# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004410
**Filing Date:** 2025-11
**Character Count:** 502807
**Document Hash:** 6fb60f31f125ccdbb47f922c881fa186
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004410.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004410

**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:** 251528214

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

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

## Series and Classes Contracts Data

### PIMCO Short-Term Fund (Series ID: S000009703)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Short-Term Fund

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

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

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

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

- **b. Date as of which information is reported:** 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:** $11572128092.93

**Total Liabilities:** $2087877968.28

**Net Assets:** $9484250124.65

**Delayed Delivery Securities:** $11450000.00

**Cash Not Reported:** $69680739.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1142033.805500 | **1-Year:** 543859.562200 | **5-Year:** 184753.031800 | **10-Year:** 4296.448300 | **30-Year:** 0.000000

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

- **3-Month:** 7648.048600 | **1-Year:** 10395.216800 | **5-Year:** 13296.801300 | **10-Year:** 275.575800 | **30-Year:** 0.990700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026624 | 0.59%                | 0.40%                | 0.26%                |
| Class ID C000026625 | 0.59%                | 0.40%                | 0.26%                |
| Class ID C000026627 | 0.57%                | 0.37%                | 0.24%                |
| Class ID C000064151 | 0.61%                | 0.41%                | 0.27%                |
| Class ID C000200448 | 0.60%                | 0.41%                | 0.27%                |
| Class ID C000026629 | 0.57%                | 0.38%                | 0.24%                |
| Class ID C000026623 | 0.61%                | 0.42%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10814211.76            | $-4964272.00                               |
| Month 2  | $7599690.57              | $22325079.35                               |
| Month 3  | $7433263.58              | $-5445494.19                               |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                             | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    9300000 | PA      | $9171085.07    | 0.10%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 775852 FN 03/44 FLOATING VAR                  | CUSIP: 31404Q5M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     370582 | PA      | $375128.96     | 0.00%             | 2044-03-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES3                              | TOWD POINT MORTGAGE TRUST TPMT 2025 CES3 A1A 144A       | CUSIP: 891949BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9500754 | PA      | $9561725.64    | 0.10%             | 2065-08-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-88                                               | FANNIE MAE FNR 2008 88 FA                               | CUSIP: 31397MXL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10464 | PA      | $10663.63      | 0.00%             | 2038-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                   | ELECTRICITE DE FRANCE SA SR UNSECURED REGS 10/25 3.625  | CUSIP: F2893TAS5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     799000 | PA      | $798686.43     | 0.01%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A         | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40439 | PA      | $39602.72      | 0.00%             | 2033-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49300000 | PA      | $47825546.45   | 0.50%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A      | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4710495 | PA      | $4810758.49    | 0.05%             | 2056-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC SR UNSECURED 12/25 5.8                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2255123.16    | 0.02%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006 AR7                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR7 3A         | CUSIP: 93363CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82574 | PA      | $75492.24      | 0.00%             | 2046-07-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                           | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A             | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   24400000 | PA      | $28738176.61   | 0.30%             | 2038-01-22      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| GSRPM MORTGAGE LOAN TRUST 2006-1                                 | GSRPM MORTGAGE LOAN TRUST GSRPM 2006 1 M1 144A          | CUSIP: 362334NV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134986 | PA      | $168527.83     | 0.00%             | 2035-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                  | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A   | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6010651 | PA      | $7047988.21    | 0.07%             | 2031-01-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                        | FANNIE MAE FNR 2025 12 EF                               | CUSIP: 3136BVGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     844023 | PA      | $843911.34     | 0.01%             | 2055-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2023-3 LLC                            | ENTERPRISE FLEET FINANCING LLC EFF 2023 3 A2 144A       | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19223872 | PA      | $19516725.09   | 0.21%             | 2030-03-20      | Fixed         | 6.40%                 | 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        |    2945289 | PA      | $2952681.02    | 0.03%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H24                | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H24 F           | CUSIP: 38376RJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1819469 | PA      | $1828968.76    | 0.02%             | 2066-11-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                             | CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5        | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $4638066.80    | 0.05%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-4715141.59   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1277.90      | -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        |      37459 | NC      | $4174490.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-2                              | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A2 144A        | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11632522 | PA      | $11658222.64   | 0.12%             | 2030-08-22      | Fixed         | 4.69%                 | 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        |   20716000 | PA      | $20798331.60   | 0.22%             | 2027-09-10      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                               | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A              | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6395555 | PA      | $7512734.94    | 0.08%             | 2032-01-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2003-2                             | RENAISSANCE HOME EQUITY LOAN T RAMC 2003 2 A            | CUSIP: 759950AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215485 | PA      | $197119.53     | 0.00%             | 2033-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   74868000 | PA      | $75056291.52   | 0.79%             | 2027-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7508000 | PA      | $7510024.16    | 0.08%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST 2021-INV2                         | ONSLOW BAY FINANCIAL LLC OBX 2021 INV2 A11 144A         | CUSIP: 67114KAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5254864 | PA      | $4905778.21    | 0.05%             | 2051-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12                | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC          | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4596549 | PA      | $4612086.76    | 0.05%             | 2074-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1       | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1371107 | PA      | $1109310.04    | 0.01%             | 2047-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3        | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     188272 | PA      | $174542.73     | 0.00%             | 2037-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2374                                                 | FREDDIE MAC FHR 2374 F                                  | CUSIP: 31339G5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10816 | PA      | $10770.78      | 0.00%             | 2031-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   28920000 | PA      | $29179580.71   | 0.31%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15          | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   62006000 | PA      | $61813230.17   | 0.65%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2009-66                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2009 66 UF           | CUSIP: 38376FRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84285 | PA      | $84836.19      | 0.00%             | 2039-08-16      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OCTAGON 64 2022-1A LTD                                           | OCTAGON 64 LTD OCT64 2022 1A A1R 144A                   | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   25500000 | PA      | $25603202.58   | 0.27%             | 2035-07-21      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-62                                        | FANNIE MAE FNR 2013 62 DI                               | CUSIP: 3136AEMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     709668 | PA      | $9516.09       | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625      | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   11858000 | PA      | $11942760.98   | 0.13%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $2803.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2003-AR26                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2003 AR26 6A1       | CUSIP: 22541QZU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28165 | PA      | $27560.95      | 0.00%             | 2033-11-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                  | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1              | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     913124 | PA      | $519286.54     | 0.01%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-5                                | VERUS SECURITIZATION TRUST VERUS 2023 5 A1 144A         | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7340204 | PA      | $7394612.08    | 0.08%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11277000 | PA      | $11356513.79   | 0.12%             | 2028-03-01      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR    | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   64496000 | PA      | $64616308.90   | 0.68%             | 2026-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080546 G2 10/31 FLOATING VAR               | CUSIP: 36225CTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12085 | PA      | $12309.68      | 0.00%             | 2031-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2004-OP2                | SECURITIZED ASSET BACKED RECEI SABR 2004 OP2 A1         | CUSIP: 81375WBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3243067 | PA      | $3061897.30    | 0.03%             | 2034-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05       | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   12298000 | PA      | $12308890.37   | 0.13%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                 | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74313 | PA      | $70228.75      | 0.00%             | 2036-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                               | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10019150 | PA      | $10042973.56   | 0.11%             | 2032-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-6                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 1A1           | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2673128 | PA      | $2607402.35    | 0.03%             | 2034-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 905759 FN 12/36 FLOATING VAR                  | CUSIP: 31411EJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        914 | PA      | $935.65        | 0.00%             | 2036-12-01      | Floating      | 6.58%                 | 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      | $-53416.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                               | FANNIE MAE FNR 2025 35 FM                               | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10029362 | PA      | $10103850.27   | 0.11%             | 2055-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A          | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45231 | PA      | $42517.03      | 0.00%             | 2042-06-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A2       | CUSIP: 93363EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2352 | PA      | $2063.82       | 0.00%             | 2036-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-A                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 A 2A1         | CUSIP: 05949CRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16017 | PA      | $14898.83      | 0.00%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD 2018-19A                                    | SYMPHONY CLO LTD SYMP 2018 19A A 144A                   | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1594032 | PA      | $1595211.85    | 0.02%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| WARWICK FINANCE RESIDENTIAL MORTGAGES 4X                         | WARWICK FINANCE RESIDENTIAL MO WARW 4X A REGS           | CUSIP: ACI29FX69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1560119 | PA      | $2121073.93    | 0.02%             | 2042-03-21      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR1                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR1 A5         | CUSIP: 939336PB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11014 | PA      | $10847.80      | 0.00%             | 2033-03-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                                     | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A    | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204148 | PA      | $136167.04     | 0.00%             | 2037-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE                                            | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1396227.00    | 0.01%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   34106000 | PA      | $34252784.38   | 0.36%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC SR UNSECURED 144A 07/27 VAR      | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     296000 | PA      | $299002.59     | 0.00%             | 2027-07-06      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR          | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2926898.52    | 0.03%             | 2027-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6416000 | PA      | $6467814.72    | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.10000 02/11/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2586993.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL 144A 07/28 5.79                  | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9000000 | PA      | $9374682.60    | 0.10%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV3                               | JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A        | CUSIP: 46591LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1287207 | PA      | $1162696.26    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | 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      | $-702098.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | TORONTO DOMINION BANK SR UNSECURED REGS 03/26 VAR       | CUSIP: ACI1WDJD1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $5561003.11    | 0.06%             | 2026-03-17      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC SR SECURED 01/26 1.57                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   58586000 | PA      | $58086904.69   | 0.61%             | 2026-01-15      | Fixed         | 1.57%                 | 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        |    4125021 | PA      | $3874608.11    | 0.04%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1 LTD                                                | BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A           | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5677135 | PA      | $5663254.15    | 0.06%             | 2038-08-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP          | CUSIP: 38380LPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2702620 | PA      | $2713112.35    | 0.03%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                           | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A          | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7512326.25    | 0.08%             | 2034-10-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                   | CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A                | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1068233 | PA      | $1068754.22    | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                  | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A2              | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32575 | PA      | $31305.58      | 0.00%             | 2035-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR           | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   21100000 | PA      | $21212804.40   | 0.22%             | 2028-01-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1         | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17732 | PA      | $16328.64      | 0.00%             | 2035-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTGE P/T 2002-AR1                          | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2002 AR1 2A2       | CUSIP: 939335N84<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         20 | PA      | $20.13         | 0.00%             | 2031-02-25      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| INDYMAC ARM TRUST 2001-H2                                        | INDYMAC ARM TRUST INARM 2001 H2 A2                      | CUSIP: 45660UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        447 | PA      | $433.49        | 0.00%             | 2032-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                       | GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A                | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5400000 | PA      | $5403240.00    | 0.06%             | 2035-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 732218 FN 06/43 FLOATING VAR                  | CUSIP: 31402LPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80577 | PA      | $81434.39      | 0.00%             | 2043-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/29 2.125                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30735809 | PA      | $31733141.54   | 0.33%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC ONEOK INC                                     | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15423348.86   | 0.16%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 846941 FN 01/36 FLOATING VAR                  | CUSIP: 31408B5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2052 | PA      | $2064.61       | 0.00%             | 2036-01-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3898                                                 | FREDDIE MAC FHR 3898 TF                                 | CUSIP: 3137ADYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61524 | PA      | $61019.86      | 0.00%             | 2039-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQ LN TR 1999-3                               | DELTA FUNDING HOME EQUITY LOAN DELHE 1999 3 A1A         | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12132 | PA      | $11667.82      | 0.00%             | 2029-09-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                            | SYMPHONY CLO LTD SYMP 2021 29A AR 144A                  | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5450000 | PA      | $5471716.94    | 0.06%             | 2035-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $37.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB9                           | CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A1        | CUSIP: 12465MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31598 | PA      | $14387.78      | 0.00%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC SR UNSECURED REGS 05/27 VAR         | CUSIP: G6382G7Q9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   13913000 | PA      | $13992975.82   | 0.15%             | 2027-05-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2803.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                       | TORO EUROPEAN CLO TCLO 6A AR 144A                       | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7466510 | PA      | $8776153.97    | 0.09%             | 2032-01-12      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | AUST 3YR BOND FUT DEC25 XSFE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       4674 | NC      | $-1212302.78   | -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      | $-236967.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                          | FREDDIE MAC FHR 5557 UF                                 | CUSIP: 3137HLZ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46678948 | PA      | $46980316.33   | 0.50%             | 2055-06-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 5             | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2512000 | PA      | $2547775.85    | 0.03%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMIC-1997-76                                         | FANNIE MAE FNR 1997 76 FM                               | CUSIP: 31359QS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        155 | PA      | $154.89        | 0.00%             | 2027-09-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-C                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A      | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8648640 | PA      | $8743946.71    | 0.09%             | 2052-11-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-246306.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                        | CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR           | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   26319000 | PA      | $26344014.10   | 0.28%             | 2028-01-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR              | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11085000 | PA      | $11192235.62   | 0.12%             | 2028-02-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 773314 FN 05/35 FLOATING VAR                  | CUSIP: 31404NDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33916 | PA      | $34621.88      | 0.00%             | 2035-05-01      | Floating      | 6.58%                 | 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        |    2638478 | PA      | $2651327.58    | 0.03%             | 2055-08-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-87                                               | FANNIE MAE FNR 2009 87 FA                               | CUSIP: 31398FJ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4284 | PA      | $4335.78       | 0.00%             | 2049-11-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-46                                               | FANNIE MAE FNR 2006 46 FC                               | CUSIP: 31395D5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28355 | PA      | $28131.33      | 0.00%             | 2036-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-28308.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17                          | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1        | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        500 | PA      | $491.65        | 0.00%             | 2032-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 2A        | CUSIP: 933638AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70594 | PA      | $65578.52      | 0.00%             | 2047-01-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CAN 5YR BOND FUT  DEC25 XMOD 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       4215 | NC      | $4422847.71    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO VII LTD 2017-7A                                     | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5300000 | PA      | $5317708.52    | 0.06%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2004-AR11                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A        | CUSIP: 45660N6S9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6436 | PA      | $6085.48       | 0.00%             | 2034-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2024-1A                              | MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A            | CUSIP: 576339DZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   50700000 | PA      | $50783715.84   | 0.54%             | 2028-01-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 844000 FN 11/35 FLOATING VAR                  | CUSIP: 31407XUZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23551 | PA      | $23782.21      | 0.00%             | 2035-11-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                            | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A           | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4200000 | PA      | $4203808.94    | 0.04%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE SR UNSECURED 07/27 VAR           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   33700000 | PA      | $33852985.53   | 0.36%             | 2027-07-09      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  181500000 | NC      | $196981.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 847262 FH 07/33 FLOATING VAR          | CUSIP: 3128JRB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3500 | PA      | $3577.98       | 0.00%             | 2033-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-945960.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 6.95    | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1561101.83    | 0.02%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                               | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A       | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4983437 | PA      | $4622223.12    | 0.05%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-BGS                           | COMMONBOND STUDENT LOAN TRUST CBSLT 2018 BGS A1 144A    | CUSIP: 20268MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     601654 | PA      | $578500.01     | 0.01%             | 2045-09-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-96                                               | FANNIE MAE FNR 2009 96 FA                               | CUSIP: 31398FXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5171 | PA      | $5224.70       | 0.00%             | 2049-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS MORTGAGE LOAN TRUST 2024-NQM1                           | BARCLAYS MORTGAGE LOAN TRUST BARC 2024 NQM1 A1 144A     | CUSIP: 06745AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16631519 | PA      | $16765127.13   | 0.18%             | 2064-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                | FORTIS INC SR UNSECURED 10/26 3.055                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   16100000 | PA      | $15919376.84   | 0.17%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                        | FANNIE MAE FNR 2024 38 AF                               | CUSIP: 3136BR5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5602320 | PA      | $5604879.90    | 0.06%             | 2047-12-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2001-HYB1                                 | COUNTRYWIDE HOME LOANS CWHL 2001 HYB1 3A2               | CUSIP: 12669B2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1257 | PA      | $1249.66       | 0.00%             | 2031-07-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15216767.70   | 0.16%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | 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        |    5550000 | PA      | $5562795.80    | 0.06%             | 2034-10-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC BMW US CAPITAL LLC                   | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1563068.82    | 0.02%             | 2026-04-02      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A         | TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A      | CUSIP: ACI2NQX93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    6921369 | PA      | $9332220.62    | 0.10%             | 2053-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-442832.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF           | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3062299 | PA      | $3077572.56    | 0.03%             | 2055-05-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR             | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1600278.50    | 0.02%             | 2026-11-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-1 TRUST                          | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 1 A 144A       | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1598546 | PA      | $1606985.10    | 0.02%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A      | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4509528 | PA      | $4565716.13    | 0.05%             | 2056-03-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                  | TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A           | CUSIP: 891943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8428091 | PA      | $8433183.86    | 0.09%             | 2027-02-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO SR UNSECURED 10/25 2.6                        | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4481000 | PA      | $4474119.56    | 0.05%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7549000 | PA      | $7570885.38    | 0.08%             | 2027-09-10      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                | BDS LTD BDS 2025 FL14 A 144A                            | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6800000 | PA      | $6813318.21    | 0.07%             | 2042-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                            | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A       | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10384789 | PA      | $10436610.21   | 0.11%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA SR UNSECURED REGS 07/26 VAR          | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   16500000 | PA      | $16615674.90   | 0.18%             | 2026-07-05      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-2                                 | NELNET STUDENT LOAN TRUST NSLT 2019 2A A 144A           | CUSIP: 64034NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25133497 | PA      | $25176153.28   | 0.27%             | 2067-06-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                        | FANNIE MAE FNR 2025 16 FA                               | CUSIP: 3136BU5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23065340 | PA      | $23159353.88   | 0.24%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-3A                                | NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A           | CUSIP: 64031DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12415227 | PA      | $12428866.00   | 0.13%             | 2067-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3927                                                 | FREDDIE MAC FHR 3927 FH                                 | CUSIP: 3137AFEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222417 | PA      | $220627.29     | 0.00%             | 2041-09-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR         | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   14300000 | PA      | $14364231.88   | 0.15%             | 2028-03-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7300000 | PA      | $7399168.16    | 0.08%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 1A1        | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169968 | PA      | $152004.18     | 0.00%             | 2037-02-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-101                | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 101 FC          | CUSIP: 38385GB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3320213 | PA      | $3333869.81    | 0.04%             | 2055-06-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 10/27 7.5          | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1189000 | PA      | $1258679.37    | 0.01%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                  | ROLLS ROYCE PLC COMPANY GUAR REGS 10/25 3.625           | CUSIP: G76237AB5<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    1630000 | PA      | $1629306.61    | 0.02%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $151751.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1415000 | PA      | $1445826.19    | 0.02%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2991.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PHH  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 PHH A 144A    | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4554703 | PA      | $3912223.59    | 0.04%             | 2035-06-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 847995 FN 11/35 FLOATING VAR                  | CUSIP: 31408DC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2364 | PA      | $2404.14       | 0.00%             | 2035-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A      | CUSIP: 933638AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96161 | PA      | $92082.72      | 0.00%             | 2047-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-113968.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                | AIRCASTLE LTD COMPANY GUAR 06/26 4.25                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    6294000 | PA      | $6288976.00    | 0.07%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 413                                           | FREDDIEMAC STRIP FHS 413 F25                            | CUSIP: 3133Q3LH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47335103 | PA      | $47529475.48   | 0.50%             | 2054-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                         | FANNIE MAE FNR 2025 4 FB                                | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12170942 | PA      | $12234029.87   | 0.13%             | 2053-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                 | DEUTSCHE BANK NY 11/26 VAR                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   22500000 | PA      | $22418612.78   | 0.24%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19101000 | PA      | $19267828.33   | 0.20%             | 2027-08-14      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1B 144A         | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36600000 | PA      | $36871187.70   | 0.39%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                           | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR           | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   32083000 | PA      | $32199658.92   | 0.34%             | 2027-05-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR3                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A2         | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     222195 | PA      | $211014.86     | 0.00%             | 2034-06-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16664000 | PA      | $16709163.77   | 0.18%             | 2027-10-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-3                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 3 2A2A         | CUSIP: 17307GTJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82215 | PA      | $78513.03      | 0.00%             | 2035-08-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                       | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 13A1        | CUSIP: 07384M2C5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2696317 | PA      | $2390208.41    | 0.03%             | 2034-11-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                 | DEUTSCHE BANK NY 07/27 VAR                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7695000 | PA      | $7860382.48    | 0.08%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85             | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1128901.09    | 0.01%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-11                                               | FANNIE MAE FNR 2004 11 A                                | CUSIP: 31393T7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1583 | PA      | $1580.21       | 0.00%             | 2034-03-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                  | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84            | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6784688.29    | 0.07%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA9                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA9 2A1A      | CUSIP: 02146YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     428816 | PA      | $364126.13     | 0.00%             | 2046-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP3                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP3 A1 144A    | CUSIP: 17327DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677277 | PA      | $666701.57     | 0.01%             | 2061-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV REGS 09/27 VAR                         | CUSIP: 00084EAF5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5500000 | PA      | $5560541.47    | 0.06%             | 2027-09-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1         | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14500 | PA      | $13980.82      | 0.00%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| RAMP SERIES 2005-RS7                                             | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS7 M2         | CUSIP: 76112BWX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26938 | PA      | $26930.93      | 0.00%             | 2035-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC COMPANY GUAR 01/26 5.85                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $14640078.02   | 0.15%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                           | SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    5787000 | PA      | $5692346.44    | 0.06%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR1                              | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR1 A2         | CUSIP: 39538RAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47003 | PA      | $42980.87      | 0.00%             | 2045-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1B 144A      | CUSIP: 83206EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1835790 | PA      | $1835940.27    | 0.02%             | 2052-06-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX             | BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A    | CUSIP: 05493LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4036864.02    | 0.04%             | 2038-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4        | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5281683 | PA      | $5185391.89    | 0.05%             | 2036-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR          | CUSIP: 05565ECT0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     881000 | PA      | $885908.55     | 0.01%             | 2027-08-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                                 | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A          | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10913944 | PA      | $10995602.79   | 0.12%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-2                                    | SLM STUDENT LOAN TRUST SLMA 2012 2 A                    | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2298530 | PA      | $2236620.59    | 0.02%             | 2029-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/26 1.75        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8380000 | PA      | $8312689.16    | 0.09%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | BROWN + BROWN INC SR UNSECURED 12/26 4.6                | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2513961.95    | 0.03%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL ZM6683 FR 05/48 FIXED 4               | CUSIP: 3131Y1M80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61685 | PA      | $59307.00      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-118                | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 118 FA          | CUSIP: 38381ND21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     496360 | PA      | $498096.38     | 0.01%             | 2055-07-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS5                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 NXS5 A6FL 144A | CUSIP: 95000CBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3500550.20    | 0.04%             | 2059-01-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 02/27 4.5                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2071000 | PA      | $2075341.87    | 0.02%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                    | FLEX LTD SR UNSECURED 02/26 3.75                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $1992639.48    | 0.02%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/26 4.375  | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    5645000 | PA      | $5642399.40    | 0.06%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2006-AR3                              | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A       | CUSIP: 93934FQP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156257 | PA      | $138587.85     | 0.00%             | 2046-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   39475000 | PA      | $39636005.10   | 0.42%             | 2026-08-14      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                           | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A1        | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79913 | PA      | $26402.64      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-PLND                         | MORGAN STANLEY CAPITAL I TRUST MSC 2019 PLND A 144A     | CUSIP: 61691XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11400000 | PA      | $1681059.96    | 0.02%             | 2036-05-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080310 G2 08/29 FLOATING VAR               | CUSIP: 36225CKY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63051 | PA      | $63287.68      | 0.00%             | 2029-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2005-4                                    | SEQUOIA MORTGAGE TRUST SEMT 2005 4 2A1                  | CUSIP: 81744FJG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14852 | PA      | $15047.09      | 0.00%             | 2035-04-20      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE4                                             | GSAMP TRUST GSAMP 2006 HE4 A2D                          | CUSIP: 362439AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2219771 | PA      | $2165620.17    | 0.02%             | 2036-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-2                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 2 2A1           | CUSIP: 02660XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     241758 | PA      | $230726.22     | 0.00%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-1                        | ELLINGTON FINANCIAL MORTGAGE T EFMT 2020 1 A1 144A      | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34082 | PA      | $33940.18      | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A        | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52984 | PA      | $51026.92      | 0.00%             | 2042-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A         | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4024631 | PA      | $4117082.81    | 0.04%             | 2058-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080085 G2 06/27 FLOATING VAR               | CUSIP: 36225CCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10671 | PA      | $10709.93      | 0.00%             | 2027-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2002-3                               | HOME EQUITY ASSET TRUST HEAT 2002 3 A4                  | CUSIP: 22541NHE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        798 | PA      | $777.60        | 0.00%             | 2033-02-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-118                                              | FANNIE MAE FNR 2006 118 A2                              | CUSIP: 31396L4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19096 | PA      | $18773.78      | 0.00%             | 2036-12-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080395 G2 04/30 FLOATING VAR               | CUSIP: 36225CNM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33583 | PA      | $33643.19      | 0.00%             | 2030-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1953180.56    | 0.02%             | 2027-10-21      | Floating      | 1.95%                 | 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        |     378803 | PA      | $393304.31     | 0.00%             | 2038-05-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CO 2001-TBC1                          | MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1        | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89349 | PA      | $86881.84      | 0.00%             | 2031-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/26 1.2              | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   57532000 | PA      | $56872682.70   | 0.60%             | 2026-02-01      | Fixed         | 1.20%                 | 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        |   24400000 | PA      | $24459972.03   | 0.26%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR             | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     915000 | PA      | $918443.25     | 0.01%             | 2027-07-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2006-RP4                                             | RAAC SERIES RAAC 2006 RP4 M1 144A                       | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1204716 | PA      | $1203556.10    | 0.01%             | 2046-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                  | BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1               | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135100 | PA      | $127951.16     | 0.00%             | 2034-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     247000 | PA      | $245687.61     | 0.00%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE2                                     | ACE SECURITIES CORP. ACE 2004 HE2 M1                    | CUSIP: 004421GT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1384956 | PA      | $1356496.70    | 0.01%             | 2034-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2003-WMC1                              | ASSET BACKED FUNDING CERTIFICA ABFC 2003 WMC1 M1        | CUSIP: 04542BEA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     353149 | PA      | $353684.62     | 0.00%             | 2033-06-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080387 G2 03/30 FLOATING VAR               | CUSIP: 36225CND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31612 | PA      | $31767.89      | 0.00%             | 2030-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-CA                | NAVIENT STUDENT LOAN TRUST NAVSL 2021 CA A 144A         | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     430586 | PA      | $392964.16     | 0.00%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 11/26 VAR                | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4525000 | PA      | $4535824.07    | 0.05%             | 2026-11-03      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR     | CUSIP: 44891CDS9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3465162.89    | 0.04%             | 2027-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85    | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   42896000 | PA      | $41382470.40   | 0.44%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2007-WMC1                              | MASTR ASSET BACKED SECURITIES MABS 2007 WMC1 A2         | CUSIP: 55275TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243181 | PA      | $68496.80      | 0.00%             | 2037-01-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $42.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                       | FANNIE MAE FNR 2024 104 FA                              | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12177847 | PA      | $12194700.32   | 0.13%             | 2055-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 835058 FN 06/35 FLOATING VAR                  | CUSIP: 31407MWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11869 | PA      | $12095.28      | 0.00%             | 2035-06-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/26 2.125  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    7672000 | PA      | $7594000.85    | 0.08%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-8                                                | FANNIE MAE FNR 2006 8 NF                                | CUSIP: 31394VZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13996 | PA      | $13889.59      | 0.00%             | 2036-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-2979.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2820                                                 | FREDDIE MAC FHR 2820 FY                                 | CUSIP: 31395CEC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2589 | PA      | $2579.31       | 0.00%             | 2034-07-15      | Floating      | 4.74%                 | 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        |     283687 | PA      | $264069.22     | 0.00%             | 2037-03-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-6XS                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 6XS 2A1M        | CUSIP: 61751JAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     631027 | PA      | $158995.14     | 0.00%             | 2047-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR         | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15300000 | PA      | $15467231.60   | 0.16%             | 2028-01-05      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NATWEST GROUP PLC SR UNSECURED 11/26 VAR                | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   13322000 | PA      | $13364156.00   | 0.14%             | 2026-11-10      | Floating      | 7.47%                 | 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        |    1783383 | PA      | $1792669.51    | 0.02%             | 2055-08-25      | Floating      | 5.56%                 | 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        |   16600000 | PA      | $16652317.22   | 0.18%             | 2026-06-10      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-D                         | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A3          | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1473516 | PA      | $1490458.21    | 0.02%             | 2029-02-15      | Fixed         | 5.79%                 | 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      | $-297135.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 826128 FN 07/35 FLOATING VAR                  | CUSIP: 31407BYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3905 | PA      | $3988.46       | 0.00%             | 2035-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-P2                           | CARVANA AUTO RECEIVABLES TRUST CRVNA 2021 P2 A4         | CUSIP: 14687TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     329351 | PA      | $328578.39     | 0.00%             | 2027-01-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H24                | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H24 FA          | CUSIP: 38383KGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13461417 | PA      | $13563271.85   | 0.14%             | 2073-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/26 0.125                             | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157134824 | PA      | $156597803.17  | 1.65%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-11                                               | FANNIE MAE FNR 2003 11 DF                               | CUSIP: 31392HPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25992 | PA      | $25922.81      | 0.00%             | 2033-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                | AG TRUST AG 2024 NLP A 144A                             | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3041060 | PA      | $3056109.36    | 0.03%             | 2041-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR           | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   22786000 | PA      | $22827468.70   | 0.24%             | 2026-01-29      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2A 144A        | CUSIP: 63941FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     925967 | PA      | $895839.22     | 0.01%             | 2068-11-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-WF1                               | HSI ASSET LOAN OBLIGATION HALO 2007 WF1 A1              | CUSIP: 40431KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78808 | PA      | $22267.54      | 0.00%             | 2036-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1       | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121515 | PA      | $106635.63     | 0.00%             | 2036-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                  | ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625           | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   16160000 | PA      | $16153125.70   | 0.17%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MELLON RES FUND CORP 1999-TBC3                                   | MELLON RESIDENTIAL FUNDING COR MRFC 1999 TBC3 A2        | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79943 | PA      | $78272.28      | 0.00%             | 2029-10-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-21                                               | FANNIE MAE FNR 2002 21 FD                               | CUSIP: 31392CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        471 | PA      | $472.78        | 0.00%             | 2032-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-60                                               | FANNIE MAE FNR 2002 60 F1                               | CUSIP: 31392EVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        661 | PA      | $660.03        | 0.00%             | 2032-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2024-1                                      | VERIZON MASTER TRUST VZMT 2024 1 A1B                    | CUSIP: 92348KCM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17200000 | PA      | $17214558.08   | 0.18%             | 2028-12-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR5                              | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1        | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100322 | PA      | $95399.73      | 0.00%             | 2045-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A      | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17422924 | PA      | $17435176.59   | 0.18%             | 2036-10-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                           | PIKES PEAK CLO PIPK 2018 2A ARR 144A                    | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17300000 | PA      | $17320512.96   | 0.18%             | 2034-10-11      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                      | ISRAEL FIXED BOND BONDS 02/26 0.5                       | CUSIP: ACI1XGRP7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   30800000 | PA      | $9195550.99    | 0.10%             | 2026-02-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2507.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                       | SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR              | CUSIP: ACI2CYNV0<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   25400000 | PA      | $16843986.37   | 0.18%             | 2026-02-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A   | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4189872 | PA      | $4175084.26    | 0.04%             | 2031-12-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2004-1                                   | HOME EQUITY ASSET TRUST HEAT 2004 1 M1                  | CUSIP: 437084AV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981766 | PA      | $983464.30     | 0.01%             | 2034-06-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      18000 | PA      | $17916.16      | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR         | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7557000 | PA      | $7620907.51    | 0.08%             | 2027-08-07      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-888973.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-5                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1         | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     287727 | PA      | $267558.86     | 0.00%             | 2033-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                   | LUMINENT MORTGAGE TRUST LUM 2006 7 2A1                  | CUSIP: 55028BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     271618 | PA      | $238844.46     | 0.00%             | 2036-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A      | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46529 | PA      | $43141.38      | 0.00%             | 2035-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A        | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2699274 | PA      | $2703467.40    | 0.03%             | 2059-10-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                               | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR    | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $4031483.64    | 0.04%             | 2026-09-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W6                                     | FANNIEMAE WHOLE LOAN FNW 2003 W6 F                      | CUSIP: 31393BX75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97633 | PA      | $97310.80      | 0.00%             | 2042-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2001-4                                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 4 2A1         | CUSIP: 542514BQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16184 | PA      | $16214.17      | 0.00%             | 2032-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-INV1                               | JP MORGAN MORTGAGE TRUST JPMMT 2020 INV1 A3 144A        | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     237518 | PA      | $213900.28     | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-152742.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 847321 FH 08/34 FLOATING VAR          | CUSIP: 3128JRD29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6570 | PA      | $6689.76       | 0.00%             | 2034-08-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                   | JOHN DEERE CAPITAL CORP JOHN DEERE CAPITAL CORP         | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   19405000 | PA      | $19540779.50   | 0.21%             | 2027-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                     | SK HYNIX INC SR UNSECURED 144A 01/26 1.5                | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    1263000 | PA      | $1252203.79    | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2004-2                             | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2004 2 6A1          | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26052 | PA      | $25932.75      | 0.00%             | 2035-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL ZM6153 FR 04/48 FIXED 4               | CUSIP: 3131Y0ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     697627 | PA      | $670767.46     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 535550 FN 08/29 FLOATING VAR                  | CUSIP: 31384V5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12070 | PA      | $12090.29      | 0.00%             | 2029-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 817547 FN 10/35 FLOATING VAR                  | CUSIP: 31406RHY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4117 | PA      | $4159.77       | 0.00%             | 2035-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | TORONTO DOMINION BANK COVERED 03/26 VAR                 | CUSIP: ACI2F4S63<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $1657409.48    | 0.02%             | 2026-03-16      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | EVERSOURCE ENERGY                                       | CUSIP: 30040XX68<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6695091.58    | 0.07%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA           | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000308 | PA      | $1004982.01    | 0.01%             | 2054-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $45108.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 2711                                          | FREDDIE MAC FHR 2711 FA                                 | CUSIP: 31394LYU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47303 | PA      | $47943.82      | 0.00%             | 2033-11-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04                | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB          | CUSIP: 38376RRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1243067 | PA      | $1246348.93    | 0.01%             | 2066-01-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                  | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5    | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   28881000 | PA      | $28921312.68   | 0.30%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                              | FS KKR CAPITAL CORP SR UNSECURED 01/26 3.4              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5226720.87    | 0.06%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5                          | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1       | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41890 | PA      | $14639.86      | 0.00%             | 2036-10-25      | Floating      | 4.39%                 | 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        |   16421813 | PA      | $16490275.58   | 0.17%             | 2054-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL ZN4867 FR 04/49 FIXED 4               | CUSIP: 3131YBMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5184 | PA      | $4961.02       | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                       | CATERPILLAR FINL SERVICE SR UNSECURED 10/26 VAR         | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12861769.34   | 0.14%             | 2026-10-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA         | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15487208.35   | 0.16%             | 2027-09-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A     | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     923341 | PA      | $813949.43     | 0.01%             | 2046-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                   | CARMAX AUTO OWNER TRUST CARMX 2024 1 A2B                | CUSIP: 14318WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1460522 | PA      | $1460820.75    | 0.02%             | 2027-03-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                   | KOREA NATIONAL OIL CORP SR UNSECURED 144A 03/28 VAR     | CUSIP: 50065LAP5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |    5200000 | PA      | $5220160.82    | 0.06%             | 2028-03-31      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV 144A 12/28 VAR                         | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   93945000 | PA      | $94171519.24   | 0.99%             | 2028-12-03      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 821915 FN 06/35 FLOATING VAR                  | CUSIP: 31406WDU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6536 | PA      | $6693.62       | 0.00%             | 2035-06-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC                   | READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A    | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41386 | PA      | $41513.19      | 0.00%             | 2039-10-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA SR UNSECURED REGS 01/27 VAR                     | CUSIP: 05584KAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5135000 | PA      | $5154643.99    | 0.05%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR     | CUSIP: 44891CDY6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4027671.88    | 0.04%             | 2027-06-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2006-2                            | ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4           | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     649101 | PA      | $647392.41     | 0.01%             | 2036-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL SD0250 FR 06/48 FIXED 4               | CUSIP: 3132DMH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1384798 | PA      | $1332066.35    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $3311845.69    | 0.03%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR REGS 07/26 VAR        | CUSIP: U5876JAV7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     550000 | PA      | $551531.23     | 0.01%             | 2026-07-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR6                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A       | CUSIP: 456612AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     188262 | PA      | $168770.22     | 0.00%             | 2046-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| EMCM MORTGAGE LOAN TRUST 2001-A                                  | EMC MORTGAGE LOAN TRUST EMCM 2001 A A 144A              | CUSIP: 268668AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13689 | PA      | $13487.85      | 0.00%             | 2040-05-25      | Floating      | 5.01%                 | 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        |   33650000 | PA      | $33611615.45   | 0.35%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIV LTD 2020-24A                                   | SYMPHONY CLO LTD SYMP 2020 24A A1R 144A                 | CUSIP: 87167QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10300000 | PA      | $10299937.38   | 0.11%             | 2035-10-23      | Floating      | 5.26%                 | 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        |   36016874 | PA      | $35860315.36   | 0.38%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA3                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A       | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316287 | PA      | $290232.89     | 0.00%             | 2047-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                      | PNC BANK NA SR UNSECURED 07/28 VAR                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6011736.84    | 0.06%             | 2028-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-3                                    | SLM STUDENT LOAN TRUST SLMA 2012 3 A                    | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     981343 | PA      | $975337.98     | 0.01%             | 2038-12-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95          | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $595937.08     | 0.01%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                         | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                  | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8611191 | PA      | $8623677.46    | 0.09%             | 2030-10-24      | Floating      | 5.53%                 | 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        |    4401550 | PA      | $4391728.51    | 0.05%             | 2050-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4              | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15589000 | PA      | $15619740.57   | 0.16%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     350000 | PA      | $351226.32     | 0.00%             | 2027-10-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO + COMPANY SR UNSECURED REGS 05/27 1.5       | CUSIP: ACI0V7KT0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7526000 | PA      | $8705452.87    | 0.09%             | 2027-05-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST 2022-1A                                 | GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A            | CUSIP: 380881FE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   35000000 | PA      | $34101305.00   | 0.36%             | 2029-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-86                                               | FANNIE MAE FNR 2007 86 FA                               | CUSIP: 31396XNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14122 | PA      | $14057.55      | 0.00%             | 2037-09-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1433.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9              | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4013428.84    | 0.04%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR3                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR3 A1A        | CUSIP: 92925CDA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     576294 | PA      | $530263.22     | 0.01%             | 2046-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25                | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB          | CUSIP: 38375UZ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     781611 | PA      | $791674.56     | 0.01%             | 2067-11-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08                | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF          | CUSIP: 38383KYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3919933 | PA      | $3929619.64    | 0.04%             | 2074-05-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-A                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1          | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149860 | PA      | $143388.99     | 0.00%             | 2036-02-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                          | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR          | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   35950000 | PA      | $36004498.76   | 0.38%             | 2027-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A       | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11696158 | PA      | $11658014.43   | 0.12%             | 2068-02-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-606419.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 4A1        | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     490328 | PA      | $441844.08     | 0.00%             | 2037-02-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-9748.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 545010 FN 05/36 FLOATING VAR                  | CUSIP: 31385HN32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2326 | PA      | $2298.93       | 0.00%             | 2036-05-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES1 A1A 144A     | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6836785 | PA      | $6922095.48    | 0.07%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080599 G2 03/32 FLOATING VAR               | CUSIP: 36225CUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2521 | PA      | $2539.30       | 0.00%             | 2032-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH                       | OCBC/SYDNEY SR UNSECURED 05/26 VAR                      | CUSIP: ACI2G08Q8<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    5500000 | PA      | $3649357.92    | 0.04%             | 2026-05-18      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2432                                                 | FREDDIE MAC FHR 2432 FH                                 | CUSIP: 31339NNP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37008 | PA      | $37129.67      | 0.00%             | 2032-03-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63                           | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1             | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271330 | PA      | $263329.76     | 0.00%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  103581000 | PA      | $103497163.61  | 1.09%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2002-W8                                     | FANNIEMAE WHOLE LOAN FNW 2002 W8 F                      | CUSIP: 31392DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1416 | PA      | $1374.70       | 0.00%             | 2032-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1022.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1         | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136086 | PA      | $33777.14      | 0.00%             | 2046-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVII-R EURO CLO BV 2017-27A                              | DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A         | CUSIP: ACI1W43B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6732996 | PA      | $7889465.02    | 0.08%             | 2033-04-15      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR         | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $5201545.67    | 0.05%             | 2026-03-06      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                       | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625      | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    1841000 | PA      | $1832825.81    | 0.02%             | 2026-04-28      | Fixed         | 3.62%                 | 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        |   12600000 | PA      | $12595487.94   | 0.13%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR REGS 04/27 VAR        | CUSIP: U5876JBD6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   12997000 | PA      | $13044306.35   | 0.14%             | 2027-04-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC3                           | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC3 A1        | CUSIP: 585525EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87332 | PA      | $85238.97      | 0.00%             | 2030-12-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR      | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   14128000 | PA      | $14002002.82   | 0.15%             | 2027-01-14      | Floating      | 1.46%                 | 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        |    5586251 | PA      | $5596195.00    | 0.06%             | 2030-10-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 370687 FN 01/27 FLOATING VAR                  | CUSIP: 31376ZXQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        222 | PA      | $220.03        | 0.00%             | 2027-01-01      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11                | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 FE          | CUSIP: 38375UWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1034186 | PA      | $1037397.65    | 0.01%             | 2066-04-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29196000 | PA      | $29367168.27   | 0.31%             | 2028-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO LTD 2015-1A                                          | RECETTE CLO LLC RCTTE 2015 1A ARR 144A                  | CUSIP: 75620TAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7400000 | PA      | $7411100.00    | 0.08%             | 2034-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                          | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 A 144A      | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   55900000 | PA      | $55753435.79   | 0.59%             | 2038-11-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-BA                               | NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A        | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2382667 | PA      | $2393399.95    | 0.03%             | 2040-07-16      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   22064000 | PA      | $21683741.74   | 0.23%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080114 G2 09/27 FLOATING VAR               | CUSIP: 36225CDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4952 | PA      | $4983.96       | 0.00%             | 2027-09-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8576445.73    | 0.09%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-1                                | VERUS SECURITIZATION TRUST VERUS 2023 1 A1 144A         | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4069656 | PA      | $4069306.46    | 0.04%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                             | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1         | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1035006 | PA      | $826760.38     | 0.01%             | 2046-12-26      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                        | VOYA CLO LTD INGIM 2012 4A A1R3 144A                    | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     351827 | PA      | $352014.15     | 0.00%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                 | ARES CLO LTD ARES 2022 65A A1R 144A                     | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4315050.00    | 0.05%             | 2034-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04                | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA          | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2227942 | PA      | $2220845.85    | 0.02%             | 2074-02-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-483182.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)               | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR    | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9100000 | PA      | $8984120.05    | 0.09%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2380                                                 | FREDDIE MAC FHR 2380 FI                                 | CUSIP: 31339GVJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11366 | PA      | $11158.54      | 0.00%             | 2031-06-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR         | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2495000 | PA      | $2513311.28    | 0.03%             | 2026-07-13      | Floating      | 5.65%                 | 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        |     223570 | PA      | $215630.50     | 0.00%             | 2035-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-4 LTD                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2019 4A A1RR 144A    | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6600000 | PA      | $6623439.70    | 0.07%             | 2035-04-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080291 G2 06/29 FLOATING VAR               | CUSIP: 36225CKD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18328 | PA      | $18329.14      | 0.00%             | 2029-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A10                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A          | CUSIP: 59020UZ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     638869 | PA      | $628718.90     | 0.01%             | 2036-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FHR-3582                                                         | FREDDIE MAC FHR 3582 FA                                 | CUSIP: 31398KBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6833 | PA      | $6934.02       | 0.00%             | 2049-10-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                  | PFP III PFP 2024 11 A 144A                              | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6101390 | PA      | $6115247.89    | 0.06%             | 2039-09-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GEMGARTO PLC 2021-1A                                             | GEMGARTO GMG 2021 1A A 144A                             | CUSIP: ACI1VNV95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     440387 | PA      | $592617.97     | 0.01%             | 2067-12-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                          | FREDDIE MAC FHR 5564 PF                                 | CUSIP: 3137HMDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1092906 | PA      | $1098893.77    | 0.01%             | 2055-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                             | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     246624 | PA      | $161591.07     | 0.00%             | 2047-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                              | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A        | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6665599 | PA      | $6738756.29    | 0.07%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-3                                | VERUS SECURITIZATION TRUST VERUS 2024 3 A1 144A         | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2412018 | PA      | $2447407.67    | 0.03%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                      | UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A         | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1538633 | PA      | $1546423.41    | 0.02%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FUNDING LLC 2022-4                              | ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6359994 | PA      | $6390984.63    | 0.07%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                 | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   34171000 | PA      | $34424445.97   | 0.36%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 VAR          | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2754934.73    | 0.03%             | 2028-04-23      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA CREDIT AGRICOLE SA                   | CUSIP: 22536PAM3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4590000 | PA      | $4623130.90    | 0.05%             | 2028-09-11      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9172.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $2642.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR        | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $31072157.15   | 0.33%             | 2026-10-01      | 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      | $9219.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE XXIX CLO LTD 2017-29A                                    | VENTURE CDO LTD VENTR 2017 29A AR 144A                  | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2686353 | PA      | $2690326.20    | 0.03%             | 2030-09-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62                              | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1             | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     728743 | PA      | $669550.99     | 0.01%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR            | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9755000 | PA      | $9807944.09    | 0.10%             | 2026-08-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR         | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1508622.42    | 0.02%             | 2027-05-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A      | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9782035 | PA      | $9881293.17    | 0.10%             | 2055-02-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A      | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15174950 | PA      | $15147875.01   | 0.16%             | 2053-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME EQUITY LN TRUST 2006-I                          | COUNTRYWIDE HOME EQUITY LOAN T CWHEL 2006 I 2A          | CUSIP: 12668FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3489 | PA      | $3350.43       | 0.00%             | 2037-01-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-29                                        | FANNIE MAE FNR 2012 29 FG                               | CUSIP: 3136A5FK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70452 | PA      | $69994.45      | 0.00%             | 2042-04-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C                        | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A     | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6580188 | PA      | $6181835.39    | 0.07%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                   | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A          | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2828937 | PA      | $2830353.36    | 0.03%             | 2029-10-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 790802 FN 09/34 FLOATING VAR                  | CUSIP: 31405JRX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3277 | PA      | $3341.54       | 0.00%             | 2034-09-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR          | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $15817141.26   | 0.17%             | 2026-12-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A         | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40600000 | PA      | $40657956.50   | 0.43%             | 2065-06-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-39                                               | FANNIE MAE FNR 2010 39 FE                               | CUSIP: 31398PU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41686 | PA      | $41910.36      | 0.00%             | 2037-06-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                     | BROADCOM INC COMPANY GUAR 11/25 3.15                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1594000 | PA      | $1591612.01    | 0.02%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTB A2B 144A    | CUSIP: 78449DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19230280 | PA      | $19152702.72   | 0.20%             | 2054-09-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CONTIMORTGAGE HOME EQUITY LN 1996-1                              | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1996 1 A8          | CUSIP: 21075WCK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        274 | PA      | $252.06        | 0.00%             | 2027-03-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $552406.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR         | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    3410000 | PA      | $3419447.51    | 0.04%             | 2026-09-29      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUST RT MTGE TR 2000-                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1          | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10099 | PA      | $10048.08      | 0.00%             | 2030-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -998 | NC      | $-3205887.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-95                                        | FANNIE MAE FNR 2024 95 KF                               | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16442471 | PA      | $16443301.78   | 0.17%             | 2054-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18146870.82   | 0.19%             | 2028-01-23      | Floating      | 5.54%                 | 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        |  115212000 | PA      | $114353964.39  | 1.21%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4948                                          | FREDDIE MAC FHR 4948 E                                  | CUSIP: 3137FQZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4069870 | PA      | $3754035.87    | 0.04%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                         | SVENSKA HANDELSBANKEN AB 144A 05/27 VAR                 | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   12235000 | PA      | $12297353.84   | 0.13%             | 2027-05-28      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2024-1A                                | CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A          | CUSIP: 165183DE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6690004 | PA      | $6776385.14    | 0.07%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 1L0183 FH 08/35 FLOATING VAR          | CUSIP: 3128Q2FY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        790 | PA      | $811.38        | 0.00%             | 2035-08-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                        | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR           | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   16400000 | PA      | $16530527.76   | 0.17%             | 2026-10-02      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     671000 | PA      | $663598.37     | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2015-3A                                | NELNET STUDENT LOAN TRUST NSLT 2015 3A A2 144A          | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000106 | PA      | $999599.30     | 0.01%             | 2051-02-27      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709            | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   13886000 | PA      | $13939961.83   | 0.15%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                           | FIRST NLC TRUST FNLC 2007 1 A1 144A                     | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     298970 | PA      | $150789.25     | 0.00%             | 2037-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080264 G2 03/29 FLOATING VAR               | CUSIP: 36225CJJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1253 | PA      | $1258.18       | 0.00%             | 2029-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                | BXMT LTD BXMT 2020 FL3 A 144A                           | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1023762 | PA      | $1022759.65    | 0.01%             | 2037-11-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2016-1A                                | NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A           | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1010007 | PA      | $1011494.16    | 0.01%             | 2065-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QH7                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH7 1A1        | CUSIP: 75115LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85230 | PA      | $82401.14      | 0.00%             | 2037-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 008865 G2 05/26 FLOATING VAR               | CUSIP: 36202KZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        700 | PA      | $699.87        | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A        | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320707 | PA      | $291750.44     | 0.00%             | 2046-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5       | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     617868 | PA      | $616533.33     | 0.01%             | 2036-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA 144A 10/26 VAR                                  | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   40843000 | PA      | $40826639.93   | 0.43%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2018-33A                                         | VENTURE CDO LTD VENTR 2018 33A A1LR 144A                | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3145764 | PA      | $3149221.61    | 0.03%             | 2031-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H23                | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H23 JF          | CUSIP: 38383KFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8917884 | PA      | $9008384.59    | 0.09%             | 2073-09-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-90                                        | FANNIE MAE FNR 2024 90 FB                               | CUSIP: 3136BTXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35454190 | PA      | $35666312.22   | 0.38%             | 2053-11-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-1                            | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 2A          | CUSIP: 41161PCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5315 | PA      | $4945.57       | 0.00%             | 2034-04-19      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC SR UNSECURED 01/27 VAR                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2474368.08    | 0.03%             | 2027-01-28      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2         | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9326 | PA      | $9283.29       | 0.00%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1B3      | CUSIP: 92922F4S4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     319012 | PA      | $313768.84     | 0.00%             | 2045-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-C                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 C A1B 144A      | CUSIP: 78449CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3083167 | PA      | $3131442.47    | 0.03%             | 2050-05-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LIMITED                                        | LENDLEASE FINANCE LTD COMPANY GUAR REGS 10/27 3.4       | CUSIP: ACI1S9SQ6<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1152779.24    | 0.01%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A      | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2914305 | PA      | $2954915.80    | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                             | TRINITAS CLO LTD TRNTS 2022 19A A1R 144A                | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   19600000 | PA      | $19641555.14   | 0.21%             | 2033-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PTA                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A    | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5246975 | PA      | $4954895.09    | 0.05%             | 2054-09-15      | Fixed         | 1.60%                 | 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        |     885653 | PA      | $891560.05     | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES 2004-OPT1                          | MASTR ASSET BACKED SECURITIES MABS 2004 OPT1 M1         | CUSIP: 57643LCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     665258 | PA      | $692356.33     | 0.01%             | 2034-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES2                              | TOWD POINT MORTGAGE TRUST TPMT 2025 CES2 A1 144A        | CUSIP: 89183KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4988460 | PA      | $5024271.04    | 0.05%             | 2065-07-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H22 FJ             | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H22 FA          | CUSIP: 38376RC95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     568186 | PA      | $569480.80     | 0.01%             | 2066-10-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-OPT2                              | MASTR ASSET BACKED SECURITIES MABS 2004 OPT2 A1         | CUSIP: 57643LFG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4953071 | PA      | $4571438.29    | 0.05%             | 2034-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     700000 | PA      | $690843.47     | 0.01%             | 2026-03-01      | Fixed         | 1.20%                 | 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      | $4110.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3        | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     307859 | PA      | $303436.74     | 0.00%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-13                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 13 2A2          | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1013351 | PA      | $954339.93     | 0.01%             | 2047-10-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2429000 | PA      | $2393839.88    | 0.03%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                          | BANK OF NOVA SCOTIA SR UNSECURED 06/27 VAR              | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3707000 | PA      | $3725026.62    | 0.04%             | 2027-06-04      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10082.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE7                                            | AREIT CRE TRUST AREIT 2022 CRE7 A 144A                  | CUSIP: 00217VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19740860 | PA      | $19776067.87   | 0.21%             | 2039-06-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                  | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45717 | PA      | $41054.10      | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-73                                               | FANNIE MAE FNR 2007 73 A1                               | CUSIP: 31396V4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61521 | PA      | $60445.42      | 0.00%             | 2037-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                       | SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR              | CUSIP: ACI2MP258<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   28310000 | PA      | $18841187.98   | 0.20%             | 2026-07-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA         | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7037196.81    | 0.07%             | 2027-06-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                 | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A           | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8197155 | PA      | $7922792.01    | 0.08%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MTGE LOAN TRUST 2004-2                           | FINANCE AMERICA MORTGAGE LOAN FINA 2004 2 M1            | CUSIP: 317350BD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4402218 | PA      | $4235275.43    | 0.04%             | 2034-08-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                 | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A           | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8995771 | PA      | $8861658.91    | 0.09%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH                   | MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR             | CUSIP: ACI2CXPL2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |   41060000 | PA      | $27230530.97   | 0.29%             | 2026-02-17      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC2                          | SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3         | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186974 | PA      | $186150.19     | 0.00%             | 2035-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1496000 | PA      | $1485977.64    | 0.02%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XV LLC 2023-1A                                  | OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A            | CUSIP: 68785CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |   10061569 | PA      | $10122045.77   | 0.11%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES2 A1A 144A  | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2669707 | PA      | $2699393.77    | 0.03%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM4 TRUST                                             | PRP ADVISORS, LLC PRPM 2024 NQM4 A1 144A                | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2944346 | PA      | $2969725.36    | 0.03%             | 2069-12-26      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1        | CUSIP: 12668ATT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144205 | PA      | $124229.54     | 0.00%             | 2035-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3807                                                 | FREDDIE MAC FHR 3807 FM                                 | CUSIP: 3137A6NJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     461874 | PA      | $459607.06     | 0.00%             | 2041-02-15      | Floating      | 4.99%                 | 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        |   16026182 | PA      | $16093648.83   | 0.17%             | 2053-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 09/27 VAR     | CUSIP: 44891CDJ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2878000 | PA      | $2894297.77    | 0.03%             | 2027-09-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   19293000 | PA      | $18859274.65   | 0.20%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1        | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     587636 | PA      | $201079.16     | 0.00%             | 2046-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA         | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   22400000 | PA      | $22629315.52   | 0.24%             | 2027-01-08      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 841068 FN 11/34 FLOATING VAR                  | CUSIP: 31407UMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15838 | PA      | $16503.52      | 0.00%             | 2034-11-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $599390.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMORTIZING RESIDENTIAL COLLAT 2001-BC6                           | AMORTIZING RESIDENTIAL COLLATE ARC 2001 BC6 A           | CUSIP: 86358RMY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60940 | PA      | $60635.99      | 0.00%             | 2031-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR           | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   32335000 | PA      | $32335997.53   | 0.34%             | 2025-10-03      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR    | CUSIP: U9273ADZ5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     900000 | PA      | $901678.83     | 0.01%             | 2026-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-81                                               | FANNIE MAE FNR 2006 81 FA                               | CUSIP: 31396KM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15190 | PA      | $15068.42      | 0.00%             | 2036-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-1                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1           | CUSIP: 02660WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540673 | PA      | $479719.46     | 0.01%             | 2046-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY IXIS RE CAP TR 2006-2                             | MORGAN STANLEY IXIS REAL ESTAT MSIX 2006 2 A1           | CUSIP: 617463AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7086 | PA      | $2264.99       | 0.00%             | 2036-11-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-74                                               | FANNIE MAE FNR 2010 74 AF                               | CUSIP: 31398RV36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55686 | PA      | $55547.09      | 0.00%             | 2037-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-24                                        | FANNIE MAE FNR 2025 24 FB                               | CUSIP: 3136BVSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63374789 | PA      | $63475986.05   | 0.67%             | 2055-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-57                              | FHLMC STRUCTURED PASS THROUGH FSPC T 57 1A1             | CUSIP: 31394JD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83726 | PA      | $87140.61      | 0.00%             | 2043-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM3 A1 144A          | CUSIP: 67118KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17914247 | PA      | $18141214.87   | 0.19%             | 2063-12-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR2                                 | GSR MORTGAGE LOAN TRUST GSR 2006 AR2 2A1                | CUSIP: 36297TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94908 | PA      | $56853.57      | 0.00%             | 2036-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF           | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17047955 | PA      | $17106247.21   | 0.18%             | 2055-06-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR18                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR18 1A1       | CUSIP: 933637AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129961 | PA      | $112940.91     | 0.00%             | 2037-01-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                    | SLM STUDENT LOAN TRUST SLMA 2013 2 A                    | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5608682 | PA      | $5529534.92    | 0.06%             | 2043-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2020-DUNE                           | GS MORTGAGE SECURITIES TRUST GSMS 2020 DUNE A 144A      | CUSIP: 36258BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7146283 | PA      | $7140091.62    | 0.08%             | 2036-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERTIFICATES 2007-HY4                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY4 1A1        | CUSIP: 933636AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95346 | PA      | $86250.93      | 0.00%             | 2037-04-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10125.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU           | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1537549 | PA      | $1376705.18    | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHSE FIN GLBL FUND SECURED REGS 04/27 5.55         | CUSIP: 10921V2J4<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10275032.19   | 0.11%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE4                            | MORGAN STANLEY CAPITAL INC MSAC 2004 HE4 M1             | CUSIP: 61746RGK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9672342 | PA      | $10285862.02   | 0.11%             | 2034-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $4754.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-3 LTD                               | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 3A AR 144A      | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13050000 | PA      | $13067612.93   | 0.14%             | 2034-07-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GCAT LLC 2019-RPL1                                               | GCAT GCAT 2019 RPL1 A1 144A                             | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     606510 | PA      | $591712.65     | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                         | COOPERAT RABOBANK UA/NY 08/26 VAR                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   19330000 | PA      | $19380559.93   | 0.20%             | 2026-08-28      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR          | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15501000 | PA      | $15303462.23   | 0.16%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| BWAY MORTGAGE TRUST 2021-1450                                    | BWAY MORTGAGE TRUST BWAY 2021 1450 A 144A               | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9200000 | PA      | $8919698.08    | 0.09%             | 2036-09-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     238000 | PA      | $237224.76     | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2017-5A                               | NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A         | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7715153 | PA      | $7742690.06    | 0.08%             | 2066-07-26      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2024-1A                                | CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A          | CUSIP: 165183DJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4694740 | PA      | $4692072.89    | 0.05%             | 2036-05-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $426203.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     822000 | PA      | $811707.65     | 0.01%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                       | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A               | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18300000 | PA      | $18302473.25   | 0.19%             | 2034-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-7                                    | GSAA HOME EQUITY TRUST GSAA 2007 7 A4                   | CUSIP: 36249BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148193 | PA      | $143774.29     | 0.00%             | 2037-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-1A                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A     | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140254 | PA      | $1076686.43    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV1                             | VERUS SECURITIZATION TRUST VERUS 2023 INV1 A1 144A      | CUSIP: 92539FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1205082 | PA      | $1206227.00    | 0.01%             | 2068-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080119 G2 10/27 FLOATING VAR               | CUSIP: 36225CDZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10482 | PA      | $10588.05      | 0.00%             | 2027-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 03/28 VAR                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1394972.26    | 0.01%             | 2028-03-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR    | CUSIP: U9273AEE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3413867.44    | 0.04%             | 2026-08-14      | Floating      | 5.39%                 | 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        |    1353211 | PA      | $959183.29     | 0.01%             | 2036-01-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA CREDIT AGRICOLE SA                   | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5100000 | PA      | $5136812.11    | 0.05%             | 2028-09-11      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA 07/28 VAR                            | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   32800000 | PA      | $33015049.92   | 0.35%             | 2028-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2657000 | PA      | $2639900.66    | 0.03%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR          | CUSIP: BM9C9TII5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2120721.86    | 0.02%             | 2027-06-22      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                             | GCAT GCAT 2021 NQM3 A2 144A                             | CUSIP: 36167HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1034661 | PA      | $908138.92     | 0.01%             | 2066-05-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080109 G2 08/27 FLOATING VAR               | CUSIP: 36225CDP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3474 | PA      | $3491.11       | 0.00%             | 2027-08-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A      | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2915434 | PA      | $2969401.11    | 0.03%             | 2053-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE 10/25 ZCP                                  | CUSIP: 22823PXP3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11765120.38   | 0.12%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B      | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     244316 | PA      | $239098.42     | 0.00%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                               | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A3             | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1963325 | PA      | $1976401.82    | 0.02%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                   | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR            | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $2328587.26    | 0.02%             | 2026-06-04      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2004-FM2                                             | GSAMP TRUST GSAMP 2004 FM2 M1                           | CUSIP: 36228FN28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     711242 | PA      | $726577.11     | 0.01%             | 2034-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 1G1114 FH 09/35 FLOATING VAR          | CUSIP: 3128QJGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11025 | PA      | $11312.23      | 0.00%             | 2035-09-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2006-56                                               | FANNIE MAE FNR 2006 56 FE                               | CUSIP: 31395NXU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9621 | PA      | $9576.77       | 0.00%             | 2036-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                       | PENFED AUTO RECEIVABLES OWNER PNFED 2025 A A3 144A      | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5296926.00    | 0.06%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINL CO GENERAL MOTORS FINL CO           | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16690879.85   | 0.18%             | 2027-05-08      | Floating      | 5.68%                 | 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        |    2085065 | PA      | $2087783.01    | 0.02%             | 2027-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR        | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12258460.94   | 0.13%             | 2028-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   13641000 | PA      | $13521848.46   | 0.14%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27                | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FA          | CUSIP: 38383KHN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1981196 | PA      | $1992070.74    | 0.02%             | 2073-11-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2004-AR2                           | GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A1       | CUSIP: 36185N3V0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169175 | PA      | $157255.25     | 0.00%             | 2034-08-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV SR UNSECURED 04/27 VAR                     | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   36069000 | PA      | $36152791.53   | 0.38%             | 2027-04-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20C                         | SMALL BUSINESS ADMINISTRATION SBAP 2008 20C 1           | CUSIP: 83162CRR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4823 | PA      | $4895.96       | 0.00%             | 2028-03-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                      | SWEDBANK AB REGS 09/27 5.337                            | CUSIP: ACI286S09<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   19598000 | PA      | $20078933.35   | 0.21%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 735084 FN 02/34 FLOATING VAR                  | CUSIP: 31402QUH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4953 | PA      | $5050.89       | 0.00%             | 2034-02-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4550000 | PA      | $4510403.35    | 0.05%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6851.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $629.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002 AR2                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A          | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7235 | PA      | $7032.20       | 0.00%             | 2034-02-27      | Floating      | 4.20%                 | 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        |    4800000 | PA      | $4800000.00    | 0.05%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 817452 FN 08/35 FLOATING VAR                  | CUSIP: 31406REZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2958 | PA      | $2974.74       | 0.00%             | 2035-08-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                     | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 08/26 VAR      | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     249000 | PA      | $249631.25     | 0.00%             | 2026-08-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-20                                               | FANNIE MAE FNR 2006 20 GF                               | CUSIP: 31395BU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10637 | PA      | $10553.10      | 0.00%             | 2036-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                        | STELLANTIS FIN US INC COMPANY GUAR 144A 03/28 5.35      | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $9019205.18    | 0.10%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14 LTD 2021-14A                                          | AGL CLO 14, LTD. AGL 2021 14A AR 144A                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7907418.50    | 0.08%             | 2034-12-02      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2017-A                             | COLLEGE AVE STUDENT LOANS CASL 2017 A A1 144A           | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     795489 | PA      | $802546.17     | 0.01%             | 2046-11-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1                   | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1        | CUSIP: 576433G42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148692 | PA      | $137818.70     | 0.00%             | 2046-04-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE BACKED SEC 2007-1                         | MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1          | CUSIP: 59024NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135364 | PA      | $118739.10     | 0.00%             | 2037-04-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                       | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A  | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19150000 | PA      | $19183504.84   | 0.20%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-552348.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-MFM1                           | BX TRUST BX 2021 MFM1 A 144A                            | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8231436 | PA      | $8229419.37    | 0.09%             | 2034-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                            | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A        | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    8000000 | PA      | $9422906.20    | 0.10%             | 2036-08-29      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA SR UNSECURED 144A 01/27 VAR                     | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   49916000 | PA      | $50106954.16   | 0.53%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR    | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   27600000 | PA      | $27714664.20   | 0.29%             | 2027-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                       | AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875    | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    7954000 | PA      | $7954000.00    | 0.08%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO                                                 | WESTERN UNION CO/THE SR UNSECURED 03/26 1.35            | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    8624000 | PA      | $8501845.01    | 0.09%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375       | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4892000 | PA      | $4883192.64    | 0.05%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080536 G2 08/31 FLOATING VAR               | CUSIP: 36225CS23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2191 | PA      | $2195.96       | 0.00%             | 2031-08-20      | Floating      | 4.62%                 | 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        |   12812000 | PA      | $12863456.96   | 0.14%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR           | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   35500000 | PA      | $35573848.88   | 0.38%             | 2027-08-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                  | KKR FINANCIAL CLO LTD KKR 42A AR 144A                   | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5900000 | PA      | $5900073.93    | 0.06%             | 2034-07-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                            | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A       | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18098383 | PA      | $16228423.63   | 0.17%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                            | AIR LEASE CORP SR UNSECURED 06/26 5.3                   | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10471483.88   | 0.11%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A               | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A          | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3103647.93    | 0.03%             | 2036-10-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                      | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR      | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   24900000 | PA      | $24913552.32   | 0.26%             | 2027-01-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 725886 FN 05/34 FLOATING VAR                  | CUSIP: 31402DNB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        506 | PA      | $512.12        | 0.00%             | 2034-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   57650000 | PA      | $58561446.50   | 0.62%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                  | AOZORA BANK SR UNSECURED REGS 09/26 5.9                 | CUSIP: ACI2JJCB2<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |    1900000 | PA      | $1922630.37    | 0.02%             | 2026-09-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES3                              | TOWD POINT MORTGAGE TRUST TPMT 2024 CES3 A1 144A        | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5230781 | PA      | $5300833.34    | 0.06%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                   | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A           | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     479995 | PA      | $464274.95     | 0.00%             | 2035-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                           | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A    | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     587436 | PA      | $563006.49     | 0.01%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MA MONEY PINNACLE RESIDENTIAL SECURITISATION TRUST 2025-1        | MA MONEY RESIDENTIAL SECURITIS MAMAU 2025 1PN A1S       | CUSIP: ACI2TXMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    5141874 | PA      | $3403236.14    | 0.04%             | 2066-04-15      | Floating      | 4.34%                 | 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        |    5470615 | PA      | $5478553.01    | 0.06%             | 2033-04-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM1 TRUST                                              | MFRA TRUST MFRA 2020 NQM1 A1 144A                       | CUSIP: 552754AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     622815 | PA      | $605527.62     | 0.01%             | 2065-03-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3332348.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11                | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC          | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5076065 | PA      | $5155261.59    | 0.05%             | 2073-05-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 09/26 1.85    | CUSIP: U6547TAC4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     698000 | PA      | $673371.98     | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   20402000 | PA      | $20803183.50   | 0.22%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3     | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3154770.73    | 0.03%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-3                                    | COUNTRYWIDE HOME LOANS CWHL 2005 3 2A1                  | CUSIP: 12669GTV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1182 | PA      | $1152.75       | 0.00%             | 2035-04-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 846937 FN 01/36 FLOATING VAR                  | CUSIP: 31408B4W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3989 | PA      | $4022.39       | 0.00%             | 2036-01-01      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2019-1A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A     | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6134554 | PA      | $6157325.94    | 0.06%             | 2069-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR REGS 03/28 VAR        | CUSIP: U5876JBF1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     700000 | PA      | $703354.32     | 0.01%             | 2028-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                      | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A      | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10900000 | PA      | $10908354.85   | 0.12%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2893239.55   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 795297 FN 07/44 FLOATING VAR                  | CUSIP: 31405PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24182 | PA      | $24350.49      | 0.00%             | 2044-07-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                 | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |   29179650 | PA      | $286281541.31  | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                        | CANADIAN IMPERIAL BANK SR UNSECURED 09/27 VAR           | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    6815000 | PA      | $6840276.56    | 0.07%             | 2027-09-11      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                          | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR          | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   75590000 | PA      | $75846122.35   | 0.80%             | 2027-07-02      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14880000 | PA      | $14964468.25   | 0.16%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 2019-1A                                         | FLATIRON CLO LTD FLAT 2019 1A AR2 144A                  | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5555489 | PA      | $5563751.43    | 0.06%             | 2034-11-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2003-J3                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2003 J3 2A1        | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42152 | PA      | $45101.67      | 0.00%             | 2033-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5526                                          | FREDDIE MAC FHR 5526 FA                                 | CUSIP: 3137HKT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54376611 | PA      | $54520773.99   | 0.57%             | 2054-09-25      | Floating      | 5.26%                 | No            |                  2 | 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        |       7184 | PA      | $8439.26       | 0.00%             | 2032-01-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM6 A1 144A          | CUSIP: 67118XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11752753 | PA      | $11946051.27   | 0.13%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                             | KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR             | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   25868000 | PA      | $25920914.29   | 0.27%             | 2027-03-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H01                | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H01 FC          | CUSIP: 38376RN85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     658763 | PA      | $661679.68     | 0.01%             | 2066-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023-BA                | NAVIENT STUDENT LOAN TRUST NAVSL 2023 BA A1B 144A       | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14848622 | PA      | $14985336.00   | 0.16%             | 2072-03-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR           | CUSIP: 60687YDK2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   20336000 | PA      | $20371255.91   | 0.21%             | 2031-05-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A          | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1401308.38    | 0.01%             | 2034-08-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR             | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   36767000 | PA      | $36908939.74   | 0.39%             | 2028-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2021-6            | MORGAN STANLEY RESIDENTIAL MOR MSRM 2021 6 A6 144A      | CUSIP: 61772QAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10304483 | PA      | $9572579.66    | 0.10%             | 2051-09-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LIMITED                                       | BANK OF QUEENSLAND LTD SR UNSECURED 12/25 VAR           | CUSIP: ACI2SHZ39<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |   41300000 | PA      | $27344252.47   | 0.29%             | 2025-12-09      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1         | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238660 | PA      | $214952.26     | 0.00%             | 2047-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                 | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   39536000 | PA      | $39542582.35   | 0.42%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINBANE 2022-RPL 1 DAC  22-RPL1A                                 | KINBANE DAC KINBN 2022 RPL1A A 144A                     | CUSIP: ACI278GW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   12283840 | PA      | $14704518.86   | 0.16%             | 2062-09-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR15                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR15 A1A1      | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30287 | PA      | $29320.02      | 0.00%             | 2045-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA CREDIT AGRICOLE SA                   | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5563000 | PA      | $5588280.00    | 0.06%             | 2027-03-11      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-53                                               | FANNIE MAE FNR 2008 53 LF                               | CUSIP: 31397LC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        496 | PA      | $497.66        | 0.00%             | 2038-07-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-INV1                    | GS MORTGAGE BACKED SECURITIES GSMBS 2021 INV1 A9 144A   | CUSIP: 36263KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8571670 | PA      | $7962495.80    | 0.08%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2017-3A                                | NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A           | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1393996 | PA      | $1395927.47    | 0.01%             | 2066-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-OP1                                     | ACE SECURITIES CORP. ACE 2004 OP1 M1                    | CUSIP: 004421EW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10165658 | PA      | $9677741.41    | 0.10%             | 2034-04-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTO-2006-RM4                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM4 A2A        | CUSIP: 59023QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2937 | PA      | $574.91        | 0.00%             | 2037-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR REGS 11/27 VAR        | CUSIP: U5876JAY1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     780000 | PA      | $782805.57     | 0.01%             | 2027-11-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                        | FANNIE MAE FNR 2025 12 FG                               | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4363111 | PA      | $4381107.82    | 0.05%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR7                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR7 1A3A       | CUSIP: 172987AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73249 | PA      | $69752.63      | 0.00%             | 2046-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| KKR CLO 9 LTD                                                    | KKR FINANCIAL CLO LTD KKR 9 AR2 144A                    | CUSIP: 48250LAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     613603 | PA      | $613921.03     | 0.01%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H08                | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC          | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270745 | PA      | $271478.66     | 0.00%             | 2070-02-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                           | PIKES PEAK CLO PIPK 2019 4A ARR 144A                    | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6100000 | PA      | $6109600.42    | 0.06%             | 2034-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                     | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B         | CUSIP: 36271VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18450947 | PA      | $18461858.59   | 0.19%             | 2027-05-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                        | ROMARK CLO LTD RMRK 2021 4A A1R 144A                    | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11450000 | PA      | $11450000.00   | 0.12%             | 2034-07-10      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 802714 FN 09/34 FLOATING VAR                  | CUSIP: 31405XYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27518 | PA      | $27981.36      | 0.00%             | 2034-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)               | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 12/27 VAR    | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14600000 | PA      | $14206626.21   | 0.15%             | 2027-12-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-54                                               | FANNIE MAE FNR 2002 54 FD                               | CUSIP: 31392D5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6725 | PA      | $6696.00       | 0.00%             | 2032-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3142848.31    | 0.03%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED REGS 03/26 2       | CUSIP: U65478BU9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    2507000 | PA      | $2468602.04    | 0.03%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1                                                   | ELLINGTON FINANCIAL MORTGAGE T EFMT 2025 CES1 A1A 144A  | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3288779 | PA      | $3330978.48    | 0.04%             | 2060-01-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1         | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43694 | PA      | $43721.29      | 0.00%             | 2034-01-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| ICG-2021-3A                                                      | ICG US CLO LTD ICG 2021 3A AR 144A                      | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17200000 | PA      | $17220235.80   | 0.18%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8968.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 11/26 VAR              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1991125.84    | 0.02%             | 2026-11-19      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1      | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     228457 | PA      | $202467.45     | 0.00%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                                       | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1         | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252125 | PA      | $175556.94     | 0.00%             | 2035-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY MASTER FUNDING 2016-R1                                  | FIRSTKEY MASTER FUNDING RESECU FKMF 2016 R1 AD 144A     | CUSIP: 33767FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1446868 | PA      | $1358661.73    | 0.01%             | 2036-05-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01                | FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 1A        | CUSIP: 3137G1BK2<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    2146382 | PA      | $1865330.36    | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TR 2004-IP2                                | RESIDENTIAL ASSET SECURITIZATI RAST 2004 IP2 4A         | CUSIP: 45660LAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     569431 | PA      | $533207.51     | 0.01%             | 2034-12-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR3                         | FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR3 2A1       | CUSIP: 32051GQL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79679 | PA      | $53394.39      | 0.00%             | 2035-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                  | AVON FINANCE AVON 4A A 144A                             | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   36236461 | PA      | $48844049.67   | 0.52%             | 2049-12-28      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5432.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR1                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 1A1        | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14640 | PA      | $14133.60      | 0.00%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20                | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC          | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     396181 | PA      | $396375.42     | 0.00%             | 2069-11-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR9 1A         | CUSIP: 9393357P4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61039 | PA      | $59515.66      | 0.00%             | 2042-08-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $336991.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 795718 FN 09/34 FLOATING VAR                  | CUSIP: 31405QAT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4470 | PA      | $4588.37       | 0.00%             | 2034-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                | VERUS SECURITIZATION TRUST VERUS 2024 4 A1 144A         | CUSIP: 92540GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5984397 | PA      | $6069932.33    | 0.06%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A      | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6161867 | PA      | $6171971.85    | 0.07%             | 2035-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2                     | GS MORTGAGE BACKED SECURITIES GSMBS 2021 GR2 A9 144A    | CUSIP: 36262JAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22542916 | PA      | $20934629.74   | 0.22%             | 2052-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                  | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A          | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    7842538 | PA      | $7848691.74    | 0.08%             | 2032-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR3                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR3 1A2        | CUSIP: 86359LBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1793 | PA      | $1696.45       | 0.00%             | 2034-07-19      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP (KHFC)                                | KOREA HOUSING FINANCE CO COVERED REGS 04/26 4.475       | CUSIP: ACI2F15L1<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | CORP              | KR        |    1000000 | PA      | $662697.12     | 0.01%             | 2026-04-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                    | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                  | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50074 | PA      | $35513.99      | 0.00%             | 2047-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD 2021-59A                                        | ARES CLO LTD ARES 2021 59A A 144A                       | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600880.81     | 0.01%             | 2034-04-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2017-2                             | ECMC GROUP STUDENT LOAN TRUST ECMC 2017 2A A 144A       | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     826161 | PA      | $829554.76     | 0.01%             | 2067-05-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-AON  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A    | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4586055.00    | 0.05%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1       | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91186 | PA      | $83747.18      | 0.00%             | 2036-12-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10584.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR              | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2416484.59    | 0.03%             | 2028-07-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                               | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A       | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5199307 | PA      | $5178047.08    | 0.05%             | 2069-04-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A                       | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A    | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4111126 | PA      | $4114260.51    | 0.04%             | 2030-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                 | DEUTSCHE BANK AG 01/26 4.1                              | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      45000 | PA      | $44954.65      | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | 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        |    1321457 | PA      | $1301424.07    | 0.01%             | 2038-11-22      | Floating      | 5.75%                 | No            |                  2 | 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        |   11900000 | PA      | $11917716.48   | 0.13%             | 2034-04-17      | Floating      | 5.56%                 | 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        |     438900 | PA      | $442359.76     | 0.00%             | 2068-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-9                         | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 9 A11 144A    | CUSIP: 16160QAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8407194 | PA      | $8399326.56    | 0.09%             | 2055-09-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2003-R4                                   | COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A             | CUSIP: 12669FFS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4769 | PA      | $4315.11       | 0.00%             | 2034-01-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                  | ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/26 7.875    | CUSIP: M60170AB9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    1683000 | PA      | $1748544.44    | 0.02%             | 2026-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A      | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     428266 | PA      | $377987.65     | 0.00%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    4666000 | PA      | $4677360.92    | 0.05%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/26 5.4           | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   17679000 | PA      | $17760542.62   | 0.19%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  228300000 | PA      | $230046960.73  | 2.43%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                 | DEUTSCHE BANK NY 11/27 VAR                              | CUSIP: 251526CN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   15561000 | PA      | $15637775.95   | 0.16%             | 2027-11-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A      | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6252931 | PA      | $5894328.03    | 0.06%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-947041.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR12                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1        | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     448254 | PA      | $411211.80     | 0.00%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-723969.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                           | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A   | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174504 | PA      | $116370.77     | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LIMITED                                       | BANK OF QUEENSLAND LTD SR UNSECURED 10/25 VAR           | CUSIP: ACI254LZ7<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |   18000000 | PA      | $11918637.39   | 0.13%             | 2025-10-29      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/26 VAR      | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3160000 | PA      | $3186206.83    | 0.03%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR              | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24599734.60   | 0.26%             | 2027-09-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1986 | NC      | $-986458.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST                                             | GCAT GCAT 2021 NQM3 A1 144A                             | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10302836 | PA      | $8968271.79    | 0.09%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA SR UNSECURED 10/28 VAR             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6611000 | PA      | $6633389.87    | 0.07%             | 2028-10-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | CIGNA GROUP/THE COMPANY GUAR 02/26 4.5                  | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3199553.62    | 0.03%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC BMW US CAPITAL LLC                   | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   30342000 | PA      | $30444704.03   | 0.32%             | 2026-08-13      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL ZM7428 FR 07/48 FIXED 4               | CUSIP: 3131Y2HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57995 | PA      | $55645.05      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR7                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR7 A1A        | CUSIP: 86359LFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248536 | PA      | $243120.29     | 0.00%             | 2035-04-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2831000 | PA      | $2812408.12    | 0.03%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   24230000 | PA      | $24040467.12   | 0.25%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS3                             | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS3 A1 144A       | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2582672 | PA      | $2584390.33    | 0.03%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                    | BGC GROUP INC SR UNSECURED 12/25 4.375                  | CUSIP: 088929AB0<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     772000 | PA      | $771074.68     | 0.01%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080407 G2 05/30 FLOATING VAR               | CUSIP: 36225CNZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19771 | PA      | $19740.22      | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC SR UNSECURED REGS 01/27 VAR      | CUSIP: ACI1TZQT3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4072000 | PA      | $4035684.85    | 0.04%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                     | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                 | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7100000 | PA      | $7100000.00    | 0.07%             | 2034-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2007-AR2                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2007 AR2 2A1        | CUSIP: 86363DAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213267 | PA      | $81195.54      | 0.00%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-3193.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-A                                   | FREMONT HOME LOAN TRUST FHLT 2005 A M3                  | CUSIP: 35729PHN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146506 | PA      | $145339.43     | 0.00%             | 2035-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5496                                          | FREDDIE MAC FHR 5496 AF                                 | CUSIP: 3137HHZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35011600 | PA      | $35100942.41   | 0.37%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-204309.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV 144A 10/26 VAR                         | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   15600000 | PA      | $15609277.48   | 0.16%             | 2026-10-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                     | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                 | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23188556 | PA      | $23222392.82   | 0.24%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 779346 FN 06/34 FLOATING VAR                  | CUSIP: 31404UZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        407 | PA      | $410.98        | 0.00%             | 2034-06-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | MORGAN STANLEY BANK NA SR UNSECURED 05/28 VAR           | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   19200000 | PA      | $19275831.94   | 0.20%             | 2028-05-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                               | FORD MOTOR COMPANY SR UNSECURED 08/26 7.5               | CUSIP: 345370BP4<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4480705.37    | 0.05%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2018-3A                                | NELNET STUDENT LOAN TRUST NSLT 2018 3A A2 144A          | CUSIP: 64034AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     186764 | PA      | $186740.99     | 0.00%             | 2066-09-27      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                        | ONEOK INC COMPANY GUAR 11/26 5.55                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $2376454.69    | 0.03%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |    4836990 | PA      | $4849215.84    | 0.05%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   39000000 | PA      | $38225296.20   | 0.40%             | 2027-07-22      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A2                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A2 2A1              | CUSIP: 466247NM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505315 | PA      | $419408.53     | 0.00%             | 2035-04-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                            | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A1 144A    | CUSIP: 16678RBU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30524 | PA      | $29668.35      | 0.00%             | 2035-08-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 545204 FN 05/36 FLOATING VAR                  | CUSIP: 31385HU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89699 | PA      | $88624.39      | 0.00%             | 2036-05-01      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                           | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 5A4         | CUSIP: 61749LAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18697 | PA      | $18388.07      | 0.00%             | 2036-06-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LIMITED                                       | SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125    | CUSIP: ACI1YMJ56<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |    5100000 | PA      | $5921012.03    | 0.06%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA22                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA22 A1       | CUSIP: 23245PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47746 | PA      | $47061.23      | 0.00%             | 2047-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 821365 FN 05/35 FLOATING VAR                  | CUSIP: 31406VQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5861 | PA      | $5959.60       | 0.00%             | 2035-05-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-2625.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-NC2                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 NC2 M1        | CUSIP: 46629FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1069142 | PA      | $1059890.36    | 0.01%             | 2036-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-76                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1        | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106200 | PA      | $97514.03      | 0.00%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 09/27 VAR      | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1179190.14    | 0.01%             | 2027-09-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-8478.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BLDG SOCIETY REGS 02/28 VAR                  | CUSIP: 63861WAG0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $705590.59     | 0.01%             | 2028-02-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080379 G2 02/30 FLOATING VAR               | CUSIP: 36225CM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18455 | PA      | $18576.90      | 0.00%             | 2030-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-7                                         | FANNIE MAE FNR 2007 7 FJ                                | CUSIP: 31396PSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187589 | PA      | $185078.97     | 0.00%             | 2037-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                     | SK HYNIX INC SR UNSECURED REGS 01/26 6.25               | CUSIP: Y8085FBJ8<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   10700000 | PA      | $10755928.90   | 0.11%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 740849 FN 06/33 FLOATING VAR                  | CUSIP: 31402XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6218 | PA      | $6331.22       | 0.00%             | 2033-06-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                               | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR           | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   23300000 | PA      | $23348006.85   | 0.25%             | 2027-03-08      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA/LONDON BRANCH                                 | CREDIT AGRICOLE LONDON SR UNSECURED REGS 07/27 4.4      | CUSIP: ACI0W1R65<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4300000 | PA      | $2828493.99    | 0.03%             | 2027-07-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 TRUST                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A          | CUSIP: 67448NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8749909 | PA      | $8843167.58    | 0.09%             | 2064-01-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                 | SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR            | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   44580000 | PA      | $44306444.64   | 0.47%             | 2026-12-14      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                    | BSST MORTGAGE TRUST BSST 2021 1818 A 144A               | CUSIP: 07403PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4410006.12    | 0.05%             | 2036-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   31400000 | PA      | $31487419.17   | 0.33%             | 2026-07-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 668220 FN 02/33 FLOATING VAR                  | CUSIP: 31391JK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        451 | PA      | $463.27        | 0.00%             | 2033-02-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                               | FANNIE MAE FNR 2006 15 FC                               | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9369 | PA      | $9238.05       | 0.00%             | 2036-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| EUROHOME UK MORTGAGES 2007-1 A                                   | EUROHOME UK MORTGAGES PLC EHMU 2007 1 A REGS            | CUSIP: B1VBS4II2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     106015 | PA      | $142223.31     | 0.00%             | 2044-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                          | HARVEST CLO HARVT 21A A1R 144A                          | CUSIP: ACI1WSV44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6420694 | PA      | $7542959.11    | 0.08%             | 2031-07-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| ACREC 2023-FL2 LLC                                               | ACREC LLC ACREC 2023 FL2 A 144A                         | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2631334 | PA      | $2638995.17    | 0.03%             | 2038-02-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY5                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 2A1        | CUSIP: 92990GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168563 | PA      | $138840.04     | 0.00%             | 2037-05-25      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA 03/27 1                              | CUSIP: 22535EAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2920000 | PA      | $2933269.39    | 0.03%             | 2027-03-11      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                        | FANNIE MAE FNR 2025 16 FM                               | CUSIP: 3136BU5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     728728 | PA      | $730657.38     | 0.01%             | 2055-01-25      | Floating      | 5.31%                 | 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        |   17783550 | PA      | $17881453.41   | 0.19%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-51                                        | FANNIE MAE FNR 2013 51 JI                               | CUSIP: 3136AECE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     772606 | PA      | $11140.28      | 0.00%             | 2028-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                             | GSAMP TRUST GSAMP 2007 FM1 A2A                          | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238207 | PA      | $117933.24     | 0.00%             | 2036-12-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2002-TBC2                           | MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC2 A         | CUSIP: 585525FX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6649 | PA      | $6604.16       | 0.00%             | 2032-08-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD 2017-3A                            | WIND RIVER CLO LTD WINDR 2017 3A AR2 144A               | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23000000 | PA      | $23035477.96   | 0.24%             | 2035-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/25 VAR     | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1500386.46    | 0.02%             | 2025-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| COLT 2024-1 MORTGAGE LOAN TRUST                                  | COLT FUNDING LLC COLT 2024 1 A1 144A                    | CUSIP: 19688TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18203529 | PA      | $18360181.39   | 0.19%             | 2069-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE6              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE6 1A1       | CUSIP: 07387YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28642 | PA      | $28454.02      | 0.00%             | 2037-08-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE4                               | MASTR ASSET BACKED SECURITIES MABS 2006 HE4 A1          | CUSIP: 576449AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44302 | PA      | $13069.76      | 0.00%             | 2036-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A        | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62092 | PA      | $55586.43      | 0.00%             | 2046-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                          | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1         | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128202 | PA      | $123250.02     | 0.00%             | 2034-11-21      | 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      | $8298.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTG LN 2004-1                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A1          | CUSIP: 86359BGF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        628 | PA      | $609.38        | 0.00%             | 2034-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                              | TOWD POINT MORTGAGE TRUST TPMT 2024 CES1 A1A 144A       | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4942941 | PA      | $4981403.41    | 0.05%             | 2064-01-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                       | SCULPTOR CLO LTD SCUL 27A A1R 144A                      | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9450000 | PA      | $9454252.50    | 0.10%             | 2034-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 NQM1 A1 144A    | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     748024 | PA      | $705208.41     | 0.01%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD                                               | CARVAL CLO LTD CARVL 2019 2A AR2 144A                   | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11544774 | PA      | $11555779.69   | 0.12%             | 2032-07-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25847000 | PA      | $25905004.03   | 0.27%             | 2028-01-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2005-OP1                | SECURITIZED ASSET BACKED RECEI SABR 2005 OP1 M2         | CUSIP: 81375WCT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374073 | PA      | $347162.29     | 0.00%             | 2035-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5580                                          | FREDDIE MAC FHR 5580 FP                                 | CUSIP: 3137HMXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     498916 | PA      | $501175.81     | 0.01%             | 2055-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR         | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   45600000 | PA      | $45809107.46   | 0.48%             | 2028-09-12      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                  | SBA TOWER TRUST ASSET BACKED 144A 07/50 1.884           | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13675000 | PA      | $13571930.16   | 0.14%             | 2050-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-957454.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $111492.11     | 0.00%             |  |  |  | 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        |   17200000 | PA      | $17336235.70   | 0.18%             | 2027-04-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                               | HARBOUR ENERGY PLC COMPANY GUAR 144A 10/26 5.5          | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    7708000 | PA      | $7635077.70    | 0.08%             | 2026-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-7                                    | SLM STUDENT LOAN TRUST SLMA 2008 7 A4                   | CUSIP: 78445FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     888340 | PA      | $874078.71     | 0.01%             | 2049-07-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC01                | FREDDIE MAC WHOLE LOAN SECURIT FWLS 2017 SC01 2A        | CUSIP: 3137G1BL0<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |    4736958 | PA      | $4206095.32    | 0.04%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 05/27 4.45    | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2474768.34    | 0.03%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                               | FANNIE MAE FNR 2025 35 FB                               | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15182533 | PA      | $15267946.85   | 0.16%             | 2055-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RA1197 FR 08/49 FIXED 4               | CUSIP: 3133KGKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110489 | PA      | $105673.33     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2024-1A                            | TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A       | CUSIP: 89621ABZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   61000000 | PA      | $61078116.60   | 0.64%             | 2028-12-26      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                           | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17300000 | PA      | $17318165.00   | 0.18%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20D                         | SMALL BUSINESS ADMINISTRATION SBAP 2008 20D 1           | CUSIP: 83162CRS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9770 | PA      | $9868.92       | 0.00%             | 2028-04-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-1                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 2A1A        | CUSIP: 41161PA86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     934566 | PA      | $865690.58     | 0.01%             | 2036-03-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                          | SARANAC CLO LTD SRANC 2018 6A A1R 144A                  | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     710776 | PA      | $712000.22     | 0.01%             | 2031-08-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $1862.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                               | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A        | CUSIP: 92541AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6163963 | PA      | $6220542.81    | 0.07%             | 2065-05-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV3                               | BAYVIEW OPPORTUNITY MASTER FUN BVINV 2025 3 AF1 144A    | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13510273 | PA      | $13546689.00   | 0.14%             | 2055-05-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-4                                | VERUS SECURITIZATION TRUST VERUS 2023 4 A1 144A         | CUSIP: 92539TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3783880 | PA      | $3797724.98    | 0.04%             | 2068-05-25      | Fixed         | 5.81%                 | 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      | $-6871.53      | -0.00%            |  |  |  | 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      | $36606.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $17728.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080604 G2 05/32 FLOATING VAR               | CUSIP: 36225CU61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2094 | PA      | $2128.37       | 0.00%             | 2032-05-20      | Floating      | 5.62%                 | 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        |  135516551 | PA      | $135705298.48  | 1.43%             | 2054-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                               | MET LIFE GLOB FUNDING I SECURED REGS 12/25 VAR          | CUSIP: ACI1T2VF0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1985515.06    | 0.02%             | 2025-12-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 545255 FN 12/40 FLOATING VAR                  | CUSIP: 31385HWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3708 | PA      | $3731.28       | 0.00%             | 2040-12-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                               | CREDIT AGRICOLE SA SR UNSECURED 144A 01/27 VAR          | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   29555000 | PA      | $29246433.39   | 0.31%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A1B        | CUSIP: 939336X57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     616231 | PA      | $596015.02     | 0.01%             | 2045-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                       | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 11A2        | CUSIP: 07384MZ96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84608 | PA      | $80801.16      | 0.00%             | 2034-11-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                          | FREDDIE MAC FHR 5484 FA                                 | CUSIP: 3137HHKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22915990 | PA      | $23033897.12   | 0.24%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A         | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7256971 | PA      | $6826410.47    | 0.07%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                           | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR      | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13515859.13   | 0.14%             | 2027-09-02      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15                | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE          | CUSIP: 38376R6F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1428689 | PA      | $1450206.48    | 0.02%             | 2067-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                       | FANNIE MAE FNR 2024 101 FB                              | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36874344 | PA      | $36964044.79   | 0.39%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-19                                               | FANNIE MAE FNR 2002 19 FG                               | CUSIP: 31392CFU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5656 | PA      | $5653.49       | 0.00%             | 2032-03-17      | Floating      | 4.90%                 | 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      | $238115.47     | 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        |       -905 | NC      | $-575858.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WHITBREAD GROUP PLC                                              | WHITBREAD GROUP PLC COMPANY GUAR REGS 10/25 3.375       | CUSIP: BWVFXNII7<br>LEI: 2138006LIAYQKUCYBB20 | Long             | DBT              | CORP              | GB        |   24383000 | PA      | $32779732.27   | 0.35%             | 2025-10-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2016-1KRA                                     | WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A            | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7459745 | PA      | $7470561.61    | 0.08%             | 2034-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080107 G2 08/27 FLOATING VAR               | CUSIP: 36225CDM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1018 | PA      | $1025.31       | 0.00%             | 2027-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PRO INC 2004-RS1                          | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS1 MII1       | CUSIP: 760985N80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438091 | PA      | $450216.32     | 0.00%             | 2034-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                 | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR         | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5110314.80    | 0.05%             | 2027-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2018-1                                                 | ONSLOW BAY FINANCIAL LLC OBX 2018 1 A2 144A             | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     442408 | PA      | $434097.22     | 0.00%             | 2057-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| VICTORIA POWER NETWORKS (FINANCE) PTY LTD                        | VICTORIA POWER NETWORKS COMPANY GUAR 04/26 VAR          | CUSIP: ACI1X4YN1<br>LEI: 254900YISQHUZHEC9B94 | Long             | DBT              | CORP              | AU        |    9800000 | PA      | $6486864.26    | 0.07%             | 2026-04-21      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2021-INV3                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A  | CUSIP: 17329VDF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10628684 | PA      | $9872895.93    | 0.10%             | 2051-05-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                        | CANADIAN IMPERIAL BANK SR UNSECURED 09/28 VAR           | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   51400000 | PA      | $51489083.40   | 0.54%             | 2028-09-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA CITIBANK NA                                 | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12598939.50   | 0.13%             | 2026-12-04      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   19232000 | PA      | $19393474.76   | 0.20%             | 2027-07-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-34                                               | FANNIE MAE FNR 2002 34 FA                               | CUSIP: 31392CM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7519 | PA      | $7517.87       | 0.00%             | 2032-05-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-36.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 1997-43                                               | FANNIE MAE FNR 1997 43 FM                               | CUSIP: 31359P3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        127 | PA      | $127.33        | 0.00%             | 2027-07-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2781385.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1290800000 | PA      | $1277966091.92 | 13.47%            | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-1                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 1 M2            | CUSIP: 126671Z33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26015 | PA      | $42347.77      | 0.00%             | 2034-03-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2019-2 LTD                                    | CANYON CAPITAL CLO LTD CANYC 2019 2A AR2 144A           | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12100000 | PA      | $12108483.07   | 0.13%             | 2034-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                           | MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A         | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6126728 | PA      | $5966320.93    | 0.06%             | 2059-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1610395.20    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9795.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL           | CUSIP: F0803NAK8<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    7700000 | PA      | $7765458.93    | 0.08%             | 2028-02-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                       | FANNIE MAE FNR 2024 103 FC                              | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43954268 | PA      | $44134858.71   | 0.47%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL SD8012 FR 09/49 FIXED 4               | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147490 | PA      | $141242.52     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   12506000 | PA      | $12670630.61   | 0.13%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95           | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10089726.80   | 0.11%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                     | SYNOPSYS INC SR UNSECURED 04/28 4.65                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14159132.12   | 0.15%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                               | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1281000 | PA      | $1256239.73    | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $265302.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR2                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR2 2A1        | CUSIP: 86359LJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98140 | PA      | $93679.83      | 0.00%             | 2045-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                     | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A       | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9701947 | PA      | $9590724.74    | 0.10%             | 2038-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-104                                              | FANNIE MAE FNR 2006 104 FV                              | CUSIP: 31396LNC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30123 | PA      | $29852.44      | 0.00%             | 2036-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $251565.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2004-AR7                           | CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 AR7 2A1        | CUSIP: 22541SRP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79589 | PA      | $77014.06      | 0.00%             | 2034-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1014169.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-19                                        | FANNIE MAE FNR 2025 19 FC                               | CUSIP: 3136BVBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29974428 | PA      | $30096310.45   | 0.32%             | 2055-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2005-3                                    | SEQUOIA MORTGAGE TRUST SEMT 2005 3 A1                   | CUSIP: 81744FHK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     579219 | PA      | $534397.98     | 0.01%             | 2035-05-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1092821.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR1                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A2        | CUSIP: 86359LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41722 | PA      | $39768.75      | 0.00%             | 2034-03-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                               | ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A     | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19689204.00   | 0.21%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A        | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205405 | PA      | $177831.14     | 0.00%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2022-3                            | ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A       | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1296480 | PA      | $1296721.21    | 0.01%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1      | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30852 | PA      | $31300.48      | 0.00%             | 2045-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-62                                        | FANNIE MAE FNR 2013 62 LI                               | CUSIP: 3136AEMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     645180 | PA      | $10983.42      | 0.00%             | 2028-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC 1A                                        | INVESCO EURO CLO INVSC 1A A1R 144A                      | CUSIP: ACI1VT7W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1760650 | PA      | $2068612.38    | 0.02%             | 2031-07-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -16645 | NC      | $-741374.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE INC SR UNSECURED 06/26 3.7                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13501000 | PA      | $13448061.09   | 0.14%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF15                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF15 A5         | CUSIP: 32028GAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87002 | PA      | $89843.23      | 0.00%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A      | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5103604 | PA      | $4997545.35    | 0.05%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                         | COOPERAT RABOBANK UA/NY 01/28 VAR                       | CUSIP: 21688ABL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2002880.94    | 0.02%             | 2028-01-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                    | BOEING CO SR UNSECURED 06/26 2.25                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     600000 | PA      | $591637.44     | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $666076.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3           | CUSIP: 17307GXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        775 | PA      | $768.55        | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A     | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A     | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11846 | PA      | $11437.29      | 0.00%             | 2032-03-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A         | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2153376 | PA      | $1981022.81    | 0.02%             | 2046-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080283 G2 05/29 FLOATING VAR               | CUSIP: 36225CJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8035 | PA      | $8040.42       | 0.00%             | 2029-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL ZT1904 FR 03/49 FIXED 4               | CUSIP: 3132AEDH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140944 | PA      | $135344.32     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10300000 | PA      | $10409784.61   | 0.11%             | 2028-03-12      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                               | BANK OF AMERICA NA SR UNSECURED 08/26 VAR               | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     700000 | PA      | $704061.47     | 0.01%             | 2026-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A        | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6174 | PA      | $5191.63       | 0.00%             | 2036-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS5                             | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS5 A1 144A       | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5273560 | PA      | $5276891.63    | 0.06%             | 2067-07-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP PARIBAS 144A 01/27 VAR                              | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   67950000 | PA      | $67337535.39   | 0.71%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL           | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   29589000 | PA      | $29840540.82   | 0.31%             | 2028-02-16      | Floating      | 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      | $-649216.90    | -0.01%            |  |  |  | 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        |     770736 | PA      | $771167.83     | 0.01%             | 2026-11-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-1                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 1 A2B         | CUSIP: 64352VQR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60513 | PA      | $60910.20      | 0.00%             | 2036-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 11/26 VAR                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10893000 | PA      | $10918323.39   | 0.12%             | 2026-11-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST 2023-A2                            | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A           | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5094049.00    | 0.05%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1                          | MILL CITY MORTGAGE TRUST MCMLT 2021 NMR1 A1 144A        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5975345 | PA      | $5746102.41    | 0.06%             | 2060-11-25      | Variable      | 1.12%                 | 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        |   21987309 | PA      | $22080064.84   | 0.23%             | 2055-02-25      | Floating      | 5.31%                 | 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        |   57463390 | PA      | $57779507.99   | 0.61%             | 2055-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $204496.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                        | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR           | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1450000 | PA      | $1462934.90    | 0.02%             | 2027-06-28      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-INV1 TRUST                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 INV1 A11 144A    | CUSIP: 12661XBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9874866 | PA      | $9190347.04    | 0.10%             | 2056-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE5                           | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE5 A5        | CUSIP: 04544PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325394 | PA      | $321862.10     | 0.00%             | 2036-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BIG COMMERCIAL MORTGAGE TRUST 2022-BIG                           | BIG COMMERCIAL MORTGAGE TRUST BIG 2022 BIG A 144A       | CUSIP: 05551UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11009391 | PA      | $10981489.95   | 0.12%             | 2039-02-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-161453.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10                | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB          | CUSIP: 38375UZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1317042 | PA      | $1335329.62    | 0.01%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A        | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198197 | PA      | $182709.97     | 0.00%             | 2047-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CITIGROUP REPO REPO                     5807            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  121000000 | PA      | $120999999.99  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV REGS 12/28 VAR                         | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1250000 | PA      | $1253013.99    | 0.01%             | 2028-12-03      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 008781 G2 01/26 FLOATING VAR               | CUSIP: 36202KXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $19.55         | 0.00%             | 2026-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653            | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   14000000 | PA      | $13735610.56   | 0.14%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1                                     | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15600000 | PA      | $15692520.48   | 0.17%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                                         | FANNIE MAE FNR 2019 9 FA                                | CUSIP: 3136B33L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     336889 | PA      | $334386.52     | 0.00%             | 2049-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080393 G2 04/30 FLOATING VAR               | CUSIP: 36225CNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15575 | PA      | $15558.55      | 0.00%             | 2030-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL           | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   20700000 | PA      | $20823287.75   | 0.22%             | 2027-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2005-2                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2005 2 M5          | CUSIP: 542514KV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1624604 | PA      | $1620105.18    | 0.02%             | 2035-04-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $158405.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H12                | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H12 FA          | CUSIP: 38382Y5K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21968477 | PA      | $22207595.22   | 0.23%             | 2073-05-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $551268.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-WMC1                           | MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C           | CUSIP: 61744CXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208973 | PA      | $206017.05     | 0.00%             | 2035-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                           | MITSUBISHI CORP SR UNSECURED 144A 09/28 VAR             | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   10300000 | PA      | $10321536.68   | 0.11%             | 2028-09-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                             | PRP ADVISORS, LLC PRPM 2024 NQM1 A1 144A                | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2915953 | PA      | $2950508.11    | 0.03%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 1A6        | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     251373 | PA      | $249739.85     | 0.00%             | 2033-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1886000 | PA      | $1872947.62    | 0.02%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-AFC1 TRUST                                            | PRKCM TRUST PRKCM 2024 AFC1 A1 144A                     | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3192710 | PA      | $3232653.64    | 0.03%             | 2059-03-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL REGS 07/26 VAR                   | CUSIP: F0803NAF9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   10200000 | PA      | $10284591.66   | 0.11%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    7753000 | PA      | $7602824.93    | 0.08%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2005-2                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M5          | CUSIP: 61744CQP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     304467 | PA      | $301322.09     | 0.00%             | 2035-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | J P MORGAN TERM REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   99875000 | PA      | $99875000.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A      | CUSIP: 78450XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4897746 | PA      | $4941188.66    | 0.05%             | 2056-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875            | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1609903.42    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | 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        |    2417460 | PA      | $2421259.12    | 0.03%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                     | SK HYNIX INC SK HYNIX INC                               | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    7400000 | PA      | $7522329.40    | 0.08%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES1 A1A 144A     | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5166621 | PA      | $5222844.30    | 0.06%             | 2044-02-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4579                                          | FREDDIE MAC FHR 4579 SD                                 | CUSIP: 3137BPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3634428 | PA      | $186832.11     | 0.00%             | 2038-01-15      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV SR UNSECURED 09/27 VAR                     | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $403763.88     | 0.00%             | 2027-09-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR            | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   98345000 | PA      | $99158410.51   | 1.05%             | 2027-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 2A1         | CUSIP: 07384MZS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12543 | PA      | $12034.33      | 0.00%             | 2034-01-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2021-RPL4                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A     | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8586079 | PA      | $8557692.70    | 0.09%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-34                                               | FANNIE MAE FNR 2002 34 FE                               | CUSIP: 31392CQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6064 | PA      | $6058.06       | 0.00%             | 2032-05-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                             | BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55         | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    7522000 | PA      | $7652355.66    | 0.08%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK          | CUSIP: 38376RRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2924140 | PA      | $2939418.21    | 0.03%             | 2066-03-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A9        | CUSIP: 02147BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     101554 | PA      | $41601.83      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4161000 | PA      | $4129446.34    | 0.04%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                            | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A2A          | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3553375 | PA      | $3559436.11    | 0.04%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                          | FREDDIE MAC FHR 5549 CF                                 | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50688286 | PA      | $49876583.72   | 0.53%             | 2052-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-46495.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-3                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A     | CUSIP: 17332RCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8783348 | PA      | $8867330.91    | 0.09%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2021-1 LTD                                              | PARALLEL LTD PARL 2021 1A AR 144A                       | CUSIP: 69916HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15100000 | PA      | $15112080.00   | 0.16%             | 2034-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 745173 FN 09/34 FLOATING VAR                  | CUSIP: 31403C2E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2824 | PA      | $2899.12       | 0.00%             | 2034-09-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A                  | OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A    | CUSIP: ACI1WXMN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   12821675 | PA      | $15054616.43   | 0.16%             | 2031-10-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 530683 FN 07/29 FLOATING VAR                  | CUSIP: 31384QRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5657 | PA      | $5680.49       | 0.00%             | 2029-07-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                 | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR      | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1432000 | PA      | $1442475.45    | 0.02%             | 2027-03-05      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-628.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                                    | FANNIEMAE WHOLE LOAN FNW 2003 W8 3F2                    | CUSIP: 31393CX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8587 | PA      | $8565.58       | 0.00%             | 2042-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                          | FREDDIE MAC FHR 5511 FG                                 | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29615233 | PA      | $29732109.93   | 0.31%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 838769 FN 09/35 FLOATING VAR                  | CUSIP: 31407R2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4020 | PA      | $4112.83       | 0.00%             | 2035-09-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR     | CUSIP: 44891CCZ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401469.76     | 0.00%             | 2027-03-19      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080116 G2 09/27 FLOATING VAR               | CUSIP: 36225CDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1066 | PA      | $1072.59       | 0.00%             | 2027-09-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                             | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/26 4.3     | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799924.28     | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 09/27 VAR                     | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     160000 | PA      | $161711.50     | 0.00%             | 2027-09-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR9 TRUST                             | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR9 A 144A        | CUSIP: 74333QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4336780 | PA      | $4061943.77    | 0.04%             | 2040-11-17      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A         | CUSIP: 93363DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1028662 | PA      | $896002.45     | 0.01%             | 2046-08-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1       | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1766559 | PA      | $1458567.21    | 0.02%             | 2036-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A      | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4255695 | PA      | $4385818.21    | 0.05%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A                     | VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A2 144A      | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12339861 | PA      | $12360312.24   | 0.13%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 09/26 5.375                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4118235.16    | 0.04%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL ZN1448 FR 11/48 FIXED 4               | CUSIP: 3131Y7TD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31108 | PA      | $29906.03      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8095.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                  | AES CORP/THE SR UNSECURED 01/26 1.375                   | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   28821000 | PA      | $28557967.74   | 0.30%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR          | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12739000 | PA      | $12830346.78   | 0.14%             | 2028-02-24      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-63                                               | FANNIE MAE FNR 2004 63 FA                               | CUSIP: 31394ANT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9230 | PA      | $9073.67       | 0.00%             | 2034-08-25      | Floating      | 4.61%                 | 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        |     147240 | PA      | $147632.75     | 0.00%             | 2038-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-3                                   | HOME EQUITY ASSET TRUST HEAT 2006 3 M1                  | CUSIP: 437084US3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252274 | PA      | $251838.11     | 0.00%             | 2036-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-A                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 A A2B 144A        | CUSIP: 63941FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1339091 | PA      | $1336281.52    | 0.01%             | 2068-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                 | VOYA CLO LTD VOYA 2017 3A A1RR 144A                     | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7900000 | PA      | $7910137.68    | 0.08%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2000-34                                               | FANNIE MAE FNR 2000 34 F                                | CUSIP: 31358SSV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        745 | PA      | $738.99        | 0.00%             | 2030-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV2                             | VERUS SECURITIZATION TRUST VERUS 2023 INV2 A1 144A      | CUSIP: 92540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2579475 | PA      | $2602070.52    | 0.03%             | 2068-08-25      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 866066 FN 03/36 FLOATING VAR                  | CUSIP: 31409BFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12125 | PA      | $12354.40      | 0.00%             | 2036-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2004-BC5                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 BC5 M5          | CUSIP: 126673PS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191629 | PA      | $191343.31     | 0.00%             | 2034-10-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO2                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO2 A1         | CUSIP: 761118HU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129671 | PA      | $110772.91     | 0.00%             | 2045-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-1 LTD                                    | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A           | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8300000 | PA      | $8331726.58    | 0.09%             | 2035-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-558108.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H27                | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H27 FD          | CUSIP: 38383KHV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4027730 | PA      | $4089612.65    | 0.04%             | 2073-11-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2       | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   21444000 | PA      | $21115557.26   | 0.22%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2008-RR1                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A  | CUSIP: 173145AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80001 | PA      | $71503.55      | 0.00%             | 2037-01-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                  | AMERICAN AIRLINES/AADVAN SR SECURED 144A 04/26 5.5      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4587750 | PA      | $4593672.79    | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4            | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1424188 | PA      | $1421554.74    | 0.01%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080779 G2 12/33 FLOATING VAR               | CUSIP: 36225C2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10215 | PA      | $10439.90      | 0.00%             | 2033-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-AC4              | BEAR STEARNS ASSET BACKED SECU BSABS 2003 AC4 A         | CUSIP: 07384YKF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3419420 | PA      | $3087750.23    | 0.03%             | 2033-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-SEA1                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 SEA1 2A1 144A   | CUSIP: 23248AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     117734 | PA      | $113677.61     | 0.00%             | 2047-05-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR11                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR11 2A        | CUSIP: 93363TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142566 | PA      | $139383.31     | 0.00%             | 2046-09-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1A       | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18409 | PA      | $18395.26      | 0.00%             | 2045-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 3 MONTH SOFR FUT  SEP25 XCME 20251216                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       9108 | NC      | $-11366.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2012-4A                                | NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A           | CUSIP: 64033AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1763740 | PA      | $1758330.86    | 0.02%             | 2038-09-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-2                                    | SLM STUDENT LOAN TRUST SLMA 2008 2 A3                   | CUSIP: 784442AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40599 | PA      | $40601.96      | 0.00%             | 2049-04-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                   | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR           | CUSIP: ACI2DBH61<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   29900000 | PA      | $19828157.19   | 0.21%             | 2026-02-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/30 3.625                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -100000000 | PA      | $-99500000.00  | -1.05%            | 2030-08-31      | Fixed         | 3.62%                 | 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        |     363997 | PA      | $364255.94     | 0.00%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                          | FREDDIE MAC FHR 5544 F                                  | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38276504 | PA      | $38490431.14   | 0.41%             | 2055-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP LAS VEGAS SANDS CORP               | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7757232.30    | 0.08%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                     | DNB BANK ASA 144A 10/26 VAR                             | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   15234000 | PA      | $15238118.97   | 0.16%             | 2026-10-09      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 806506 FN 10/44 FLOATING VAR                  | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109690 | PA      | $111047.60     | 0.00%             | 2044-10-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                  | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1              | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     849262 | PA      | $464375.50     | 0.00%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 847996 FN 11/35 FLOATING VAR                  | CUSIP: 31408DC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3230 | PA      | $3285.71       | 0.00%             | 2035-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-269302.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                  | TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A            | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6505342 | PA      | $6491882.50    | 0.07%             | 2061-11-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2395                                                 | FREDDIE MAC FHR 2395 FT                                 | CUSIP: 31339LMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        456 | PA      | $455.60        | 0.00%             | 2031-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A        | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4220 | PA      | $4029.40       | 0.00%             | 2036-08-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.92000 04/21/25-1Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $23571.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AGLN                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A    | CUSIP: 94990HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $7127501.14    | 0.08%             | 2037-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE4                                     | ACE SECURITIES CORP. ACE 2006 HE4 A2A                   | CUSIP: 00442BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7561 | PA      | $2946.98       | 0.00%             | 2036-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GSR MTGE LOAN TRUST 2003-2F                                      | GSR MORTGAGE LOAN TRUST GSR 2003 2F 3A1                 | CUSIP: 36228FNB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         33 | PA      | $34.21         | 0.00%             | 2032-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR         | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1513000 | PA      | $1518267.92    | 0.02%             | 2026-01-13      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1      | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191798 | PA      | $189890.88     | 0.00%             | 2045-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ7                     | GS MORTGAGE BACKED SECURITIES GSMBS 2024 PJ7 A25 144A   | CUSIP: 362949BR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18163048 | PA      | $18211172.57   | 0.19%             | 2054-11-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                              | MFRA TRUST MFRA 2021 RPL1 A1 144A                       | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1088669 | PA      | $999517.26     | 0.01%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 813599 FN 01/36 FLOATING VAR                  | CUSIP: 31406L3G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11323 | PA      | $11632.74      | 0.00%             | 2036-01-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 240                                           | FREDDIEMAC STRIP FHS 240 F31                            | CUSIP: 3128HVSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88784 | PA      | $88214.50      | 0.00%             | 2036-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       7000 | PA      | $6943.62       | 0.00%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2007-HE2                           | ASSET BACKED SECURITIES CORP H ABSHE 2007 HE2 A2        | CUSIP: 04544TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16482 | PA      | $11768.33      | 0.00%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                          | FREDDIE MAC FHR 5508 FC                                 | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28516001 | PA      | $28577145.23   | 0.30%             | 2055-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE3                             | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE3 1A1          | CUSIP: 65536QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1922241 | PA      | $1806996.75    | 0.02%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOANS TR 2003-5                                | MASTR ALTERNATIVE LOANS TRUST MALT 2003 5 6A1           | CUSIP: 576434FH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140145 | PA      | $142395.42     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 008894 G2 06/26 FLOATING VAR               | CUSIP: 36202K3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         27 | PA      | $26.82         | 0.00%             | 2026-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                          | FREDDIE MAC FHR 5560 FB                                 | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4523527 | PA      | $4549622.21    | 0.05%             | 2055-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-1                | BEAR STEARNS ASSET BACKED SECU BSABS 2003 1 A1          | CUSIP: 07384YGX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5446 | PA      | $5435.55       | 0.00%             | 2042-11-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| INDYMAC ARM TRUST 2001-H2                                        | INDYMAC ARM TRUST INARM 2001 H2 A1                      | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        353 | PA      | $346.08        | 0.00%             | 2032-01-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                              | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375         | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   51670000 | PA      | $51635076.76   | 0.54%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-10                                 | BEAR STEARNS ALT A TRUST BALTA 2005 10 24A1             | CUSIP: 07386HZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290810 | PA      | $277407.56     | 0.00%             | 2036-01-25      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR7 TRUST                             | PROGRESS RESIDENTIAL TRUST PROG 2021 SFR7 A 144A        | CUSIP: 74333PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8018693 | PA      | $7485351.20    | 0.08%             | 2040-08-17      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4                                                   | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A     | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2479207 | PA      | $2392915.28    | 0.03%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA SR UNSECURED REGS 07/27 4.8          | CUSIP: ACI0W8PP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1062404.26    | 0.01%             | 2027-07-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR          | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   31270000 | PA      | $31452725.31   | 0.33%             | 2028-03-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                               | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/28 VAR    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     700000 | PA      | $702636.38     | 0.01%             | 2028-09-11      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR         | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20994000 | PA      | $21113668.32   | 0.22%             | 2028-11-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                     | ILLUMINA INC ILLUMINA INC                               | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15073854.90   | 0.16%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2001-3                              | BEAR STEARNS ASSET BACKED SECU BSABS 2001 3 A2          | CUSIP: 07384YBM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4149 | PA      | $4145.09       | 0.00%             | 2032-10-27      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 01/26 4.375                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20490000 | PA      | $20491603.34   | 0.22%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERTS 2004-OPT5                             | ASSET BACKED FUNDING CERTIFICA ABFC 2004 OPT5 A1        | CUSIP: 04542BJY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190912 | PA      | $192265.81     | 0.00%             | 2034-06-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR          | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   23650000 | PA      | $23760830.29   | 0.25%             | 2027-03-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1343750 | PA      | $-1343914.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389       | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $6029302.21    | 0.06%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2023-2                                   | BMW VEHICLE LEASE TRUST BMWLT 2023 2 A3                 | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1812274 | PA      | $1815511.98    | 0.02%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                 | DEUTSCHE BANK NY 01/26 4.1                              | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   17654000 | PA      | $17635895.47   | 0.19%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2425216.66   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                    | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                  | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70339 | PA      | $62167.20      | 0.00%             | 2035-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                             | PRP ADVISORS, LLC PRPM 2024 NQM2 A1 144A                | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3738460 | PA      | $3825263.14    | 0.04%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                 | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33985 | PA      | $33938.67      | 0.00%             | 2037-12-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3013                                                 | FREDDIE MAC FHR 3013 HZ                                 | CUSIP: 31395XRF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350214 | PA      | $356642.10     | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                        | BANQUE FED CRED MUTUEL REGS 05/27 VAR                   | CUSIP: ACI2P5QJ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    1750000 | PA      | $1161969.92    | 0.01%             | 2027-05-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25    | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6626000 | PA      | $6622401.62    | 0.07%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-A                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 A A1B 144A      | CUSIP: 83207EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20179873 | PA      | $20441145.70   | 0.22%             | 2054-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1958357.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                               | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A              | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8310022 | PA      | $8325142.87    | 0.09%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                              | GCAT GCAT 2022 HX1 A1 144A                              | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20357616 | PA      | $19220168.82   | 0.20%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-4                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 4 2A1         | CUSIP: 07384MVP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308036 | PA      | $287507.73     | 0.00%             | 2033-07-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                               | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR    | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    3255000 | PA      | $3280619.81    | 0.03%             | 2026-09-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-10                                             | IMPAC CMB TRUST IMM 2004 10 1A1                         | CUSIP: 45254NLJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     733437 | PA      | $714003.03     | 0.01%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2024-3                | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A2 144A     | CUSIP: 34528QJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29000000 | PA      | $29175174.50   | 0.31%             | 2029-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                        | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 VAR          | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   33500000 | PA      | $33533057.47   | 0.35%             | 2028-01-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |        990 | PA      | $9640.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                  | NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25    | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6323377.79    | 0.07%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-24                                               | FANNIE MAE FNR 2001 24 FB                               | CUSIP: 31359S5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18745 | PA      | $18298.80      | 0.00%             | 2031-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                           | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                  | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    7250000 | PA      | $7279551.15    | 0.08%             | 2035-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 13A1       | CUSIP: 07384M4E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11267 | PA      | $10998.31      | 0.00%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1             | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70965 | PA      | $64591.31      | 0.00%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.8616* 12/02/24-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3434622.12   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-41978.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2002-G                                   | BANC OF AMERICA MORTGAGE SECUR BOAMS 2002 G 1A3         | CUSIP: 06050HKR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1378 | PA      | $1344.87       | 0.00%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W4                                    | FANNIEMAE WHOLE LOAN FNW 2003 W4 2A                     | CUSIP: 31393AP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78882 | PA      | $79846.41      | 0.00%             | 2042-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LIMITED                                               | DYNO NOBEL LTD COMPANY GUAR REGS 03/26 4.3              | CUSIP: ACI19H725<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |   22740000 | PA      | $15049370.73   | 0.16%             | 2026-03-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2A        | CUSIP: 59024LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239068 | PA      | $67398.25      | 0.00%             | 2037-02-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                               | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 VAR    | CUSIP: J7771YRY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5020430.65    | 0.05%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                       | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A               | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19200000 | PA      | $19232238.72   | 0.20%             | 2034-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR2                              | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR2 A1         | CUSIP: 39538RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36967 | PA      | $29372.33      | 0.00%             | 2045-06-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-487631.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1254250 | PA      | $1219841.05    | 0.01%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP SR UNSECURED 03/26 1.75                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   24714000 | PA      | $24458081.34   | 0.26%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2477                                                 | FREDDIE MAC FHR 2477 FZ                                 | CUSIP: 31392PU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26832 | PA      | $26788.29      | 0.00%             | 2031-06-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GMF CANADA LEASING TRUST ASSET-BACKED NOTES SERIES 2024-1A       | GMF CANADA LEASING TRUST GCOLT 2024 1A A2 144A          | CUSIP: 36252MDE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    3646581 | PA      | $2632559.47    | 0.03%             | 2026-12-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-18A                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A      | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10900000 | PA      | $10940931.24   | 0.12%             | 2035-01-18      | Floating      | 5.44%                 | 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        |    2566265 | PA      | $2564897.96    | 0.03%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE P/T CERTIFICATES 2007-OA1                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A        | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168726 | PA      | $156263.57     | 0.00%             | 2047-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 10                                        | SEQUOIA MORTGAGE TRUST SEMT 10 2A1                      | CUSIP: 81743VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15319 | PA      | $15130.71      | 0.00%             | 2027-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UA27A8 PIMCO SWAPTION 2.5 CALL USD 20260213          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 2980000000 | NC      | $764668.00     | 0.01%             |  |  |  | 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        |   29755881 | PA      | $29918927.99   | 0.32%             | 2053-10-25      | Floating      | 5.56%                 | 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        |    1764439 | PA      | $1771245.70    | 0.02%             | 2055-08-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND VII DAC 7A                                | CORDATUS CLO PLC CORDA 7A ARR 144A                      | CUSIP: ACI1W2TC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   11045393 | PA      | $12954235.01   | 0.14%             | 2031-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                             | JACKSON NATL LIFE GLOBAL SECURED 144A 01/28 VAR         | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13555171.80   | 0.14%             | 2028-01-14      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-12                                 | JP MORGAN MORTGAGE TRUST JPMMT 2021 12 A11 144A         | CUSIP: 46592WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9090235 | PA      | $8442207.30    | 0.09%             | 2052-02-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL SD8006 FR 08/49 FIXED 4               | CUSIP: 3132DV3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26842371 | PA      | $25730250.12   | 0.27%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                   | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                 | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9500000 | PA      | $9499123.72    | 0.10%             | 2034-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25     | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7518000 | PA      | $7491735.79    | 0.08%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                              | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM4 A1 144A          | CUSIP: 67118TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10237462 | PA      | $10352006.94   | 0.11%             | 2064-01-25      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2005-3                               | MLCC MORTGAGE INVESTORS INC MLCC 2005 3 5A              | CUSIP: 59020UL78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67667 | PA      | $65061.06      | 0.00%             | 2035-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-7                                   | LUMINENT MORTGAGE TRUST LUM 2006 7 1A1                  | CUSIP: 55028BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31682 | PA      | $30611.49      | 0.00%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-A                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A A2A1 144A     | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4771844 | PA      | $4729577.83    | 0.05%             | 2053-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                              | NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR         | CUSIP: G6382GWU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $4211636.23    | 0.04%             | 2026-09-29      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-434695.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A               | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A     | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10870528 | PA      | $10882944.47   | 0.11%             | 2031-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                       | FANNIE MAE FNR 2024 100 FA                              | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8390957 | PA      | $8415186.85    | 0.09%             | 2054-06-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  671100000 | PA      | $117792495.88  | 1.24%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC STANDARD CHARTERED PLC           | CUSIP: 853254DD9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    7100000 | PA      | $7150400.27    | 0.08%             | 2028-05-14      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2004-3                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2004 3 AV2A         | CUSIP: 759950DY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      95702 | PA      | $84884.85      | 0.00%             | 2034-11-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR4                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR4 A1A        | CUSIP: 45661EAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63913 | PA      | $58526.62      | 0.00%             | 2046-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 725695 FN 07/34 FLOATING VAR                  | CUSIP: 31402DGC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1009 | PA      | $1024.11       | 0.00%             | 2034-07-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SEC TRUST 2005-1                              | THORNBURG MORTGAGE SECURITIES TMST 2005 1 A3            | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17670 | PA      | $17348.04      | 0.00%             | 2045-04-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2024-A                                | MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A          | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5273745 | PA      | $5291745.74    | 0.06%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                            | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1          | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5009 | PA      | $5068.10       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                 | FIRSTENERGY CORP SR UNSECURED 01/26 1.6                 | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    8799000 | PA      | $8722838.76    | 0.09%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5481                                          | FREDDIE MAC FHR 5481 FJ                                 | CUSIP: 3137HHQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23520706 | PA      | $23617347.54   | 0.25%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 02/28 VAR           | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4657000 | PA      | $4698245.42    | 0.05%             | 2028-02-04      | Floating      | 5.14%                 | 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        |  131138496 | PA      | $131362637.92  | 1.39%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                     | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A        | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17500000 | PA      | $17516692.55   | 0.18%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                               | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1A4 144A       | CUSIP: 3623413G2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55182 | PA      | $54025.66      | 0.00%             | 2036-01-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA REGS 10/26 VAR                                  | CUSIP: 05584KAH1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5589000 | PA      | $5586761.27    | 0.06%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080579 G2 02/32 FLOATING VAR               | CUSIP: 36225CUD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34017 | PA      | $34527.45      | 0.00%             | 2032-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP            | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A      | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453523 | PA      | $1452223.10    | 0.02%             | 2032-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 1687800000 | NC      | $1831769.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A         | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13105432 | PA      | $13200535.17   | 0.14%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                              | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A     | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4305737.62    | 0.05%             | 2034-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| STONEPEAK 2021-1 ABS                                             | STONEPEAK SALTT 2021 1A AA 144A                         | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3259737 | PA      | $3151576.49    | 0.03%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                               | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR    | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    3025000 | PA      | $3037360.54    | 0.03%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO II LTD 2021-2A                                   | SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A               | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1254863.34    | 0.01%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10293727.40   | 0.11%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVI 2021-1A                           | PARK AVENUE INSTITUTIONAL ADVI PAIA 2021 1A A1AR 144A   | CUSIP: 70015QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6200000 | PA      | $6203398.84    | 0.07%             | 2034-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC           | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1388650 | PA      | $1246623.64    | 0.01%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H01                | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H01 FB          | CUSIP: 38383KNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26245708 | PA      | $26361443.75   | 0.28%             | 2074-01-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                               | TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7841787 | PA      | $7641897.61    | 0.08%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2005-EFC5                            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC5 M3        | CUSIP: 76112BH60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2623 | PA      | $2620.75       | 0.00%             | 2035-10-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BLDG SOCIETY 144A 02/28 VAR                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    4685000 | PA      | $4722416.99    | 0.05%             | 2028-02-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TULANE UNIVERSITY                                                | TULANE LA UNIV TULHGR 02/36 FLOATING VAR                | CUSIP: 899062BQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   32155000 | PA      | $29955623.72   | 0.32%             | 2036-02-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LIMITED                                 | TOYOTA FINANCE AUSTRALIA SR UNSECURED 09/26 VAR         | CUSIP: ACI2JQJ11<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    3050000 | PA      | $2025692.49    | 0.02%             | 2026-09-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4                                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1         | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309630 | PA      | $306877.42     | 0.00%             | 2034-10-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A       | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175493 | PA      | $123387.61     | 0.00%             | 2045-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR     | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30131851.20   | 0.32%             | 2027-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                         | RELIANCE STAND LIFE II SECURED 144A 02/26 5.243         | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5494000 | PA      | $5506740.48    | 0.06%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO V LTD 2018-5A                                         | TRALEE CLO LTD TRAL 2018 5A A1RR 144A                   | CUSIP: 89300JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4305057.32    | 0.05%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2008-5                                    | SLM STUDENT LOAN TRUST SLMA 2008 5 A4                   | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1182521 | PA      | $1187775.04    | 0.01%             | 2026-01-27      | Floating      | 6.30%                 | 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        |    6405507 | PA      | $6450197.76    | 0.07%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                          | HCA INC COMPANY GUAR 02/26 5.875                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3616000 | PA      | $3620756.31    | 0.04%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311865 | PA      | $301514.58     | 0.00%             | 2035-05-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                | MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A          | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2536815 | PA      | $2542506.17    | 0.03%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR         | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   54492000 | PA      | $54655285.82   | 0.58%             | 2026-11-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2303789.84    | 0.02%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 781955 FH 05/34 FLOATING VAR          | CUSIP: 31349TE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5082 | PA      | $5211.70       | 0.00%             | 2034-05-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 905694 FN 12/36 FLOATING VAR                  | CUSIP: 31411EGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1821 | PA      | $1893.98       | 0.00%             | 2036-12-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST 2004-2                                          | MORTGAGEIT TRUST MHL 2004 2 A1                          | CUSIP: 61913PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102004 | PA      | $102498.43     | 0.00%             | 2034-12-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-6                                   | LUMINENT MORTGAGE TRUST LUM 2006 6 A1                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72432 | PA      | $66509.45      | 0.00%             | 2046-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | MATTEL INC COMPANY GUAR 144A 04/26 3.375                | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1141933.13    | 0.01%             | 2026-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                         | FANNIE MAE FNR 2025 6 FA                                | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10423842 | PA      | $10490253.11   | 0.11%             | 2055-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-13817.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP 2004-4XS                        | STRUCTURED ASSET SECURITIES CO SASC 2004 4XS 1A6        | CUSIP: 86359BHM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        156 | PA      | $156.65        | 0.00%             | 2034-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $30263.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                     | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95               | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   26815000 | PA      | $26478801.04   | 0.28%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA SR UNSECURED 08/26 VAR                      | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   29550000 | PA      | $29637871.36   | 0.31%             | 2026-08-06      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A       | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850145 | PA      | $789669.31     | 0.01%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MTG LN 2004-1                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 1 4A2          | CUSIP: 86359BGG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8165 | PA      | $7909.47       | 0.00%             | 2034-02-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-10                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 10 22AA        | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     470264 | PA      | $435327.19     | 0.00%             | 2037-09-25      | Floating      | 4.49%                 | 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        |   11300000 | PA      | $11325425.00   | 0.12%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                     | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A              | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21400000 | PA      | $21546465.88   | 0.23%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES2                              | TOWD POINT MORTGAGE TRUST TPMT 2024 CES2 A1A 144A       | CUSIP: 89182JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1046206 | PA      | $1057828.16    | 0.01%             | 2064-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                          | FREDDIE MAC FHR 5532 FA                                 | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41207827 | PA      | $41296963.79   | 0.44%             | 2055-04-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A         | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19957 | PA      | $20186.80      | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2       | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89154 | PA      | $81313.98      | 0.00%             | 2046-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080317 G2 09/29 FLOATING VAR               | CUSIP: 36225CK70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9816 | PA      | $9838.04       | 0.00%             | 2029-09-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A1                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A1 3A          | CUSIP: 589929F37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        844 | PA      | $829.55        | 0.00%             | 2032-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                             | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   31900000 | PA      | $31970033.26   | 0.34%             | 2027-07-23      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR                | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2103000 | PA      | $2113373.97    | 0.02%             | 2028-11-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR6                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR6 2A1        | CUSIP: 86360UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     766387 | PA      | $540038.75     | 0.01%             | 2046-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                          | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1536718.81    | 0.02%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-17                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 17 3A1         | CUSIP: 863579VM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130542 | PA      | $113360.81     | 0.00%             | 2035-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 785540 G2 05/71 FLOATING VAR               | CUSIP: 3622ABBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5921329 | PA      | $6073486.55    | 0.06%             | 2071-05-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                   | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR           | CUSIP: ACI2JNV22<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   19700000 | PA      | $13094409.36   | 0.14%             | 2026-09-14      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5493                                          | FREDDIE MAC FHR 5493 FK                                 | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30421043 | PA      | $30543457.44   | 0.32%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV          | CUSIP: 38380LPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6907156 | PA      | $6939000.71    | 0.07%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TRITON BOND TRUST 2021-2 IN RESPECT OF SERIES 1                  | TRITON TRUST TRTN 2021 2 A1AU                           | CUSIP: ACI1ZJH47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    8484694 | PA      | $5612449.84    | 0.06%             | 2053-02-09      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A         | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   84580584 | PA      | $84646345.32   | 0.89%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                               | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1        | CUSIP: 40430HFN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1431942 | PA      | $1387695.29    | 0.01%             | 2036-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2023-1A                                | CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A          | CUSIP: 165183CV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4351959 | PA      | $4370292.81    | 0.05%             | 2035-05-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL 080011 G2 11/26 FLOATING VAR               | CUSIP: 36225CAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7335 | PA      | $7351.46       | 0.00%             | 2026-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS TRUST 2020-1                                            | PROGRESS TRUST PROGS 2020 1 A                           | CUSIP: ACI1RSQ12<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   14822452 | PA      | $9812535.04    | 0.10%             | 2051-01-21      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $2012.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL-2006-HE6                              | MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2B            | CUSIP: 61750FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16340 | PA      | $5637.40       | 0.00%             | 2036-09-25      | Floating      | 4.47%                 | 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        |   38400000 | PA      | $38636536.32   | 0.41%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES3                                    | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A     | CUSIP: 749420AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6766001 | PA      | $6851071.18    | 0.07%             | 2055-03-25      | Fixed         | 5.55%                 | 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        |   11100000 | PA      | $11114629.47   | 0.12%             | 2034-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AMRESCO RES SEC 1999-1                                           | AMRESCO RESIDENTIAL SECURITIES AMRES 1999 1 A           | CUSIP: 03215PFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66634 | PA      | $68602.96      | 0.00%             | 2029-06-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING SR SECURED 144A 11/26 2              | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    6247000 | PA      | $6093792.33    | 0.06%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2936.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE INC SR UNSECURED 07/26 1.05                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   14269000 | PA      | $13917111.48   | 0.15%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-B                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 B A1B 144A      | CUSIP: 83208BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4597648 | PA      | $4617966.91    | 0.05%             | 2053-03-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/28 VAR      | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     225000 | PA      | $225217.63     | 0.00%             | 2028-01-13      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                             | GENERAL MOTORS FINL CO COMPANY GUAR 03/26 5.25          | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3250482.95    | 0.03%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 1G0867 FH 08/35 FLOATING VAR          | CUSIP: 3128NC6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3117 | PA      | $3184.61       | 0.00%             | 2035-08-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A    | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1218065 | PA      | $1166912.76    | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5479                                          | FREDDIE MAC FHR 5479 FA                                 | CUSIP: 3137HHMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     932493 | PA      | $937412.27     | 0.01%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A               | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A          | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3303663.43    | 0.03%             | 2036-07-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-AB2                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 AB2 M3          | CUSIP: 126673QH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132024 | PA      | $130234.62     | 0.00%             | 2036-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4        | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A4          | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5740000 | PA      | $5780461.26    | 0.06%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL 065579 FN 07/28 FLOATING VAR                  | CUSIP: 31362M2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        511 | PA      | $506.68        | 0.00%             | 2028-07-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8633161.38    | 0.09%             | 2026-08-18      | Fixed         | 3.50%                 | 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        |    2131394 | PA      | $1543894.08    | 0.02%             | 2027-07-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A        | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12304 | PA      | $11473.17      | 0.00%             | 2034-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)      | HANOVER INSURANCE GROUP SR UNSECURED 04/26 4.5          | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6004430.22    | 0.06%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625       | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   10437000 | PA      | $10417988.80   | 0.11%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR      | CUSIP: G84228FT0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13100000 | PA      | $13232884.83   | 0.14%             | 2027-07-06      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $27879.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                          | FREDDIE MAC FHR 5517 FP                                 | CUSIP: 3137HKNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3083376 | PA      | $3096226.88    | 0.03%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3245                                          | FREDDIE MAC FHR 3245 NF                                 | CUSIP: 31397CNM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8533 | PA      | $8480.15       | 0.00%             | 2036-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK CO LTD                                              | SHINHAN BANK SR UNSECURED REGS 11/25 VAR                | CUSIP: ACI2B1WV3<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    6430000 | PA      | $4262609.86    | 0.04%             | 2025-11-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                            | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   22409000 | PA      | $22387449.26   | 0.24%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $2783840.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                          | NTT FINANCE CORP SR UNSECURED 144A 07/28 VAR            | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   19400000 | PA      | $19610963.17   | 0.21%             | 2028-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W2                                     | FANNIEMAE WHOLE LOAN FNW 2004 W2 5AF                    | CUSIP: 31393XGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36212 | PA      | $36142.17      | 0.00%             | 2044-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MTGE LN ASSET BK 2002-3                            | CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 3 2A1          | CUSIP: 161546DB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15668 | PA      | $15566.59      | 0.00%             | 2032-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                          | FREDDIE MAC FHR 5480 FG                                 | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10365727 | PA      | $10409047.19   | 0.11%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF          | CUSIP: 38383KVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6113856 | PA      | $6115540.74    | 0.06%             | 2074-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5472                                          | FREDDIE MAC FHR 5472 FA                                 | CUSIP: 3137HHEK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69905998 | PA      | $69683864.77   | 0.73%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $52921.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 2071000000 | NC      | $2247656.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-3                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 3 M1          | CUSIP: 64352VHV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1440251 | PA      | $1468872.91    | 0.02%             | 2034-11-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| EURO-GALAXY III CLO BV 13-3A                                     | EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A             | CUSIP: ACI1W6FF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3733229 | PA      | $4384016.39    | 0.05%             | 2034-04-24      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| GPMT LTD 2021-FL4                                                | GPMT LTD. GPMT 2021 FL4 A 144A                          | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8763050 | PA      | $8580637.54    | 0.09%             | 2036-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSEET MTGE INV INC 2002-AR3                          | STRUCTURED ASSET MORTGAGE INVE SAMI 2002 AR3 A1         | CUSIP: 86358HNX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1584 | PA      | $1513.87       | 0.00%             | 2032-09-19      | Floating      | 4.91%                 | 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