COMM             |  | US        |      15050 | NS      | $693793.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  584200000 | PA      | $102539675.30  | 2.15%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL9 ISSUER LTD                                               | BSPRT ISSUER, LTD. BSPRT 2022 FL9 A 144A                | CUSIP: 055984AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     568455 | PA      | $569822.02     | 0.01%             | 2039-07-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                                 | FREDDIE MAC FHR 5426 AF                                 | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2035223 | PA      | $2041885.18    | 0.04%             | 2050-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $6737.91       | 0.00%             |  |  |  | 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        |     500000 | PA      | $503284.50     | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67952000 | PA      | $67202439.16   | 1.41%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                                 | FREDDIE MAC FHR 5499 FH                                 | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1626540 | PA      | $1634971.66    | 0.03%             | 2055-02-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAMAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         31 | NC      | $11865.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GADEC26 IFEU 20261231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         27 | NC      | $2643.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR MEI                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-8551715.62   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                      | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1200000 | PA      | $1204106.78    | 0.03%             | 2035-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-442191.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         61 | NC      | $-1181183.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NATWEST MARKETS PLC SR UNSECURED 144A 03/28 4.789       | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1120063.92    | 0.02%             | 2028-03-21      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-3817256.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                          | CARMAX AUTO OWNER TRUST CARMX 2024 3 A3                 | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $506087.50     | 0.01%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BABSON CLO LTD 2015-IA                                                  | BABSON CLO LTD BABSN 2015 IA AR 144A                    | CUSIP: 056162AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     148261 | PA      | $148368.19     | 0.00%             | 2031-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62        | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13012136.86   | 0.27%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   JAN26 IFEU 20260112                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        298 | NC      | $493187.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-61.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -262 | NC      | $-968553.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                                   | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A                | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3772838 | PA      | $3778312.42    | 0.08%             | 2033-04-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     SEP26 NDEX 20260827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-40439.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $185473.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3           | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1814487.12    | 0.04%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A       | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9980874 | PA      | $9903151.33    | 0.21%             | 2053-01-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-D                                       | CPS AUTO TRUST CPS 2024 D A 144A                        | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     371917 | PA      | $372501.40     | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A    | CUSIP: 14687WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     514121 | PA      | $514498.58     | 0.01%             | 2027-12-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $61.43         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 3A A3 144A         | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003318.40    | 0.02%             | 2028-04-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  DEC25 XCME 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        171 | NC      | $138281.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE 2007-75                                                      | FANNIE MAE FNR 2007 75 VF                               | CUSIP: 31396W3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     259423 | PA      | $258347.42     | 0.01%             | 2037-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY LD1 FIX FUT MAR26 IFED 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -81 | NC      | $167418.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1267000 | PA      | $1258846.12    | 0.03%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD EUROBOBCO 4Q25 6.55 12/31/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-187629.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                          | CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10110472.00   | 0.21%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LCM 36 LTD                                                              | LCM LTD PARTNERSHIP LCM 36A A1R 144A                    | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3009658.32    | 0.06%             | 2034-01-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXF5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5389646.58    | 0.11%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                             | TRINITY SQUARE TRINI 2021 1A AR 144A                    | CUSIP: ACI2NNG08<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1149584 | PA      | $1550069.11    | 0.03%             | 2059-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                              | HPS CORPORATE LENDING FU SR UNSECURED 01/28 5.45        | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12010627.87   | 0.25%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     NOV25 NDEX 20251030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        -60 | NC      | $103698.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                  | INTERNAL FLV+FGR INC 10/25 ZCP                          | CUSIP: 4595A2X61<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     280000 | PA      | $279801.93     | 0.01%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-2433107.33   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC 2023-1A                                 | HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A        | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8290000 | PA      | $8341064.74    | 0.18%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                          | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR           | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11909075.42   | 0.25%             | 2026-07-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2018-10A                                     | ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A        | CUSIP: 04942JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      11036 | PA      | $11045.72      | 0.00%             | 2031-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC 4A                                             | ALBACORE EURO CLO ALBAC 4A AR 144A                      | CUSIP: ACI2Q3N92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1175342.12    | 0.02%             | 2035-07-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDLZ25C60 DEC25 60 CALL FSO                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        661 | NC      | $3966.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                 | ACHV ABS TRUST ACHV 2024 3AL A 144A                     | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     472541 | PA      | $477096.91     | 0.01%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CCA VINTAGE 2026  DEC26 IFED 20261224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       3787 | NC      | $4015643.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.4000 12/15/21-24Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $1994.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        345 | NC      | $33287.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                                            | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A             | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     522080 | PA      | $523008.90     | 0.01%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17                  | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2          | CUSIP: 863579DS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355608 | PA      | $334091.26     | 0.01%             | 2034-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A     | CUSIP: ACI2Q3MV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1297855 | PA      | $1521763.87    | 0.03%             | 2034-05-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR11                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A         | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13102 | PA      | $12830.21      | 0.00%             | 2034-10-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA SR UNSECURED 01/29 VAR             | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6714518.58    | 0.14%             | 2029-01-24      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $33147.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                     | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A         | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146381 | PA      | $146302.85     | 0.00%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6388.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE DEC25C 76 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -40 | NC      | $-9600.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.0328515625 09/16/26 JPM                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-45357.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ICE RTD MONTH COA JAN26 IFEU 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -7 | NC      | $49774.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GASEP25 IFEU 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        104 | NC      | $142112.75     | 0.00%             |  |  |  | No            |                  1 | 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        |     224281 | PA      | $224586.34     | 0.00%             | 2031-07-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $8061.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A     | CUSIP: ACI23GLP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     787681 | PA      | $925420.11     | 0.02%             | 2031-10-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 2001 JPM BOS                            | CUSIP: 966RBXII1<br>LEI: N/A                  | Long             | COMM             |  | US        |      40009 | NS      | $153155791.66  | 3.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-32105.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -46 | NC      | $22868.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GPMT LLC 2021-FL3                                                       | GPMT LTD. GPMT 2021 FL3 A 144A                          | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     330105 | PA      | $329443.36     | 0.01%             | 2035-07-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2007-20E                                 | SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1           | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10181 | PA      | $10171.55      | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7981951 | PA      | $7891038.70    | 0.17%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAPITAL COMPANY GUAR 02/28 4.85          | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11807918.28   | 0.25%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST 2023-1                                     | TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2A 144A       | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     737819 | PA      | $738544.37     | 0.02%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT NOV25C 77 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -50 | NC      | $-4000.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUL31 IFED 20310626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $-21010.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL J17508 FG 12/26 FIXED 3               | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     756062 | PA      | $750508.69     | 0.02%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  APR27 XNYM 20270329                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        366 | NC      | $385531.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-11230.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5473                                                 | FREDDIE MAC FHR 5473 FA                                 | CUSIP: 3137HHFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16132153 | PA      | $16127936.46   | 0.34%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       1057 | NC      | $-976485.67    | -0.02%            |  |  |  | No            |                  1 | 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        |     116318 | PA      | $116606.89     | 0.00%             | 2027-11-15      | Fixed         | 5.76%                 | 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        |      84816 | PA      | $85633.55      | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | 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        |     500000 | PA      | $502478.25     | 0.01%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A     | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     759194 | PA      | $761573.18     | 0.02%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB4                                        | COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1               | CUSIP: 12669GM24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     610241 | PA      | $576521.57     | 0.01%             | 2035-08-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                | AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   24900000 | PA      | $25097224.93   | 0.53%             | 2027-04-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $3979.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GANOV25 IFEU 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         52 | NC      | $-14794.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2018 A A2B 144A      | CUSIP: 78449PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1093750 | PA      | $1093510.81    | 0.02%             | 2036-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SGX IRON ORE 62   JAN26 XSIM 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |       1879 | NC      | $-313310.81    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     JAN26 NDEX 20251230                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          7 | NC      | $-24192.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COM FWD NAPGASFO V25 13.8714 10/25 BPS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $156019.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                       | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125  | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   21900000 | PA      | $22381832.63   | 0.47%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ICG-2021-3A                                                             | ICG US CLO LTD ICG 2021 3A AR 144A                      | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4004706.00    | 0.08%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.040804 10/16/25 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $806469.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.2425 11/21/16-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-5168551.35   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/29 3.875                             | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2768671 | PA      | $3027936.70    | 0.06%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     323000 | PA      | $321495.47     | 0.01%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1       | CUSIP: 23246KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5279690 | PA      | $1750003.83    | 0.04%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2007-1                                 | THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B           | CUSIP: 88522EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144762 | PA      | $808383.60     | 0.02%             | 2037-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-5                                         | BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1              | CUSIP: 07386HUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395149 | PA      | $264733.41     | 0.01%             | 2035-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -419975 | PA      | $-420421.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6615000 | PA      | $6600156.66    | 0.14%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4003 BRINKS3 BOS                        | CUSIP: 966RBW902<br>LEI: N/A                  | Long             | COMM             |  | US        |       3561 | NS      | $13631550.68   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)                       | IBM CORP SR UNSECURED 02/28 4.65                        | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   23400000 | PA      | $23740528.03   | 0.50%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CITIBANK NA CITIBANK NA                                 | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6198520.19    | 0.13%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER                                        | CUSIP: 49271JXF9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4711578.58    | 0.10%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                      | BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON B 144A     | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     986840 | PA      | $998503.89     | 0.02%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MT BELV ETHAN 5DE MAR26 XNYM 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         65 | NC      | $-101791.65    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2283.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/32 3.375                             | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1323067 | PA      | $1481475.37    | 0.03%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                               | ROMARK CLO LTD RMRK 2021 4A A1R 144A                    | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500000.00    | 0.03%             | 2034-07-10      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/27 0.375                             | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200592 | PA      | $199074.34     | 0.00%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5             | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4354107 | PA      | $4396906.77    | 0.09%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                     | SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A           | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $504216.05     | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2013-1A                                                    | VOYA CLO LTD INGIM 2013 1A A1AR 144A                    | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      35571 | PA      | $35591.02      | 0.00%             | 2030-10-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A     | CUSIP: 05684RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005271.88    | 0.08%             | 2034-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BNP PARIBAS SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $1237.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         96 | NC      | $107218.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A      | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1201620.48    | 0.03%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY WELLS FARGO + COMPANY             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409396.90     | 0.01%             | 2028-04-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE DEC25 IFUS 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -41 | NC      | $-1230205.63   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAR26 XNYM 20260220                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        491 | NC      | $-751549.21    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                               | FANNIE MAE FNR 2024 38 FA                               | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2163164 | PA      | $2168106.77    | 0.05%             | 2051-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $572.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     800000 | PA      | $812370.36     | 0.02%             | 2028-07-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 05/26 1.625                             | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25577000 | PA      | $25238646.22   | 0.53%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                      | SUMITOMO MITSUI TR BK LT SUMITOMO MITSUI TR BK LT       | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2015357.46    | 0.04%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SUGAR  11 (WORLD) MAR26 IFUS 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -595 | NC      | $271369.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CARBON EMISSIONS FUTURES NDEX 20251215                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        144 | NC      | $180346.11     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-261089.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE - IC DEC25 IFEU 20251211                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        188 | NC      | $-2203758.39   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE3                                   | MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5             | CUSIP: 61744CSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2831987 | PA      | $2786317.57    | 0.06%             | 2035-07-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-693574.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6526000 | PA      | $6444287.24    | 0.14%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   APR26 IFEU 20260410                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -149 | NC      | $-194287.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 02/29 VAR                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102165.96     | 0.00%             | 2029-02-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMF1TC JPM                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-491591.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      SEP31 IFED 20310827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $-21401.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JAN26 IFED 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -95 | NC      | $85628.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                                  | APIDOS CLO LTD APID 2012 11A AR4 144A                   | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004466.34    | 0.06%             | 2034-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAY26 XNYM 20260421                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        536 | NC      | $-297453.17    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                                 | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7         | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52420 | PA      | $50395.11      | 0.00%             | 2034-11-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD EUROBOBCO 3Q25 13.41 09/25 BPS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-56740.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5                                  | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D        | CUSIP: 68383NCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2378660 | PA      | $2349241.97    | 0.05%             | 2035-12-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1122069.91    | 0.02%             | 2027-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A           | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1505525.25    | 0.03%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         78 | NC      | $40157.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COCOA FUTURE      MAR26 IFUS 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         24 | NC      | $-121103.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDS POINT CLO IV-R LTD 2013-3RA                                      | SOUND POINT CLO LTD SNDPT 2013 3RA A 144A               | CUSIP: 83609YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     611927 | PA      | $612694.54     | 0.01%             | 2031-04-18      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                       | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A3 144A    | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19050000 | PA      | $19281228.90   | 0.40%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                               | FANNIE MAE FNR 2025 54 FM                               | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3515345 | PA      | $3524167.67    | 0.07%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                         | AES CORP DISC COML PAPER 10/25 ZCP                      | CUSIP: 00809GX77<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   22600000 | PA      | $22580313.14   | 0.47%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20K                                | SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1           | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6148 | PA      | $6212.99       | 0.00%             | 2027-11-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT NOV25C 68 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -40 | NC      | $-12400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -31 | NC      | $-45180.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CARS ALLIANCE AUTO LOANS GERMANY V 2024-1                               | CARS ALLIANCE CAR 2024 G1V A REGS                       | CUSIP: ACI2NDC04<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |    1629089 | PA      | $1915919.26    | 0.04%             | 2036-01-18      | Floating      | 2.43%                 | 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        |     277551 | PA      | $278415.03     | 0.01%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  MAR26 XNYM 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         73 | NC      | $22150.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 05/45 3                                 | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2010000 | PA      | $1564816.40    | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP DISC COML PAPER 10/25 ZCP                | CUSIP: 00913WX26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4898775.98    | 0.10%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 48 EURO CLO 2016 DAC 16-48A                                      | DRYDEN LEVERAGED LOAN CDO DRYD 2016 48A A2R 144A        | CUSIP: ACI2410M6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2784720 | PA      | $3204516.10    | 0.07%             | 2032-10-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A         | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     398617 | PA      | $398942.21     | 0.01%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034       | FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2           | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9300810 | PA      | $8850293.25    | 0.19%             | 2054-07-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | PALLADIUM FUTURE  DEC25 XNYM 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         22 | NC      | $37208.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                 | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |    9333735 | PA      | $91573274.30   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                 | EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $15906033.96   | 0.33%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1026000 | PA      | $1013931.24    | 0.02%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -68 | NC      | $22235.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                            | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A       | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4397285 | PA      | $4346875.24    | 0.09%             | 2038-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                                 | FREDDIE MAC FHR 5426 CF                                 | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1108540 | PA      | $1104851.21    | 0.02%             | 2050-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2016-1KRA                                            | WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A            | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3978531 | PA      | $3984299.53    | 0.08%             | 2034-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-248592.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-4712849.09   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                                 | FREDDIE MAC FHR 5495 AF                                 | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1991681 | PA      | $1999866.38    | 0.04%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $64.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4                    | BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A3          | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1001769.40    | 0.02%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                         | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/26 2.6            | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     700000 | PA      | $692466.67     | 0.01%             | 2026-06-15      | Fixed         | 2.60%                 | 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        |     984957 | PA      | $993476.02     | 0.02%             | 2036-09-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    NOV26 XCBT 20261113                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -77 | NC      | $40316.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                                 | FREDDIE MAC FHR 5426 BF                                 | CUSIP: 3137HCXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1105200 | PA      | $1107498.25    | 0.02%             | 2049-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        117 | NC      | $498853.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $827.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.033489 09/25/26 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-17374.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT DEC25C 69 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -70 | NC      | $-55300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                    | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1412254.13    | 0.03%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT DEC25C 68 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -70 | NC      | $-65100.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAJAN26 IFEU 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         80 | NC      | $7242.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAY31 IFED 20310428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $-69480.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $643.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                  | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A     | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3865392 | PA      | $3892360.73    | 0.08%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                     | BANCA MONTE DEI PASCHI SIENA COMMON STOCK               | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |      46500 | NS      | $411633.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2022-FL8 LTD                                                        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A      | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     718769 | PA      | $719672.17     | 0.02%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6645284.23    | 0.14%             | 2028-05-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TORONTO DOMINION BANK REPO DUMMY ASSET                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   40000000 | PA      | $28741826.54   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A      | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     217282 | PA      | $218426.84     | 0.00%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VI DAC 6A                                                    | ARBOUR CLO ARBR 6A AR 144A                              | CUSIP: ACI2RC930<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2353404.75    | 0.05%             | 2037-11-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20G                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1           | CUSIP: 83162CRX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4184 | PA      | $4255.54       | 0.00%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   DEC25 IFEU 20251211                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -627 | NC      | $-1609610.61   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1950000 | PA      | $1963759.01    | 0.04%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO V LTD                                                        | ROMARK CLO LTD RMRK 2021 5A AR 144A                     | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2300000 | PA      | $2308908.77    | 0.05%             | 2035-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC BANK NA SR UNSECURED 07/28 VAR                      | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16687307.53   | 0.35%             | 2028-07-21      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) NOV25C 3500 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -60 | NC      | $-2253000.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A     | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1361578 | PA      | $1349517.78    | 0.03%             | 2053-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-7                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5           | CUSIP: 126673EG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2519032 | PA      | $2282937.84    | 0.05%             | 2034-11-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                    | JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL       | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     850000 | PA      | $856336.38     | 0.02%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-2PL                                                 | ACHV ABS TRUST ACHV 2024 2PL A 144A                     | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175326 | PA      | $176453.84     | 0.00%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     MAR26 NDEX 20260226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-35165.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     OCT26 NDEX 20260929                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-40332.49     | -0.00%            |  |  |  | No            |                  1 | 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        |      92993 | PA      | $93489.44      | 0.00%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                               | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2B 144A    | CUSIP: 78449VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157595 | PA      | $157157.69     | 0.00%             | 2054-09-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAMAR26 IFEU 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         80 | NC      | $19242.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A    | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4009222.20    | 0.08%             | 2034-10-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-202154.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                            | CUSIP: 22823PX73<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9491484.20    | 0.20%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-98                                                      | FANNIE MAE FNR 2006 98 FA                               | CUSIP: 31396K5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8113 | PA      | $8063.09       | 0.00%             | 2036-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20H                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20H 1           | CUSIP: 83162CRY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2482 | PA      | $2543.08       | 0.00%             | 2028-08-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       2269 | NC      | $-4105206.68   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                      | ORACLE CORPORATION 01/26 ZCP                            | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9410000 | PA      | $9293842.96    | 0.20%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $284851.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  MAR27 XNYM 20270224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         59 | NC      | $-25914.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  OCT26 IFEU 20260828                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -209 | NC      | $322428.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8475 FR 11/54 FIXED 5.5             | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83187498 | PA      | $83976832.73   | 1.76%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2005-AR1                                  | INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1        | CUSIP: 45660LZM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100351 | PA      | $75880.68      | 0.00%             | 2035-11-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO II DAC 2A                                                  | PROVIDUS CLO PRVD 2A ARR 144A                           | CUSIP: ACI2RB411<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1177453.30    | 0.02%             | 2038-10-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                 | FREDDIE MAC FHR 5549 BF                                 | CUSIP: 3137HLS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5676608 | PA      | $5706972.78    | 0.12%             | 2055-02-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2025-2                                     | UPSTART SECURITIZATION TRUST UPST 2025 2 A2 144A        | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1400000 | PA      | $1408350.72    | 0.03%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      NOV31 IFED 20311029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $24571.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1                | ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A    | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     197866 | PA      | $198260.76     | 0.00%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DUTCH TTF OPT FSM MAR26C 45 EXP 02/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        -35 | NC      | $-28974.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     MAY26 NDEX 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-41009.61     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  120000000 | PA      | $86225479.63   | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                        | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR          | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005878.21    | 0.02%             | 2028-07-06      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                 | NTT FINANCE CORP SR UNSECURED 144A 07/28 4.62           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $606029.71     | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | SILVER CMX WR FAC 8001 ASAHI BOS                        | CUSIP: 954MDZII9<br>LEI: N/A                  | Long             | COMM             |  | US        |    1371800 | NS      | $63238963.50   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A5                                     | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9          | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71590 | PA      | $69163.79      | 0.00%             | 2035-06-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9                                      | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     228296 | PA      | $219389.44     | 0.00%             | 2035-06-20      | Floating      | 4.93%                 | 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        |    2739708 | PA      | $3694003.99    | 0.08%             | 2053-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-390.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A    | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1502830.20    | 0.03%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MT BELV ETHAN 5DE FEB26 XNYM 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         76 | NC      | $-58609.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST 2022-1A                                        | GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A            | CUSIP: 380881FE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    7000000 | PA      | $6820261.00    | 0.14%             | 2029-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   FEB26 IFEU 20260212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        570 | NC      | $-1111874.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H25                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H25 SA          | CUSIP: 38375UBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76477 | PA      | $76858.54      | 0.00%             | 2063-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS GROUP AG SR UNSECURED 144A 02/27 VAR                | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     850000 | PA      | $841578.79     | 0.02%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-42936.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                          | NISSAN AUTO LEASE TRUST NALT 2024 B A2B                 | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     990371 | PA      | $991171.89     | 0.02%             | 2027-06-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | CITIBANK NA CITIBANK NA                                 | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11789025.53   | 0.25%             | 2026-08-06      | Fixed         | 4.93%                 | 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      | $-5163.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-1A                                      | LAD AUTO RECEIVABLES TRUST LADAR 2025 1A A3 144A        | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15200000 | PA      | $15344099.04   | 0.32%             | 2029-07-16      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-B                                       | CPS AUTO TRUST CPS 2024 B A 144A                        | CUSIP: 12627SAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2196227 | PA      | $2199070.77    | 0.05%             | 2028-01-18      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-144680.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1028400000 | PA      | $1028400000.04 | 21.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT DEC25P 55 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        187 | NC      | $125290.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BCYZ25C40 DEC25 40 CALL FSO                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        266 | NC      | $27930.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK DIAMOND CLO 2017-2 DAC                                            | BLACK DIAMOND CLO BLACK 2017 2A A1 144A                 | CUSIP: ACI1XBRF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      71844 | PA      | $84392.60      | 0.00%             | 2032-01-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A10                                    | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5         | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7165444 | PA      | $2131550.38    | 0.04%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65             | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491484.17     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                                 | FREDDIE MAC FHR 5564 FB                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2476920 | PA      | $2489818.77    | 0.05%             | 2055-08-25      | Floating      | 5.56%                 | 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        |     337123 | PA      | $325980.25     | 0.01%             | 2037-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A A2 144A     | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     733422 | PA      | $735550.66     | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI PROPERTIES LP SR UNSECURED 04/28 4.75              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     350000 | PA      | $353838.54     | 0.01%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $252587.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-121938.04    | -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      | $13924.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                      | ORACLE CORPORATION 11/25 ZCP                            | CUSIP: 6840C2YK5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15290000 | PA      | $15200313.45   | 0.32%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                                | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3          | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1513025 | PA      | $1519340.99    | 0.03%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -776 | NC      | $-94431.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4045036.71   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD EUROBOBCO CAL25 7.6 12/31/25 JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $135591.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        317 | NC      | $-551433.04    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 11/32 5.95             | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $421929.96     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-1 LTD                                           | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A           | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $702675.74     | 0.01%             | 2035-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  AUG26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -586 | NC      | $584465.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AJ7717 FN 12/26 FIXED 3                       | CUSIP: 3138E0SF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77770 | PA      | $77118.57      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                      | BANKERS HEALTHCARE GROUP SECUR BHG 2025 1CON A 144A     | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     756654 | PA      | $764643.48     | 0.02%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-679874.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                       | DLLAA LLC DLLAA 2025 1A A2 144A                         | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6063466 | PA      | $6087347.29    | 0.13%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     JUN26 NDEX 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-39504.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONTEGO CLO III BV 3A                                                   | CONTEGO CLO DAC CONTE 3A ARR 144A                       | CUSIP: ACI2ZDDH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    1000000 | PA      | $1178003.34    | 0.02%             | 2038-04-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST SERIES 2022-ST2                              | UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A        | CUSIP: 91680UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      24960 | PA      | $24931.86      | 0.00%             | 2030-04-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35             | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1124498.27    | 0.02%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-4                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 4A B 144A      | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004953.00    | 0.02%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP SR UNSECURED 01/29 VAR             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $14159435.44   | 0.30%             | 2029-01-24      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2                     | BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3        | CUSIP: 07387UDT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4120740 | PA      | $4103678.43    | 0.09%             | 2036-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                  | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1008389.20    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | 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        |     236220 | PA      | $236617.95     | 0.00%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $119610.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | EVERSOURCE ENERGY                                       | CUSIP: 30040XX76<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2098203.24    | 0.04%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4204 LOOMIS BOS                         | CUSIP: 954ASS904<br>LEI: N/A                  | Long             | COMM             |  | US        |        964 | NS      | $3690224.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $26.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/29 0.25                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1261597 | PA      | $1224222.03    | 0.03%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD 2021-1A                                              | SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A               | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4009000.00    | 0.08%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-6                                | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A    | CUSIP: 161931AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1004118 | PA      | $1002893.13    | 0.02%             | 2055-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 3 A3          | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16900000 | PA      | $17011033.00   | 0.36%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  DEC25 XNYM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -42 | NC      | $80194.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A           | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1515954.60    | 0.03%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         46 | NC      | $-22298.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODBU MAC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $5570.85       | 0.00%             |  |  |  | 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        |     112926 | PA      | $113229.08     | 0.00%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD EUROBOBCO 3Q25 11.35 09/25 BPS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $77340.46      | 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        |     400000 | PA      | $397021.02     | 0.01%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                    | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16000000 | PA      | $16121553.44   | 0.34%             | 2027-07-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     972000 | PA      | $965273.11     | 0.02%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75         | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1623825.84    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                        | OCCIDENTAL PETROLEUM COR OCCIDENTAL PETROLEUM COR       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13556579.00   | 0.28%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) NOV25C 3650 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -80 | NC      | $-1870400.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BK3180 FN 03/48 FIXED 3.5                     | CUSIP: 3140HGRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345982 | PA      | $322143.54     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | 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        |     219583 | PA      | $206252.90     | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY LD1 FIX FUT FEB26 IFED 20260128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -85 | NC      | $108516.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2861.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                               | AFFIRM INC AFFRM 2024 X2 A 144A                         | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240324 | PA      | $240552.72     | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE DEC25C 72 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -90 | NC      | $-42300.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                               | FANNIE MAE FNR 2025 12 FG                               | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3635926 | PA      | $3650923.19    | 0.08%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  NOV25 XNYM 20251029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        820 | NC      | $-4897591.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39645420 | PA      | $41438110.44   | 0.87%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5                             | TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A            | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2606972 | PA      | $2613675.78    | 0.05%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $537.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP JMABFNJ2 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $53727.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-77                                               | FANNIE MAE FNR 2024 77 DF                               | CUSIP: 3136BTWY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2970921 | PA      | $2987200.43    | 0.06%             | 2053-10-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2006-1                                                  | CHASEFLEX TRUST CFLX 2006 1 A4                          | CUSIP: 16165LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37610 | PA      | $33405.84      | 0.00%             | 2036-06-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                      | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A         | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1505097.15    | 0.03%             | 2028-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE DEC25C 74 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -90 | NC      | $-28800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 5001 HSBC BOS                           | CUSIP: 965RNAII9<br>LEI: N/A                  | Long             | COMM             |  | US        |      26608 | NS      | $101856012.53  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                              | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A2B           | CUSIP: 89237NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1512388 | PA      | $1512660.54    | 0.03%             | 2027-03-15      | Floating      | 4.72%                 | 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        |     138658 | PA      | $138651.90     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC25 XNYM 20251120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        662 | NC      | $-1202929.03   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR UAG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-4805921.25   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-1                                       | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A          | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     474253 | PA      | $475926.25     | 0.01%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT OCT26 XNYM 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -69 | NC      | $101696.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC 3381                                                        | FREDDIE MAC FHR 3381 FA                                 | CUSIP: 31397KWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254884 | PA      | $253744.23     | 0.01%             | 2037-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1950.50      | -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      | $44566.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA                                                  | JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11         | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9520920.47    | 0.20%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      OCT31 IFED 20310926                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $-12130.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $222487.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $91943.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JAN31 IFED 20301227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $182859.55     | 0.00%             |  |  |  | No            |                  1 | 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        |     857148 | PA      | $869092.88     | 0.02%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-156967.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 4 A2          | CUSIP: 802919AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      46512 | PA      | $46532.82      | 0.00%             | 2027-07-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1A                               | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A     | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5373224 | PA      | $5422248.35    | 0.11%             | 2028-10-16      | Fixed         | 5.96%                 | 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        |     369201 | PA      | $369784.46     | 0.01%             | 2054-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                                 | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4353291 | PA      | $4364294.26    | 0.09%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65             | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206398.71     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3120 FN 09/47 FIXED 3.5                     | CUSIP: 31418CPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99075 | PA      | $92426.00      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINBANE 2024-RPL 2 DAC  24-RPL2A                                        | KINBANE DAC KINBN 2024 RPL2A A 144A                     | CUSIP: ACI2S5NF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    1730667 | PA      | $2037931.04    | 0.04%             | 2063-01-24      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                            | BROADCOM INC SR UNSECURED 07/27 5.05                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14956707.57   | 0.31%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO XI DAC 11A                                       | BLACKROCK EUROPEAN CLO DAC BECLO 11A A 144A             | CUSIP: ACI1ZCH75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   11304000 | PA      | $13278111.06   | 0.28%             | 2034-07-17      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT NOV25C 69 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -52 | NC      | $-13520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                                       | EVERSOURCE ENERGY                                       | CUSIP: 30040XX68<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1199120.88    | 0.03%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2B 144A   | CUSIP: 96043CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1452242 | PA      | $1452823.48    | 0.03%             | 2027-09-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                                 | FREDDIE MAC FHR 5517 FE                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10252328 | PA      | $10207763.04   | 0.21%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A     | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2603640.00    | 0.05%             | 2034-07-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9579000 | PA      | $9547798.23    | 0.20%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 F           | CUSIP: 38380LR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4148707 | PA      | $4189172.51    | 0.09%             | 2069-12-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3          | CUSIP: 17307GW95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17940 | PA      | $18235.72      | 0.00%             | 2035-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                      | DTE ENERGY CO DTE ENERGY CO                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506470.14     | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                 | NYSEG STORM FUNDING LLC SR SECURED 05/29 4.713          | CUSIP: 67122QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13514161.17   | 0.28%             | 2029-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC25 IFEU 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -869 | NC      | $1105231.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON ALT MTGE SEC 2005-AA2                                     | FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1       | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90753 | PA      | $89527.25      | 0.00%             | 2035-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  APR26 IFEU 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       1996 | NC      | $-2723542.23   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  DEC25 XNYM 20251125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        212 | NC      | $-112982.41    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-174765.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   OCT25 IFEU 20251010                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -303 | NC      | $-935135.08    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CEDAR FUNDING V CLO LTD 2016-5A                                         | CEDAR FUNDING LTD CEDF 2016 5A A1R 144A                 | CUSIP: 15032AAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     447955 | PA      | $448697.85     | 0.01%             | 2031-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                                      | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A       | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3184955 | PA      | $3180933.29    | 0.07%             | 2059-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-126131.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         96 | NC      | $137982.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-1                                      | MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2             | CUSIP: 59020UNP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23998 | PA      | $22709.88      | 0.00%             | 2034-12-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BM2000 FN 05/47 FIXED VAR                     | CUSIP: 3140J6GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15761 | PA      | $14736.34      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR4                                     | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4       | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87296 | PA      | $86604.24      | 0.00%             | 2036-04-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP BACVWSAV BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-146197.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2                     | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2       | CUSIP: 07386UAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195092 | PA      | $174040.40     | 0.00%             | 2046-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                                     | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1718519 | PA      | $1719684.52    | 0.04%             | 2032-07-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2         | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80292 | PA      | $80340.66      | 0.00%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR3                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1         | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15911 | PA      | $15110.61      | 0.00%             | 2034-06-25      | Floating      | 5.37%                 | 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        |      29571 | PA      | $28649.65      | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-32037.36     | -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        |      63933 | PA      | $63989.96      | 0.00%             | 2027-08-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504486.34     | 0.01%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        268 | NC      | $-447437.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT MAR26 XNYM 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         32 | NC      | $-36705.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                          | FREMONT HOME LOAN TRUST FHLT 2006 E 1A1                 | CUSIP: 35729NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1362036 | PA      | $703970.24     | 0.01%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A3 144A     | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1522272.90    | 0.03%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                          | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                 | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     601098 | PA      | $602436.11     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 787993 G2 06/55 FIXED 7                    | CUSIP: 3622ADXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1495788 | PA      | $1516457.24    | 0.03%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC26 XNYM 20261120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        970 | NC      | $-3203435.29   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                                  | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4350000 | PA      | $4354567.50    | 0.09%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A                              | MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A         | CUSIP: ACI2PXBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    2423141 | PA      | $2850703.59    | 0.06%             | 2081-03-24      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -102 | NC      | $127940.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP JMABNIU5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-18.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    6600000 | PA      | $6600000.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   NOV25 IFEU 20251112                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -361 | NC      | $800501.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 2A3                 | CUSIP: 35729TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5046820 | PA      | $2020826.36    | 0.04%             | 2036-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3       | CUSIP: 939336X81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124394 | PA      | $123494.03     | 0.00%             | 2045-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1        | CUSIP: 161630AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25269 | PA      | $25315.46      | 0.00%             | 2037-02-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                              | LCM LTD PARTNERSHIP LCM 31A AR 144A                     | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002619.92    | 0.04%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $91116.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BANK OF AMERICA CORPORATION SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2180.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDS 2022-FL11 LLC                                                       | BDS LTD BDS 2022 FL11 ATS 144A                          | CUSIP: 054980AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1402912 | PA      | $1405568.48    | 0.03%             | 2039-03-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   MAR26 IFEU 20260312                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         85 | NC      | $120103.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-2                                   | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1         | CUSIP: 68401TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144468 | PA      | $764742.18     | 0.02%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3640000 | PA      | $3612397.19    | 0.08%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO 14A                                                   | ARES EURO CLO ARESE 14A AR 144A                         | CUSIP: ACI2RNVJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     970436 | PA      | $1140553.37    | 0.02%             | 2034-10-21      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| READYCAP COMMERCIAL MORTGAGE TRUST 2021-FL7                             | READYCAP COMMERCIAL MORTGAGE T RCMT 2021 FL7 A 144A     | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191160 | PA      | $191180.31     | 0.00%             | 2036-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC 5A                                                   | PROVIDUS CLO PRVD 5A A 144A                             | CUSIP: ACI295GL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5300000 | PA      | $6228760.05    | 0.13%             | 2035-02-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT DEC25C 70 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -70 | NC      | $-46900.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  JAN26 XNYM 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -1120 | NC      | $7696611.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                              | FANNIE MAE FNR 2024 104 FA                              | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3427839 | PA      | $3432582.32    | 0.07%             | 2055-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                        | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1                | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3262 | PA      | $3146.08       | 0.00%             | 2035-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -303 | NC      | $486340.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-1                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A      | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672843 | PA      | $679223.02     | 0.01%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DUTCH TTF OPT FSM FEB26C 45 EXP 01/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        -36 | NC      | $-22012.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTH WESTERLY VI BV VI-A                                               | NORTH WESTERLY CLO BV NWEST VI A A 144A                 | CUSIP: ACI298N25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6224610 | PA      | $7308078.20    | 0.15%             | 2032-07-05      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ST PAUL'S CLO XII DAC 12A                                               | ST PAULS CLO SPAUL 12A A 144A                           | CUSIP: ACI1MLB75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7972096 | PA      | $9373532.94    | 0.20%             | 2033-04-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) DEC25C 4250 EXP 11/24/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -20 | NC      | $-32400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TSTAT 2022-1A LTD                                                       | TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A                | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     127435 | PA      | $127578.48     | 0.00%             | 2037-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A       | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     171663 | PA      | $173152.36     | 0.00%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM1 TRUST                                                     | MFRA TRUST MFRA 2022 NQM1 A1 144A                       | CUSIP: 55284PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2582637 | PA      | $2553842.22    | 0.05%             | 2066-12-25      | Variable      | 4.11%                 | 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        |    2300000 | PA      | $2308365.10    | 0.05%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR           | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2121101.89    | 0.04%             | 2028-01-14      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $203.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4              | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200394.39     | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     AUG26 NDEX 20260730                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-43674.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR RBC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-3345114.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                     | WELLS FARGO BANK NA WELLS FARGO BANK NA                 | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   28200000 | PA      | $28614609.37   | 0.60%             | 2026-12-11      | Fixed         | 5.25%                 | 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        |     145335 | PA      | $146217.23     | 0.00%             | 2031-10-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2022-1A                                                       | FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A             | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35786 | PA      | $35781.79      | 0.00%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                               | A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP                | CUSIP: 40460JX10<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1199831.16    | 0.03%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL DJ9049 G2 06/55 FIXED 7                    | CUSIP: 3618KWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2992055 | PA      | $3033343.75    | 0.06%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY 03/27 1                                  | CUSIP: ACI2NCY93<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4705795.72    | 0.10%             | 2027-03-19      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -84 | NC      | $-160332.12    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2973.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A           | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3427214.62    | 0.07%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/27 4.685         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     800000 | PA      | $808854.20     | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-63.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                                     | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A     | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005337.32    | 0.08%             | 2034-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3210 FN 12/47 FIXED 3.5                     | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     394870 | PA      | $367927.31     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | 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        |      79364 | PA      | $79457.25      | 0.00%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ATCLO-2021-17A                                                          | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A       | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3002808.30    | 0.06%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -532 | NC      | $5590.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMFIT-2021-1A                                                           | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2021 1A A2 144A    | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1202898.24    | 0.03%             | 2036-06-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | GLENCORE FUNDING LLC                                    | CUSIP: 37790AXG3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5489431.75    | 0.12%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                  | HARLEY DAVIDSON FND CP                                  | CUSIP: 41282JZ20<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1190667.60    | 0.02%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO III DAC 3A                                                | VOYA EURO CLO VOYE 3A A 144A                            | CUSIP: ACI1K8HQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   10907660 | PA      | $12823241.24   | 0.27%             | 2033-04-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC         | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410096.00     | 0.01%             | 2029-07-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TORONTO DOMINION BANK REPO DUMMY ASSET                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  190000000 | PA      | $136523676.08  | 2.87%             |  |  |  | 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      | $35462.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     946602 | PA      | $957380.04     | 0.02%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                  | GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1410993.50    | 0.03%             | 2027-05-21      | Floating      | 5.41%                 | 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        |     173766 | PA      | $175022.92     | 0.00%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 9/21/23-3Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $146294.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 QF                                 | CUSIP: 3137HJVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2771510 | PA      | $2783201.45    | 0.06%             | 2055-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-75698.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 FA                                 | CUSIP: 3137HJAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1984995 | PA      | $1995869.10    | 0.04%             | 2055-02-25      | Floating      | 5.56%                 | 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        |    1700000 | PA      | $1705632.78    | 0.04%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL G18666 FG 11/32 FIXED 3               | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6867576 | PA      | $6695763.18    | 0.14%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2024 5 A3          | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1002296.40    | 0.02%             | 2028-11-15      | Fixed         | 4.62%                 | 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        |      15282 | PA      | $15295.00      | 0.00%             | 2026-11-20      | Fixed         | 5.67%                 | 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        |    1200000 | PA      | $1207626.72    | 0.03%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHE TARD INC 10/25 ZCP                  | CUSIP: 01626UX18<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    3360000 | PA      | $3359600.16    | 0.07%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -387 | NC      | $-11810409.10  | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875            | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503094.82     | 0.01%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  NOV25 XNYM 20251021                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -348 | NC      | $81867.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVSL-2021-BA                                                           | NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A         | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5441046 | PA      | $4976979.34    | 0.10%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -1447 | NC      | $-42830390.97  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHE TARD INC 10/25 ZCP                  | CUSIP: 01626UX26<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    3020000 | PA      | $3019280.03    | 0.06%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                               | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9          | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017356.14    | 0.02%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                   | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A3 144A       | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1016596.50    | 0.02%             | 2029-02-20      | Fixed         | 4.82%                 | 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        |    2000000 | PA      | $2007232.50    | 0.04%             | 2026-11-05      | Fixed         | 5.12%                 | 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        |    9700000 | PA      | $9688935.21    | 0.20%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                           | SANTANDER DRIVE AUTO RECEIVABL SDART 2025 2 A3          | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $10587410.40   | 0.22%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA           | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304493.17     | 0.01%             | 2028-07-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUL26 XNYM 20260622                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -408 | NC      | $520354.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  NOV25 XNYM 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -100 | NC      | $1567.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $11305.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $32201.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                                 | FREDDIE MAC FHR 5565 FA                                 | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5489366 | PA      | $5510542.18    | 0.12%             | 2055-08-25      | Floating      | 5.51%                 | 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        |   24520000 | PA      | $24444478.40   | 0.51%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                        | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82552 | PA      | $82438.88      | 0.00%             | 2037-12-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     831000 | PA      | $825934.37     | 0.02%             | 2025-11-25      | None          | 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      | $-23186.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | BARCLAYS PLC BARCLAYS PLC                               | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2627170.00    | 0.06%             | 2028-09-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      APR31 IFED 20310327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $-68438.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3          | CUSIP: 059522BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     157687 | PA      | $139507.39     | 0.00%             | 2036-05-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUN26 XNYM 20260519                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -524 | NC      | $22681.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0326B5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -14500000 | PA      | $-13245490.89  | -0.28%            | 2055-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 4001 BRINKS BOS                         | CUSIP: 965SRC908<br>LEI: N/A                  | Long             | COMM             |  | US        |      33945 | NS      | $129942497.09  | 2.73%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                              | AMETEK INC 11/25 ZCP                                    | CUSIP: 03111BYL3<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $11380720.63   | 0.24%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD NAPGASFO 3Q25 7.375 09/30/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $315328.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 7002 MTB BOS                            | CUSIP: 966NPXII5<br>LEI: N/A                  | Long             | COMM             |  | US        |       6086 | NS      | $23297411.78   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                     | DOMINION RESOURCES                                      | CUSIP: 2574P0X33<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2599088.44    | 0.05%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP SR UNSECURED 04/29 VAR             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205037.11     | 0.00%             | 2029-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-496131.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A       | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6096325 | PA      | $4831646.66    | 0.10%             | 2036-12-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DUTCH TTF OPT FSM JAN26C 40 EXP 12/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        -27 | NC      | $-17405.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) DEC25C 3900 EXP 11/24/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -60 | NC      | $-567600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-35291.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  APR26 XNYM 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        852 | NC      | $-3531673.20   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2006-20F                                 | SMALL BUSINESS ADMINISTRATION SBAP 2006 20F 1           | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4282 | PA      | $4297.36       | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COTTON NO.2 FUTR  MAR26 IFUS 20260309                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -120 | NC      | $60688.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A      | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1014432.80    | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003665.60    | 0.02%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-S3                                  | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4         | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     632494 | PA      | $622732.15     | 0.01%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                               | FANNIE MAE FNR 2025 66 FK                               | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4886070 | PA      | $4909865.89    | 0.10%             | 2055-08-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                   | TORONTO DOMINION BANK SR UNSECURED 01/28 4.861          | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10800000 | PA      | $10991861.57   | 0.23%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6            | CUSIP: 1266735Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2314000 | PA      | $2303391.00    | 0.05%             | 2035-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXP3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8773988.08    | 0.18%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAR31 IFED 20310226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         74 | NC      | $11919.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  SEP26 XNYM 20260820                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -268 | NC      | $180674.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                     | ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5       | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     900000 | PA      | $906590.00     | 0.02%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AL5548 FN 05/38 FLOATING VAR                  | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1194558 | PA      | $1240288.58    | 0.03%             | 2038-05-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $31152.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029       | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A              | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3602395 | PA      | $3602187.49    | 0.08%             | 2027-08-25      | Floating      | 4.90%                 | 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        |    2232912 | PA      | $2245204.92    | 0.05%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A     | CUSIP: ACI2TS750<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3000000 | PA      | $3520493.05    | 0.07%             | 2034-10-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT NOV25C 72 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -40 | NC      | $-6400.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          8 | NC      | $-10805.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE 10/25 ZCP                                  | CUSIP: 22823PXP3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $24128467.22   | 0.51%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVOCA STATIC CLO I DAC 1A                                               | AVOCA STATIC CLO AVOST 1A AR 144A                       | CUSIP: ACI2S1S08<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     893093 | PA      | $1047551.44    | 0.02%             | 2035-01-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                     | FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3            | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     523591 | PA      | $525064.68     | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CRB SECURITIZATION TRUST 2023-1                                         | CRB SECURITIZATION TRUST CRB 2023 1 A 144A              | CUSIP: 12670DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29730 | PA      | $29775.10      | 0.00%             | 2033-10-20      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                           | VW CR INC 10/25 ZCP                                     | CUSIP: 91842JXE4<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3943335.96    | 0.08%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |  -10900000 | NC      | $-127468.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $4392.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JAN26C 72 EXP 11/25/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -115 | NC      | $-112700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR CIB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-1234623.08   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.45    | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2117552.77    | 0.04%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                | HYATT HOTELS CORP SR UNSECURED 03/28 5.05               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406606.66     | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                       | KREF 2022 FL3 LTD KREF 2022 FL3 A 144A                  | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     557888 | PA      | $558949.66     | 0.01%             | 2039-02-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-13055.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR SOG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-3810638.09   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ICG EURO CLO 2021-1 DAC 21-1A                                           | INTERMEDIATE CAPITAL MANAGERS ICGE 2021 1A A 144A       | CUSIP: ACI299J93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    8000000 | PA      | $9400601.11    | 0.20%             | 2034-10-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                    | EUROSAIL PLC ESAIL 2007 3X A3A REGS                     | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     228758 | PA      | $307783.16     | 0.01%             | 2045-06-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                     | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1       | CUSIP: 07384M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49126 | PA      | $50148.12      | 0.00%             | 2035-01-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3475.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A     | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     328379 | PA      | $332558.42     | 0.01%             | 2029-10-15      | Fixed         | 5.59%                 | 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        |     564927 | PA      | $566620.32     | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XIII                                             | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A     | CUSIP: 04942VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     161365 | PA      | $161500.02     | 0.00%             | 2031-04-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAOCT26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         27 | NC      | $8043.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A                          | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A     | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12100000 | PA      | $12241211.84   | 0.26%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $168601.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-3                    | BRIDGECREST LENDING AUTO SECUR BLAST 2024 3 A3          | CUSIP: 10805NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     403757 | PA      | $404662.37     | 0.01%             | 2028-04-17      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4                    | BRIDGECREST LENDING AUTO SECUR BLAST 2024 4 A2          | CUSIP: 10806EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     330948 | PA      | $331124.28     | 0.01%             | 2027-09-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                          | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                 | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     388771 | PA      | $390244.20     | 0.01%             | 2027-08-16      | Fixed         | 5.34%                 | 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        |      31617 | PA      | $22410.82      | 0.00%             | 2036-01-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    NOV25 XCBT 20251114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         81 | NC      | $-90858.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT JUN26C 66 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -244 | NC      | $-905240.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LEAN HOGS FUTURE  DEC25 XCME 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -384 | NC      | $-696530.86    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/26 0.125                             | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5554972 | PA      | $5535987.52    | 0.12%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-39925.00     | -0.00%            |  |  |  | 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        |     455323 | PA      | $457328.43     | 0.01%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3734473.34    | 0.08%             | 2028-01-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO II DAC                                               | HAYFIN EMERALD CLO HAYEM 2A AR 144A                     | CUSIP: ACI294QX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   28300000 | PA      | $33175795.30   | 0.70%             | 2034-05-27      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                           | VW CR INC 10/25 ZCP                                     | CUSIP: 91842JX61<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2997843.00    | 0.06%             | 2025-10-06      | None          | 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      | $-574.26       | -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      | $3039179.51    | 0.06%             |  |  |  | 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        |    2145480 | PA      | $2146172.70    | 0.05%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY MORGAN STANLEY                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818080.08     | 0.02%             | 2028-04-13      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 3002 SCOTIA BOS                         | CUSIP: 936QAV904<br>LEI: N/A                  | Long             | COMM             |  | US        |      16797 | NS      | $64297794.10   | 1.35%             |  |  |  | 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        |    1074482 | PA      | $793650.04     | 0.02%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                             | RIO TINTO FIN USA PLC COMPANY GUAR 03/28 4.5            | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1415826.97    | 0.03%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR14                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1        | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19416 | PA      | $18336.38      | 0.00%             | 2035-01-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/CSIXTR MAC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-640992.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXM0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8975639.70    | 0.19%             | 2025-10-21      | None          | 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        |     651846 | PA      | $655263.85     | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2025-1A                                     | FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A        | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1059990 | PA      | $1063678.48    | 0.02%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAFEB26 IFEU 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         80 | NC      | $16842.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-232539.10    | -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        |    5100000 | PA      | $5114173.92    | 0.11%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2656727.24    | 0.06%             | 2027-10-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC 24-2A                                    | GROSVENOR PLACE CLO GROSV 2024 2A A 144A                | CUSIP: ACI2RYX19<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2354096.26    | 0.05%             | 2039-01-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-10                                               | FANNIE MAE FNR 2024 10 AF                               | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1856746 | PA      | $1852602.88    | 0.04%             | 2050-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2022-FL4                                                      | FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A              | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2480567 | PA      | $2480552.65    | 0.05%             | 2039-01-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD EUROBOBCO CAL25 7.8 12/31/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $526446.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) DEC25C 4200 EXP 11/24/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -60 | NC      | $-126600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LCM XIV LP 14A                                                          | LCM LTD PARTNERSHIP LCM 14A AR 144A                     | CUSIP: 50184VAR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19093 | PA      | $19103.76      | 0.00%             | 2031-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1527.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                          | AUTONATION, INC                                         | CUSIP: 05330LX81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8291223.58    | 0.17%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | PLATINUM FUTURE   JAN26 XNYM 20260128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         59 | NC      | $756996.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     NOV26 NDEX 20261029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-33273.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT DKK SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $391.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 4 LP 2024-2                                       | PK ALIFT LOAN FUNDING PKAIR 2024 2 A 144A               | CUSIP: 69381EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     751533 | PA      | $753345.47     | 0.02%             | 2039-10-15      | Fixed         | 5.05%                 | 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        |      11339 | PA      | $11345.20      | 0.00%             | 2027-02-16      | Fixed         | 5.65%                 | 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        |    1107453 | PA      | $1108270.11    | 0.02%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-20083.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL CA1535 FN 02/48 FIXED 3.5                     | CUSIP: 3140Q8V51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31333 | PA      | $29152.84      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -23 | NC      | $43778.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | TARGA RES CORP 10/25 ZCP                                | CUSIP: 87613EXH3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10177378.44   | 0.21%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-2A                                                | FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     299192 | PA      | $302080.83     | 0.01%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP BCOMF1NTC BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-12247.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF           | CUSIP: 38380V2S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1554099 | PA      | $1506094.87    | 0.03%             | 2043-10-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                            | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17253376.50   | 0.36%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                              | LCM LTD PARTNERSHIP LCM 30A AR 144A                     | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     311799 | PA      | $312344.89     | 0.01%             | 2031-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $14777.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHACKLETON CLO LTD 2019-14A                                             | SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A             | CUSIP: 81880XAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $851324.06     | 0.02%             | 2034-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                                     | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8600000 | PA      | $8630330.74    | 0.18%             | 2035-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                                      | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A         | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3072009 | PA      | $3097372.18    | 0.07%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5             | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2119029 | PA      | $2139571.14    | 0.04%             | 2054-09-01      | 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      | $-625861.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE MAR26 IFUS 20260319                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         41 | NC      | $288850.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE DEC25C 73 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -50 | NC      | $-19500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HGI CRE CLO 2022-FL3 LTD                                                | HGI CRE CLO LTD HGI 2022 FL3 A 144A                     | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1696610 | PA      | $1700848.96    | 0.04%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JAN26 IFEU 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         93 | NC      | $-104565.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.06325225 04/10/26 JPM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5609438.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXL2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5485841.90    | 0.12%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW CANADA AUTO TRUST 2024-1A                                           | BMW CANADA AUTO TRUST BMWC 2024 1A A2 144A              | CUSIP: 05570XCL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     333030 | PA      | $241233.46     | 0.01%             | 2027-07-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       1086 | NC      | $893518.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A4 144A     | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1497980 | PA      | $1508368.50    | 0.03%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT DEC25C 71 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -60 | NC      | $-34800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $20081.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2010-C                                           | SLM STUDENT LOAN TRUST SLMA 2010 C A5 144A              | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1135145 | PA      | $1191529.90    | 0.03%             | 2041-10-15      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST 2024-A2                                   | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A2 A           | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22900000 | PA      | $23289405.34   | 0.49%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-8                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 8 A 144A       | CUSIP: 69544QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150721 | PA      | $151396.08     | 0.00%             | 2032-01-15      | Fixed         | 5.33%                 | 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        |     447884 | PA      | $449784.81     | 0.01%             | 2032-08-18      | 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      | $-170753.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                     | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR    | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     500000 | PA      | $643702.63     | 0.01%             | 2028-01-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4                     | AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A       | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     254593 | PA      | $254794.00     | 0.01%             | 2028-03-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1        | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45474 | PA      | $32077.81      | 0.00%             | 2036-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 GF                                 | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5774703 | PA      | $5798778.23    | 0.12%             | 2054-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                       | DELL INT LLC / EMC CORP COMPANY GUAR 04/28 4.75         | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1420876.35    | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A       | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     151863 | PA      | $153215.89     | 0.00%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC2                                  | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1        | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1580 | PA      | $1547.69       | 0.00%             | 2030-06-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BARCLAYS BANK PLC SNR SE ICE                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $7275.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  190000000 | PA      | $136523676.08  | 2.87%             |  |  |  | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                     | VEROS AUTO RECEIVABLES TRUST VEROS 2025 1 A 144A        | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     361534 | PA      | $362929.35     | 0.01%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMF1TC GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-16862.92     | -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      | $-169458.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COM FWD NAPGASFO 2H25 7.86 12/31/25 BPS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $378101.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     DEC26 NDEX 20261127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $-30883.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 6012 MALCA BOS                          | CUSIP: 966QVDII5<br>LEI: N/A                  | Long             | COMM             |  | US        |      15045 | NS      | $57593759.06   | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LONG GILT FUTURE  DEC25 IFLL 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $617.56        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                                   | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1         | CUSIP: 68400DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1449381 | PA      | $939157.72     | 0.02%             | 2037-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | J P MORGAN TERM REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  165472811 | PA      | $165472811.00  | 3.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-784355.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-331439.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT JUN26P 58 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        244 | NC      | $1071160.00    | 0.02%             |  |  |  | No            |                  1 | 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        |    2600000 | PA      | $2593812.26    | 0.05%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                           | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3503969.39    | 0.07%             | 2035-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR            | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8019662.96    | 0.17%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC27 XNYM 20271119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -1130 | NC      | $-815148.14    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2226765 | PA      | $1646077.72    | 0.03%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                    | JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR         | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1305312.84    | 0.03%             | 2028-01-14      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20K                                | SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1           | CUSIP: 83162CSD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      11670 | PA      | $11927.35      | 0.00%             | 2028-11-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-130317.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | UK NATURAL GAS FUTDEC25 IFEU 20251127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -120 | NC      | $206638.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MRCD 2019-PARK MORTGAGE TRUST                                           | MRCD MORTGAGE TRUST MRCD 2019 PARK A 144A               | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6680625.00    | 0.14%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-1A                                   | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A    | CUSIP: 16678RAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        652 | PA      | $641.80        | 0.00%             | 2035-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A     | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1761075.99    | 0.04%             | 2035-07-15      | Floating      | 2.96%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUN26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       1684 | NC      | $-1293313.46   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-BA                                      | NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A        | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     965391 | PA      | $969739.64     | 0.02%             | 2040-07-16      | Floating      | 5.71%                 | 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        |     931387 | PA      | $930057.31     | 0.02%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2021-2 DAC 21-2A                                  | BAIN CAPITAL EURO CLO BCCE 2021 2A A 144A               | CUSIP: ACI294R53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3900000 | PA      | $4580743.57    | 0.10%             | 2034-07-17      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2         | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     193134 | PA      | $193163.67     | 0.00%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1A                        | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2024 1A A 144A       | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242019 | PA      | $244186.34     | 0.01%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2       | CUSIP: 83613FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655870 | PA      | $508760.64     | 0.01%             | 2037-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                  | GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA           | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24112145.76   | 0.51%             | 2027-03-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5       | CUSIP: 75115DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105293 | PA      | $84540.80      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | 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        |     414831 | PA      | $415678.83     | 0.01%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  FEB26 IFEU 20251230                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -209 | NC      | $426155.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-290.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB7                                        | COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2               | CUSIP: 12669GBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79027 | PA      | $75739.65      | 0.00%             | 2034-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2002-TBC1                                  | MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A         | CUSIP: 585525FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8181 | PA      | $6023.42       | 0.00%             | 2030-09-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.8 SP DUB                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4.10          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR15                                  | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2        | CUSIP: 456610AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555506 | PA      | $537694.29     | 0.01%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                  | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2A 144A    | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40872 | PA      | $40895.27      | 0.00%             | 2026-11-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP DISC COML PAPER 10/25 ZCP                | CUSIP: 00913WXA8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11685294.27   | 0.25%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.042025 10/22/25 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $168718.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3179                                                        | FREDDIE MAC FHR 3179 FP                                 | CUSIP: 31396UF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100091 | PA      | $99330.11      | 0.00%             | 2036-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3182 FN 11/47 FIXED 3.5                     | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     161801 | PA      | $150978.12     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN 60 CLO LTD                                                       | DRYDEN SENIOR LOAN FUND DRSLF 2018 60A A 144A           | CUSIP: 26251NAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     622991 | PA      | $623987.96     | 0.01%             | 2031-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0526B3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -116900000 | PA      | $-117794523.48 | -2.47%            | 2054-11-15      | 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      | $-126122.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BL6406 FN 05/27 FIXED 1.63                    | CUSIP: 3140HYDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21800000 | PA      | $21025461.26   | 0.44%             | 2027-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $11117.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  OCT26 XNYM 20260922                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -364 | NC      | $389822.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1555827 | PA      | $1569148.19    | 0.03%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO6                                     | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1         | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99030 | PA      | $20793.88      | 0.00%             | 2046-06-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-342.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SGX IRON ORE 62   OCT25 XSIM 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        290 | NC      | $-3153.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP SPGCINP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $2400.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT NOV25 XNYM 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        100 | NC      | $-82318.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   20000000 | PA      | $14370913.27   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -91 | NC      | $108780.55     | 0.00%             |  |  |  | No            |                  1 | 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        |    2800000 | PA      | $2829166.17    | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     332000 | PA      | $331516.31     | 0.01%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  199900000 | PA      | $199900000.00  | 4.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251003                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1563840.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 3A A2A 144A   | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1043799 | PA      | $1045097.22    | 0.02%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A2A          | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     278009 | PA      | $278371.08     | 0.01%             | 2027-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE5                                           | LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A    | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      36400 | PA      | $36425.61      | 0.00%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-52                                               | FANNIE MAE FNR 2025 52 FB                               | CUSIP: 3136BWUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5056001 | PA      | $5083814.58    | 0.11%             | 2055-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                       | MARS INC SR UNSECURED 144A 03/28 4.6                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3948529.69    | 0.08%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85             | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1361865.23    | 0.03%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1405746.85    | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OFSI BSL X LTD                                                          | OFSI FUND LTD OFSBS 2021 10A AR 144A                    | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4004280.32    | 0.08%             | 2034-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A1 144A      | CUSIP: 69549BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2900318.42    | 0.06%             | 2026-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA                       | NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A       | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     844359 | PA      | $851015.92     | 0.02%             | 2068-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1009142.50    | 0.02%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                                 | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38248728 | PA      | $38314102.73   | 0.80%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) NOV25C 3600 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -60 | NC      | $-1677000.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP TBL/BCOMF1NTC GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-117561.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          5 | NC      | $-4571.95      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD 2017-3A                                   | WIND RIVER CLO LTD WINDR 2017 3A AR2 144A               | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2650000 | PA      | $2654087.68    | 0.06%             | 2035-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                       | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR            | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401260.66     | 0.01%             | 2026-06-10      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                            | BARCLAYS PLC BARCLAYS PLC                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $407849.51     | 0.01%             | 2028-03-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                    | EUROSAIL PLC ESAIL 2007 3A A3C 144A                     | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      78022 | PA      | $104992.85     | 0.00%             | 2045-06-13      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-1                                      | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A        | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     443669 | PA      | $412988.25     | 0.01%             | 2037-03-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO           | CUSIP: 38378BDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573756 | PA      | $3.67          | 0.00%             | 2053-10-16      | Variable      | 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      | $-2835.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM XVII LP 17A                                                         | LCM LTD PARTNERSHIP LCM 17A A1AR 144A                   | CUSIP: 50190AAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     144316 | PA      | $144469.28     | 0.00%             | 2031-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-3 LTD                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A     | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1650000 | PA      | $1656083.09    | 0.03%             | 2035-07-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A       | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90297 | PA      | $87882.60      | 0.00%             | 2034-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-26.46        | -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        |    1000000 | PA      | $1007084.40    | 0.02%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT NOV25C 71 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -50 | NC      | $-9000.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT DEC25C 72 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -257 | NC      | $-128500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      FEB31 IFED 20310129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         66 | NC      | $115735.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2024-1                                     | VEROS AUTO RECEIVABLES TRUST VEROS 2024 1 A 144A        | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     109349 | PA      | $109794.46     | 0.00%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-17726.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPSTART STRUCTURED PASS-THROUGH TRUST 2022-2A                           | UPSTART STRUCTURED PASS THROUG USPTT 2022 2A A 144A     | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     115977 | PA      | $115559.04     | 0.00%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                                     | TIKEHAU TIKEH 5A AR 144A                                | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2345772.24    | 0.05%             | 2038-10-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC26 IFEU 20261119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -66 | NC      | $-105507.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC27 IFEU 20271029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -1036 | NC      | $-319493.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ATSTC 2022-1A                                                           | ATLAS STATIC SENIOR LOAN FUND ATSTC 2022 1A AR 144A     | CUSIP: 04942PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     106553 | PA      | $106603.99     | 0.00%             | 2030-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-45336.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2024-2                                           | OPORTUN FUNDING LLC OPTN 2024 2 A 144A                  | CUSIP: 68377KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175208 | PA      | $175397.31     | 0.00%             | 2032-02-09      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2022-1A                    | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2022 1A A 144A     | CUSIP: 04047EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     131021 | PA      | $131005.87     | 0.00%             | 2028-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  MAR26 IFEU 20260219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         61 | NC      | $-170071.23    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                                | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3504144.63    | 0.07%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT NOV25C 70 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -132 | NC      | $-27720.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25              | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2173357.12    | 0.05%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A                       | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A    | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24200000 | PA      | $24415854.32   | 0.51%             | 2030-12-20      | Fixed         | 4.44%                 | 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        |    4900000 | PA      | $4895140.67    | 0.10%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JAN26C 75 EXP 11/25/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -40 | NC      | $-25200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                                  | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A          | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1606559 | PA      | $1608074.80    | 0.03%             | 2031-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXH1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8182132.20    | 0.17%             | 2025-10-17      | 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      | $12753.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDINGPOINT PASS-THROUGH TRUST SERIES 2022-ST3                         | LENDINGPOINT PASS THROUGH TRUS LPPT 2022 ST3 A 144A     | CUSIP: 52607TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     757433 | PA      | $750444.34     | 0.02%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $9587.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BANK OF AMERICA CORPORATION SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $35079.45      | 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        |    2000000 | PA      | $1999283.80    | 0.04%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SNG KEROS V SNG GAAPR26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         31 | NC      | $10625.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 1 A11 144A     | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136845 | PA      | $137553.96     | 0.00%             | 2054-07-25      | Floating      | 5.71%                 | 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        |    1674000 | PA      | $1664389.73    | 0.03%             | 2032-04-15      | Floating      | 5.19%                 | 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        |   14687972 | PA      | $12572411.26   | 0.26%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   MAY26 IFEU 20260512                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -285 | NC      | $469131.58     | 0.01%             |  |  |  | No            |                  1 | 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        |    1000000 | PA      | $1004768.20    | 0.02%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-57663.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 6001 DELAWARE BOS                       | CUSIP: 935QKH905<br>LEI: N/A                  | Long             | COMM             |  | US        |        300 | NS      | $1148410.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $292.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                      | ORACLE CORP SR UNSECURED 08/28 4.8                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2135632.95    | 0.04%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5383                                                 | FREDDIE MAC FHR 5383 AF                                 | CUSIP: 3137HBGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2018195 | PA      | $2032293.44    | 0.04%             | 2048-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                              | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     379000 | PA      | $332469.37     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2024-1                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2024 1 A 144A       | CUSIP: 69548AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     124329 | PA      | $125158.47     | 0.00%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                                 | FREDDIE MAC FHR 5410 FB                                 | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3732385 | PA      | $3758221.40    | 0.08%             | 2054-05-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO IX DAC 9A                                                   | TIKEHAU CLO IX DAC TIKEH 9A AR 144A                     | CUSIP: ACI2S1SP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1177122.92    | 0.02%             | 2037-01-20      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUL26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -588 | NC      | $562273.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP DISC COML PAPER 10/25 ZCP                | CUSIP: 00913WXE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $5051004.33    | 0.11%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         58 | NC      | $-53919.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AS4380 FN 02/45 FIXED 3.5                     | CUSIP: 3138WD2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28533 | PA      | $26840.24      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                               | FANNIE MAE FNR 2025 18 FM                               | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7130045 | PA      | $7139975.24    | 0.15%             | 2054-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $155065.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE6                                  | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A5        | CUSIP: 04544NAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2619548 | PA      | $2567882.42    | 0.05%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| INDYMAC HOME EQUITY LOAN ABS TR 2004-B                                  | INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1          | CUSIP: 456606FA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104785 | PA      | $104235.36     | 0.00%             | 2034-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2               | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 2 A3          | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1082878 | PA      | $1084937.31    | 0.02%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JAN26 XNYM 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -268 | NC      | $82889.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8469 FR 10/54 FIXED 5.5             | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92286 | PA      | $93161.79      | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE DEC25C 75 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -100 | NC      | $-27000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT DEC25 XNYM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         42 | NC      | $-53562.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                      | CANADIAN NATURAL RESOU                                  | CUSIP: 13638WXN7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16454524.35   | 0.35%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUN31 IFED 20310528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         71 | NC      | $-44653.68     | -0.00%            |  |  |  | No            |                  1 | 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        |    1000000 | PA      | $1001561.40    | 0.02%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                                | FANNIE MAE FNR 2025 1 FD                                | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1249189 | PA      | $1256121.51    | 0.03%             | 2055-02-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         85 | NC      | $-34180.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                         | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      89000 | PA      | $85588.16      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     FEB26 NDEX 20260129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          7 | NC      | $-20581.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR8                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1         | CUSIP: 86359LGE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19845 | PA      | $19072.29      | 0.00%             | 2035-05-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -596 | NC      | $-294089.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-9                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A       | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     162671 | PA      | $163169.38     | 0.00%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-222464.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1A LLC                                  | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1008030.60    | 0.02%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2A                                                 | REACH FINANCIAL LLC REACH 2024 2A A 144A                | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     154750 | PA      | $155566.82     | 0.00%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -510 | NC      | $820286.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                  | MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA           | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3773400.82    | 0.08%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-433.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2024-LEAF1 LLC                                            | M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A               | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     705509 | PA      | $708079.90     | 0.01%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                                    | GSAMP TRUST GSAMP 2006 FM3 A2C                          | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648766 | PA      | $303091.51     | 0.01%             | 2036-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2006-2                                      | MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A              | CUSIP: 590219AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        234 | PA      | $233.61        | 0.00%             | 2036-05-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2578.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST                              | TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A3            | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     669390 | PA      | $670850.17     | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -1282 | NC      | $90812.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -93 | NC      | $-217585.89    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -2358 | NC      | $5233959.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  MAR26 IFEU 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        596 | NC      | $-748147.61    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $239.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ARGEURBOBRTBVSBR1LSEP25 IFEU 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -17 | NC      | $-82910.53     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL J16732 FG 10/26 FIXED 3               | CUSIP: 3128PWPR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59127 | PA      | $58663.93      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD FUT OPT(CMX) NOV25C 3800 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -70 | NC      | $-820400.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COMM SWAP JMABNIC5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-2325.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB MAC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $1729916.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB CIB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $573219.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP CMDSKEWLS GST                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $2861577.00    | 0.06%             |  |  |  | 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