# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007228
**Filing Date:** 2026-5
**Character Count:** 334804
**Document Hash:** 049a8ec839fa124799ddc20d932ab9b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007228.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007228

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043401

**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 Credit Opportunities Bond Fund (Series ID: S000033596)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000103220 | Institutional | PCARX           |
| C000103221 | I-2           | PPCRX           |
| C000103224 | Class A       | PZCRX           |
| C000103225 | Class C       | PCCRX           |

## 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 Credit Opportunities Bond Fund

- **b. EDGAR series identifier (if any):** S000033596

- **c. LEI of Series:** OZ5WCS502FZE6NVLXP08

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1011990856.87

**Total Liabilities:** $505107297.20

**Net Assets:** $506883559.67

**Cash Not Reported:** $6944850.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 71583.964100 | **1-Year:** 34956.386400 | **5-Year:** 70602.822400 | **10-Year:** 24464.957600 | **30-Year:** -11424.049500

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

- **3-Month:** -311.662700 | **1-Year:** 15254.090700 | **5-Year:** 27454.291900 | **10-Year:** 3493.635400 | **30-Year:** 130.013000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000103224 | 0.20%                | 0.10%                | -2.45%               |
| Class ID C000103225 | 0.10%                | 0.00%                | -2.46%               |
| Class ID C000103221 | 0.31%                | 0.00%                | -2.39%               |
| Class ID C000103220 | 0.20%                | 0.10%                | -2.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2251641.09              | $-226070.62                                |
| Month 2  | $660980.78               | $-769942.89                                |
| Month 3  | $-3106816.08             | $-13731741.95                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                          | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $24100.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC4                        | MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C               | CUSIP: 61748LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126087 | PA      | $112518.50    | 0.02%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1619.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.75000 12/17/25-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $124247.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                       | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 12/30 4.8         | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1091592.18   | 0.22%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $43.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-2246.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)            | BCP MODULAR SERVICES SR SECURED 144A 07/31 6.5             | CUSIP: ACI2YGQW0<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $98922.74     | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1036.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1322783.04   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SBZ7 PIMCO FXVAN PUT USD KRW 1400.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2116000 | NC      | $6422.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-104.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX HY45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1532870.94   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-25T1                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 25T1 A5          | CUSIP: 12667GRF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85697 | PA      | $52233.55     | 0.01%             | 2035-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1566.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS GROUP AG JR SUBORDINA REGS 12/99 VAR                   | CUSIP: H42097ES2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $2132910.44   | 0.42%             | 2028-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ILS SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3079.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260721                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1212.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST          | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      142226 | PA      | $140505.38    | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-38212.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-519.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-1433.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1012.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $18.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MGTE PROD INC 2005-EFC7                    | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 A2           | CUSIP: 76112BR85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      872486 | PA      | $729083.20    | 0.14%             | 2035-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA8                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA8 2A3          | CUSIP: 02147CAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22855 | PA      | $25576.85     | 0.01%             | 2046-07-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-126.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-681.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $80323.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                        | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5         | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1490631.95   | 0.29%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| P3 LOGISTICS (P3 GROUP SARL)                                 | P3 GROUP SARL P3 GROUP SARL                                | CUSIP: ACI2R4F15<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |     1700000 | PA      | $1926158.08   | 0.38%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4639.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5197.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-E                          | BANC OF AMERICA FUNDING CORPOR BAFC 2007 E 8A1             | CUSIP: 05954DAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      256400 | PA      | $225339.02    | 0.04%             | 2047-09-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $5208.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHANEL CERES PLC                                             | CHANEL CERES PLC COMPANY GUAR REGS 07/31 1                 | CUSIP: ACI1RSVG3<br>LEI: 549300FLG0WWSVNA4480 | Long             | DBT              | CORP              | GB        |     3100000 | PA      | $3122005.01   | 0.62%             | 2031-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $3270.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ARGENTINA LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1763.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1437.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $34897.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-906.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1612.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $76721.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-41.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TT VARLIK KIRALAMA ANONIM SIRKETI                            | TT VARLIK KIRALAMA SR UNSECURED REGS 10/30 6.5             | CUSIP: ACI34JG89<br>LEI: 789000JWDAT89FS8JB90 | Long             | DBT              | CORP              | TR        |     3700000 | PA      | $3595037.92   | 0.71%             | 2030-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS EUR 3.00000 09/16/26-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $340913.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $5125.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2176.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3921.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260721                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1625.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                        | CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 VAR          | CUSIP: ACI1J42H5<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1100000 | PA      | $1402623.36   | 0.28%             | 2028-01-22      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-504.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15              | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      400000 | PA      | $120208.05    | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-31355.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-2177.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2044.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA GOVT                                               | AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1                   | CUSIP: BMGX73II0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      900000 | PA      | $507488.03    | 0.10%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                 | ALAMO RE LTD SR UNSECURED 144A 06/26 VAR                   | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253375.00    | 0.05%             | 2026-06-07      | Floating      | 12.59%                | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-608.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                         | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7700000 | PA      | $7837696.64   | 1.55%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                      | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                  | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      700000 | PA      | $803536.67    | 0.16%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/31 4.7         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196892.88    | 0.04%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-133157.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | 317UBOYA9 PIMCO SWAPTION 2.5 PUT EUR 20280131              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IE        |   -44800000 | NC      | $-297280.98   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE7                        | MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D               | CUSIP: 61750MAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640822 | PA      | $268932.89    | 0.05%             | 2036-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-6                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A8               | CUSIP: 22942JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      162341 | PA      | $69371.70     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5073.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $136401.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2647.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                  | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $358592.27    | 0.07%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-4726.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $23.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-98.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $284552.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2079.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.90750 03/04/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-2134.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-811.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-BUND FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -372 | NC      | $4956.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LANXESS AKTIENGESELLSCHAFT                                   | LANXESS AG SR UNSECURED REGS 12/29 0.625                   | CUSIP: ACI220FG7<br>LEI: 529900PTLRE72EMYIJ77 | Short            | DBT              | CORP              | DE        |    -3400000 | PA      | $-3424033.56  | -0.68%            | 2029-12-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-33778.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $14056.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2769.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR GBP SONIO/4.16000 03/02/26-13Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $195952.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $4512.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $37810.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-38763.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                          | STATION CASINOS LLC COMPANY GUAR 144A 02/28 4.5            | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      775000 | PA      | $760025.30    | 0.15%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-6850.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2 TRUST                                         | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1 144A        | CUSIP: 12656TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      553280 | PA      | $485873.05    | 0.10%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SCJ2 PIMCO FXVAN PUT USD KRW 1400.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     1460288 | NC      | $4659.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-436.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U C B SA                                                     | UCB SA SR UNSECURED 11/29 5.2                              | CUSIP: BN48B2II3<br>LEI: 2138008J191VLSGY5A09 | Long             | DBT              | CORP              | BE        |      900000 | PA      | $1086153.82   | 0.21%             | 2029-11-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |           1 | NC      | $407872.54    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.75000 12/17/25-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $828704.40    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $7303.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PEN BOUGHT USD 20260708                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $22403.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                           | ALTICE FRANCE SA 2025 TERM LOAN B12                        | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |      797336 | PA      | $795095.82    | 0.16%             | 2028-10-30      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-168.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | 317UBSSA7 PIMCO SWAPTION 2.75 CALL USD 2026081             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   413000000 | NC      | $475073.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.90144 03/18/25-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-2747.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                         | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35             | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $294327.81    | 0.06%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $30937.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                  | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3              | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195914.69    | 0.04%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $8930.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RBC CAPITAL MARKETS REPO REPO                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     1698000 | PA      | $1698000.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-BUND OPTION  MAY26P 125.5 EXP 04/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -10 | NC      | $-10518.24    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                | TRANSDIGM INC 2025 TERM LOAN K                             | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      199499 | PA      | $199725.18    | 0.04%             | 2030-03-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                        | SLM CORP SR UNSECURED 11/26 3.125                          | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2379268.51   | 0.47%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4                  | CUSIP: 3142GQEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      942783 | PA      | $890528.14    | 0.18%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $1440.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2003-BC2                       | STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 M1            | CUSIP: 86358EAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35363 | PA      | $36600.46     | 0.01%             | 2033-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2007-2                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 2 1A1             | CUSIP: 17310SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14990 | PA      | $15296.94     | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                             | VIRGIN MEDIA SECURED FIN SR SECURED 144A 01/30 4.25        | CUSIP: ACI1FYMM0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1407568.35   | 0.28%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-318.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                          | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR               | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.05%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-4850.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A2                         | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3A            | CUSIP: 59024FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1704877 | PA      | $395019.25    | 0.08%             | 2037-03-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-1320.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $506.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL FS3425 FN 09/52 FIXED VAR                        | CUSIP: 3140XJYX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      840035 | PA      | $815360.50    | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $60295.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $179301.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL CB4130 FN 07/52 FIXED 4.5                        | CUSIP: 3140QPSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      845219 | PA      | $820392.07    | 0.16%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR         | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       27923 | PA      | $558.46       | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |           1 | NC      | $2450.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | VALEO SNR SE ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $187462.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1503.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-605.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1121.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                | PURPLE RE LTD UNSECURED 144A 06/26 VAR                     | CUSIP: 74639NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $254125.00    | 0.05%             | 2026-06-05      | Floating      | 14.14%                | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1049.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $97503.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                         | BWX TECHNOLOGIES INC COMPANY GUAR 144A 04/29 4.125         | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1539352.32   | 0.30%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR         | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       50706 | PA      | $1140.89      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT MXN SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $66759.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ZCS BRL 13.3 12/18/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-25082.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $58337.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $87718.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-474.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA2                           | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA2 1A5          | CUSIP: 32051G2Z7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5821 | PA      | $2089.96      | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | US ULTRA BOND CBT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         404 | NC      | $-1421586.34  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-2                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 2 AF6             | CUSIP: 75970QAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2098614 | PA      | $507143.82    | 0.10%             | 2037-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3069.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-BUND OPTION  MAY26C 128 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -10 | NC      | $-1271.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL CB9966 FN 02/55 FIXED 5                          | CUSIP: 3140QWCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      807347 | PA      | $804691.69    | 0.16%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-11099.42    | -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        |      185119 | PA      | $183355.70    | 0.04%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                    | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7          | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3500000 | PA      | $1102048.91   | 0.22%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/4.08500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $210192.21    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PEN BOUGHT USD 20261221                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $21237.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | LONG GILT FUTURE  JUN26 IFLL 20260626                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         161 | NC      | $-1039519.67  | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-947.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-72.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TWD BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $287.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                 | DBGS MORTGAGE TRUST DBGS 2021 W52 A 144A                   | CUSIP: 23308LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $998018.40    | 0.20%             | 2039-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR         | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       11409 | PA      | $285.23       | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                      | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5             | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1156192.79   | 0.23%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-5282.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1202.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $60163.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                          | CENTENE CORP SR UNSECURED 07/28 2.45                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1956965.85   | 0.39%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-135848.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS AUD 4.25000 03/19/25-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-228995.57   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-6854.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R4                                            | CIM TRUST CIM 2023 R4 A1 144A                              | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      538617 | PA      | $535601.71    | 0.11%             | 2062-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | US 5YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          44 | NC      | $19837.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000     | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       12366 | PA      | $24.73        | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.93000 03/24/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-5132.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                               | EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651     | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     3000000 | PA      | $3670282.74   | 0.72%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                                             | MAYFLOWER RE LTD UNSECURED 144A 07/30 VAR                  | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $252425.00    | 0.05%             | 2030-07-08      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL FS6048 FN 02/53 FIXED VAR                        | CUSIP: 3140XMWJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      236071 | PA      | $234122.19    | 0.05%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-3086.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST 2003-2                    | NEW CENTURY HOME EQUITY LOAN T NCHET 2003 2 M2             | CUSIP: 64352VCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42329 | PA      | $35781.24     | 0.01%             | 2033-01-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $27081.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                 | ZF NA CAPITAL COMPANY GUAR 144A 03/31 7.5                  | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5406996.10   | 1.07%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-52594.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1698.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                           | SMITH + NEPHEW PLC SMITH + NEPHEW PLC                      | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $402115.83    | 0.08%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                 | VISTAJET MALTA FINANCE P.L.C 2025 TERM LOAN B              | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |     1831500 | PA      | $1815767.42   | 0.36%             | 2031-04-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES HOLDINGS IV LIMITED)       | BCP V MODULAR SRV HLDNG IV LTD 2025 EUR TERM LOAN          | CUSIP: BA000LLH0<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1050858.57   | 0.21%             | 2031-07-10      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-129.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-BTP FUTURE   JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         391 | NC      | $286715.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST 2007-1XS                  | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 1XS 1A1            | CUSIP: 61752JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      952084 | PA      | $305807.13    | 0.06%             | 2046-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                   | MERITAGE HOMES CORP COMPANY GUAR 144A 04/29 3.875          | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Short            | DBT              | CORP              | US        |    -2200000 | PA      | $-2141824.50  | -0.42%            | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-BOBL FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -246 | NC      | $608173.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                                | TRANSDIGM INC 2025 TERM LOAN M                             | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      199499 | PA      | $199719.20    | 0.04%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                               | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      700000 | PA      | $797907.21    | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $949.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                            | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3            | CUSIP: 813765AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      661712 | PA      | $355121.78    | 0.07%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                         | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                  | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       84866 | PA      | $123680.05    | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                  | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     8409409 | PA      | $81899231.71  | 16.16%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-9                                | COUNTRYWIDE HOME LOANS CWHL 2007 9 A13                     | CUSIP: 12544XAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80991 | PA      | $35744.08     | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOFTBANK GROUP CORP SNR JP BP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $411691.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1557.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1237.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                           | AMERICAN HONDA FINANCE SR UNSECURED 03/27 4.9              | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501850.77    | 0.10%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL QE7028 FR 08/52 FIXED 4.5                | CUSIP: 3133BGYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      589602 | PA      | $571397.39    | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $6968.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $11691.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | US LONG BOND(CBT) JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          87 | NC      | $-365159.23   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1119.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $119.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PEN BOUGHT USD 20260624                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $8170.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                           | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75            | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $2385491.66   | 0.47%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                        | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $193759.68    | 0.04%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-1831.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                            | REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25                  | CUSIP: ACI08MN29<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    85500000 | PA      | $4934076.97   | 0.97%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE INV TRUST 2005-4                          | AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 5A               | CUSIP: 02660TGW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29171 | PA      | $11284.75     | 0.00%             | 2045-11-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | T-MOBILE USA INC SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $10357.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-11072.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BATH & BODY WORKS INC SNR S* ICE                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $242214.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PEOPLE'S FINANCE REALTY MTGE SEC 2006-1                      | PEOPLE S FINANCIAL REALTY MORT PFRMS 2006 1 2A2            | CUSIP: 71103XAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3307681 | PA      | $773610.30    | 0.15%             | 2036-09-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                      | GA GLOBAL FUNDING TRUST SECURED 144A 01/30 5.4             | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150291.70    | 0.03%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                               | TITULOS DE TESORERIA BONDS 11/40 12.75                     | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4861500000 | PA      | $1288539.34   | 0.25%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-601.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST            | UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8             | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      546377 | PA      | $564281.82    | 0.11%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                         | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42000000 | PA      | $39550883.40  | 7.80%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $9539.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-2175.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $162823.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | REPO BANK AMERICA REPO                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     2180750 | PA      | $2180750.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL FS2619 FN 08/52 FIXED VAR                        | CUSIP: 3140XH4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      411185 | PA      | $407533.21    | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.88400 03/25/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-1259.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CAD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $24342.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-3                                       | LEHMAN XS TRUST LXS 2007 3 4AA1                            | CUSIP: 525245AP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      457189 | PA      | $429449.73    | 0.08%             | 2037-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-141.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-4588.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1183.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | INDONESIA AS BP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9912.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ZCS BRL 13.0125 12/16/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-319624.38   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.50000 12/17/25-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-5740.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2304129.16   | 0.45%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-17.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5475.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                  | GARTNER INC COMPANY GUAR 144A 06/29 3.625                  | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1150915.32   | 0.23%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                          | CITADEL FINANCE LLC COMPANY GUAR 144A 02/29 4.75           | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245130.80    | 0.05%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                     | CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3              | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |     3927000 | PA      | $3738059.86   | 0.74%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $202072.98    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.97500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $177546.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                            | CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625            | CUSIP: ACI379J02<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     6800000 | PA      | $7872374.28   | 1.55%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | TRS SOFRINDX/IBOXIG INDX 03/22/27 MYC                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-226404.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-44851.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2624.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 38 LTD                                               | KKR FINANCIAL CLO LTD KKR 38A A1R 144A                     | CUSIP: 48259BAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999127.46    | 0.20%             | 2038-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1893.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | WHIRLPOOL CORPORATION SNR S* ICE                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $314438.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                      | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                    | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      700000 | PA      | $802626.44    | 0.16%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                  | NOTA DO TESOURO NACIONAL NOTES 08/60 6                     | CUSIP: ACI282QD2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2324844 | PA      | $386244.53    | 0.08%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | ZCS BRL 13.3585 07/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-42897.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC      | BAKER HUGHES LLC/CO OBL COMPANY GUAR 06/56 5.85            | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3133517.41   | 0.62%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST         | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575          | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54820 | PA      | $54095.38     | 0.01%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                  | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3              | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      500000 | PA      | $494174.06    | 0.10%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST          | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       87826 | PA      | $87535.08     | 0.02%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $131.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-758.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-4987.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $3396.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL SD8275 FR 12/52 FIXED 4.5                | CUSIP: 3132DWFQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5506882 | PA      | $5334563.11   | 1.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL RA7673 FR 07/52 FIXED 4.5                | CUSIP: 3133KPQ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      408077 | PA      | $396133.07    | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                         | KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1                | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251045.07    | 0.05%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL SD3587 FR 08/53 FIXED 5                  | CUSIP: 3132DQ6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349236 | PA      | $348659.32    | 0.07%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $495990.01    | 0.10%             | 2028-03-24      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S10                       | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S10 1A4           | CUSIP: 74958DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       10482 | PA      | $8396.87      | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | GOLDMAN SACHS GROUP INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $23587.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                            | CITCO FUNDING LLC 2026 TERM LOAN B                         | CUSIP: BA000VT15<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      199500 | PA      | $198993.27    | 0.04%             | 2033-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS CLP 5.66000 02/06/25-8Y* CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-139643.59   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.71199 06/30/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $4601.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT TRUST 2023-CRE8                                        | AREIT CRE TRUST AREIT 2023 CRE8 A 144A                     | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |      148297 | PA      | $148482.89    | 0.03%             | 2041-08-17      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2915.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15630.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                | BGC GROUP INC SR UNSECURED 06/29 6.6                       | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103217.22    | 0.02%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $45.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TP ICAP FINANCE PLC                                          | TP ICAP FINANCE PLC COMPANY GUAR REGS 04/30 7.875          | CUSIP: ACI2F6BQ2<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |     2600000 | PA      | $3643887.15   | 0.72%             | 2030-04-17      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY5                              | COUNTRYWIDE HOME LOANS CWHL 2007 HY5 2A1                   | CUSIP: 12544BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       54118 | PA      | $49627.45     | 0.01%             | 2037-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000     | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        9918 | PA      | $34.71        | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2736.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                           | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1877542.70   | 0.37%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                         | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1236134.05   | 0.24%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BARCLAYS CAPITAL REPO REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     2000000 | PA      | $2000000.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $8404.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $12041.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |      645103 | NS      | $7322.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3085287.04   | 0.61%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-8407.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1222.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL SL0207 FR 01/55 FIXED 5                  | CUSIP: 31427MGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350438 | PA      | $349504.18    | 0.07%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC 2026-1A                                         | MAST USA LLC MASTT 2026 1A A 144A                          | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      497024 | PA      | $489593.94    | 0.10%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC          | ROCKETMTGE CO ISSUER INC COMPANY GUAR 144A 10/26 2.875     | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1781527.50   | 0.35%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1909.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10182.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1109.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $19.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3065.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $9.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-148.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1129.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                         | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       84222 | PA      | $121587.13    | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2007-WMC1                          | ASSET BACKED FUNDING CERTIFICA ABFC 2007 WMC1 A2B          | CUSIP: 04545EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      247793 | PA      | $213039.61    | 0.04%             | 2037-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOFTBANK GROUP CORP SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2322.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACORE ISSUER, LLC 26-FL1                                     | ACORE ISSUER, LLC ACORE 2026 FL1 A 144A                    | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $499693.55    | 0.10%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-SD2                                 | ACE SECURITIES CORP. ACE 2006 SD2 M1                       | CUSIP: 00442MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430527 | PA      | $332398.98    | 0.07%             | 2045-12-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                          | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $97353.03     | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $1085.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.89900 03/11/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-1912.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5378.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                             | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95         | CUSIP: ACI1V9JH2<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1132500.00   | 0.22%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI371S17<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228135.94    | 0.05%             | 2034-10-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $326521.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2754.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                          | NEW IMMO HOLDING SA SR UNSECURED REGS 04/28 5.875          | CUSIP: ACI2NPVJ5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     2100000 | PA      | $2434807.79   | 0.48%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-293.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $281.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                        | JANE STREET GROUP LLC 2024 TERM LOAN B1                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     7968215 | PA      | $7832396.32   | 1.55%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ABS INC 2004-FR1                                | BEAR STEARNS ASSET BACKED SECU BSABS 2004 FR1 M3           | CUSIP: 073879DG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87398 | PA      | $100699.77    | 0.02%             | 2034-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1460288 | NC      | $-1289.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL FS3519 FN 11/52 FIXED VAR                        | CUSIP: 3140XJ4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      821067 | PA      | $795174.08    | 0.16%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |     -594114 | PA      | $-686767.33   | -0.14%            |  |  |  | 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        |      500000 | PA      | $498717.97    | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR13                                     | BCAP LLC TRUST BCAP 2009 RR13 15A2 144A                    | CUSIP: 05532KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       59786 | PA      | $55571.17     | 0.01%             | 2037-07-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                 | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |     1695729 | PA      | $1492241.20   | 0.29%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                            | NOVA SECURITISATION SARL SR SECURED 144A 02/31 5.75        | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     3800000 | PA      | $3681176.28   | 0.73%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                           | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375             | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     3500000 | PA      | $3484355.00   | 0.69%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $8635.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-249.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3273.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 06/31 7.125       | CUSIP: ACI2Y4GV0<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $696513.53    | 0.14%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3358.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-3379.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL QE1435 FR 05/52 FIXED 3                  | CUSIP: 3133BASY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161233 | PA      | $142061.84    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-OA1                       | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA1 A1            | CUSIP: 25151VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500888 | PA      | $839031.26    | 0.17%             | 2047-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR23                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR23 6A1          | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200710 | PA      | $194749.29    | 0.04%             | 2035-11-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)            | BCP MODULAR SERVICES SR SECURED REGS 07/31 6.5             | CUSIP: ACI2YGNH6<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $296768.22    | 0.06%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5563.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | WPP FINANCE SA SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $250241.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $576.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | OIS THB THORON/1.50000 09/16/26-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |           1 | NC      | $345696.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP             | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25       | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1993885.00   | 0.39%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                | BGC GROUP INC SR UNSECURED 04/30 6.15                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203527.13    | 0.04%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-10728.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1       | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A       | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346673 | PA      | $225820.30    | 0.04%             | 2055-11-25      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                        | BX TRUST BX 2022 LP2 A 144A                                | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34020 | PA      | $34022.22     | 0.01%             | 2039-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $183.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR5                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR5 3A1           | CUSIP: 45669EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75694 | PA      | $65136.33     | 0.01%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-8016.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2125081.85   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| MAYFLOWER RE LTD                                             | MAYFLOWER RE LTD UNSECURED 144A 07/30 VAR                  | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253250.00    | 0.05%             | 2030-07-08      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-23.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                                                | VEON MIDCO BV COMPANY GUAR REGS 11/27 3.375                | CUSIP: ACI2P9LY7<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $3797381.20   | 0.75%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2415.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CLP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $138222.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-10829.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1905.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $642.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $602.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                | CITRUS RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 177510AT1<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.05%             | 2033-06-07      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      257000 | PA      | $255757.83    | 0.05%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $10596.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNER MUSIC (WMG ACQUISITION CORP)                          | WMG ACQUISITION CORP SR SECURED 144A 12/29 3.75            | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1428157.65   | 0.28%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $8902.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1754.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $23221.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $2838.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                            | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $997482.71    | 0.20%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INDYMAC IMJA MORTGAGE LN TR 2007-A3                          | INDYMAC IMJA MORTGAGE LOAN TRU IMJA 2007 A3 A1             | CUSIP: 456669AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253802 | PA      | $95113.54     | 0.02%             | 2037-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-68.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $96.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1096.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                         | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5932000 | PA      | $6103615.43   | 1.20%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR            | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $496762.13    | 0.10%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2875.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    -1500000 | NC      | $-1754.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ZCS BRL 12.03 07/01/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-142238.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PEN BOUGHT USD 20260804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $14594.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV               | TEVA PHARMACEUTICALS NE COMPANY GUAR 09/31 8.125           | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $895336.00    | 0.18%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                  | SES S A COMMON STOCK                                       | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |         937 | NS      | $14055.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1146.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3069.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX HY44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $11870.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LIMITED                                      | SHRIRAM FINANCE LTD SR SECURED REGS 04/28 6.15             | CUSIP: Y775M1CJ0<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     1100000 | PA      | $1107959.39   | 0.22%             | 2028-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                | AMAZON.COM INC SR UNSECURED 03/46 5.65                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2592542.06   | 0.51%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5232.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                  | GARTNER INC COMPANY GUAR 144A 10/30 3.75                   | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3092947.90   | 0.61%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3184.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                         | ANGLIAN WATER OSPREY FIN SR SECURED REGS 08/31 6.75        | CUSIP: ACI2ZR540<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $2274177.18   | 0.45%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $91.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-5238.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-548.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2037.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                  | ACRES PLC ACRES 2026 FL4 A 144A                            | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $499677.88    | 0.10%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                        | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/36 5.5         | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $197121.07    | 0.04%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX HY46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $351999.62    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX ITRAXX MAIN45 5Y ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $810556.04    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $722434.05    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $325.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/31 5.42           | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2062933.53   | 0.41%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2013.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                            | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                 | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    58820000 | PA      | $3416313.57   | 0.67%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SHRIRAM FINANCE LIMITED                                      | SHRIRAM FINANCE LTD SR SECURED REGS 04/27 6.625            | CUSIP: Y775M1BG7<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     1400000 | PA      | $1411442.72   | 0.28%             | 2027-04-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | AUST 10Y BOND FUT JUN26 XSFE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         512 | NC      | $-236557.49   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY LP                                             | KILROY REALTY LP COMPANY GUAR 02/30 3.05                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $912051.68    | 0.18%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2191.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-13054.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $687.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1923.70      | 0.00%             |  |  |  | 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        |       80374 | PA      | $74433.08     | 0.01%             | 2036-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                 | BAYOU RE LTD UNSECURED 144A 05/30 VAR                      | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $253875.00    | 0.05%             | 2030-05-26      | Floating      | 15.94%                | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT THB SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-36.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-181.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/34 5.75               | CUSIP: ACI35CC95<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $109197.79    | 0.02%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-2739.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-642.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-171.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $97.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $13177.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2183.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                  | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394720.02    | 0.08%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-18657.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1934.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-960.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                       | CMS ENERGY CORP SR UNSECURED 02/27 2.95                    | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98799.14     | 0.02%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                               | TITULOS DE TESORERIA BONDS 01/35 11.75                     | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17062100000 | PA      | $4230308.42   | 0.83%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                            | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                   | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    12000000 | PA      | $662844.65    | 0.13%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD NZD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $21011.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                           | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75       | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      412222 | PA      | $333050.64    | 0.07%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                       | GENERAL MOTORS CO SR UNSECURED 10/27 6.8                   | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Short            | DBT              | CORP              | US        |    -1600000 | PA      | $-1646106.18  | -0.32%            | 2027-10-01      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      557000 | PA      | $553905.27    | 0.11%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-20684.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6346.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                            | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1206530.65   | 0.24%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                  | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000                | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    20000000 | PA      | $446709.65    | 0.09%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | NEWELL BRANDS INC SNR S* ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1475919.58   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                         | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60300000 | PA      | $62335823.88  | 12.30%            | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS EUR 0.00000 03/17/23-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $6624.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-1043.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                         | THAMES WATER SUPER SEN SR SECURED REGS 10/27 9.75          | CUSIP: ACI2VYD73<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $288730.10    | 0.06%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $343.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA7                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA7 A22           | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11514 | PA      | $10579.30     | 0.00%             | 2035-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2265.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-10954.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT NOK SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $1423.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $11403.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAGE GROUP PLC/THE                                           | SAGE GROUP PLC/THE COMPANY GUAR REGS 02/31 1.625           | CUSIP: ACI1VY8N6<br>LEI: 2138005RN5XYLTF8G138 | Long             | DBT              | CORP              | GB        |     3700000 | PA      | $4109763.75   | 0.81%             | 2031-02-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $60.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-33613.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-54750.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2004-FF1                           | ASSET BACKED FUNDING CERTIFICA ABFC 2004 FF1 M1            | CUSIP: 04542BHM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      348258 | PA      | $338774.88    | 0.07%             | 2034-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                         | GSAMP TRUST GSAMP 2007 NC1 A2D                             | CUSIP: 3622MGAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316654 | PA      | $157116.63    | 0.03%             | 2046-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| KEURIG GREEN MOUNTAIN (MAPLE PARENT HOLDINGS CORP)           | MAPLE PARENT HLDS CO COMPANY GUAR 144A 03/31 5.05          | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398472.19    | 0.08%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $8685.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      300000 | PA      | $311027.75    | 0.06%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2495.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG GREEN MOUNTAIN (MAPLE PARENT HOLDINGS CORP)           | MAPLE PARENT HLDS CO COMPANY GUAR 144A 03/35 4.728         | CUSIP: ACI38ZGC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |      100000 | PA      | $115448.59    | 0.02%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | TREASURY BILL 06/26 0.00000                                | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $792817.00    | 0.16%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $2941.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5         | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |      850000 | PA      | $992576.22    | 0.20%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | ECUADOR LA SP JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $8780.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CHF BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $3327.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $88.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREMONT RE LTD                                               | TREMONT RE LTD UNSECURED 144A 03/33 VAR                    | CUSIP: 89479VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.05%             | 2033-03-22      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-19CB                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 19CB A1          | CUSIP: 12667GFZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      217611 | PA      | $133980.04    | 0.03%             | 2035-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-6600.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1923.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.97500 03/21/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-4815.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                  | CITADEL LP SR UNSECURED 144A 01/30 6                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103063.54    | 0.02%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                    | BLOCK INC SR UNSECURED 144A 08/30 5.625                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      650000 | PA      | $646775.42    | 0.13%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PEN BOUGHT USD 20260720                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $12925.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR         | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       47172 | PA      | $766.55       | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-687.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL MA4840 FN 12/52 FIXED 4.5                        | CUSIP: 31418ELW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      845355 | PA      | $819655.18    | 0.16%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11       | STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M5             | CUSIP: 86358EPU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      981342 | PA      | $410120.88    | 0.08%             | 2035-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-60.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5216.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ARGENTINA LA SP BRC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5291.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-2600.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                 | BONOS TESORERIA PESOS BONDS 144A REGS 04/33 6              | CUSIP: ACI2FK1C3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  3695000000 | PA      | $4104766.59   | 0.81%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EC FINANCE PLC                                               | EC FINANCE PLC SR SECURED REGS 10/26 3.25                  | CUSIP: ACI20PVS0<br>LEI: 213800NKPB53RHYDQE45 | Long             | DBT              | CORP              | GB        |     3400000 | PA      | $3867902.62   | 0.76%             | 2026-10-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA6                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA6 2A            | CUSIP: 92927BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48106 | PA      | $42576.29     | 0.01%             | 2047-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1673000 | PA      | $521418.89    | 0.10%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE2                        | MORGAN STANLEY CAPITAL INC MSAC 2007 HE2 A1 144A           | CUSIP: 61753EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3059844 | PA      | $1156487.49   | 0.23%             | 2037-01-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-6093.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                               | INTRALOT CAPITAL LUX SR SECURED REGS 10/31 6.75            | CUSIP: ACI30N7H4<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $2325137.23   | 0.46%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TP ICAP FINANCE PLC                                          | TP ICAP FINANCE PLC COMPANY GUAR REGS 11/28 2.625          | CUSIP: ACI21R5C9<br>LEI: 5493009UWRK48KKUD358 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $3673344.43   | 0.72%             | 2028-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT MXN SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $50609.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $37.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $10855.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ZCS BRL 13.9255 05/08/25-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-67259.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4807.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | TREASURY BILL 06/26 0.00000                                | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2129000 | PA      | $2114362.53   | 0.42%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1163.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-75.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2007-AA3                                      | BCAP LLC TRUST BCAP 2007 AA3 2A1A                          | CUSIP: 05530VAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       78869 | PA      | $72284.03     | 0.01%             | 2047-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC 2026-1A                                     | VB S1 ISSUER LLC VBTEL 2026 1A C2 144A                     | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $295145.94    | 0.06%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2007-FLX1                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX1 A3           | CUSIP: 45668WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      188303 | PA      | $124559.39    | 0.02%             | 2037-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1762.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2B1022<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2000000 | PA      | $2464905.50   | 0.49%             | 2027-12-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                          | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |           1 | NC      | $-434324.18   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                    | UKG INC SR SECURED 144A 02/31 6.875                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $3577169.26   | 0.71%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $205.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7913.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | TREASURY BILL 06/26 0.00000                                | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198757.70    | 0.04%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES (VOC ESCROW LTD)                        | VOC ESCROW LTD SR SECURED 144A 02/28 5                     | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     2300000 | PA      | $2291622.48   | 0.45%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.28076 12/02/24-15Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1131796.77   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $894.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                        | ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403822.06    | 0.08%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS PLN 5.15500 11/05/24-10Y* CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-99494.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2005-I1                           | HSI ASSET SECURITIZATION CORPO HASC 2005 I1 2A4            | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      433824 | PA      | $411101.39    | 0.08%             | 2035-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | GOLDMAN SACHS GROUP INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1492.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-17998.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815          | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392126.29    | 0.08%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11       | STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M3             | CUSIP: 86358EPS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1023555 | PA      | $932759.63    | 0.18%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $250.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.55100 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $7526.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                         | LAS VEGAS SANDS CORP SR UNSECURED 06/30 6                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1955181.34   | 0.39%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-8351.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A21         | CUSIP: 02150GAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      593753 | PA      | $247417.47    | 0.05%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT COP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-206.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ELECTROLUX AB SNR SE ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | SE        |           1 | NC      | $60422.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4282.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                         | VASA TRUST VASA 2021 VASA A 144A                           | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $491347.65    | 0.10%             | 2039-07-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3953.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3629.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1561.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-11 2004-11       | STRUCTURED ASSET INVESTMENT LO SAIL 2004 11 M4             | CUSIP: 86358EPT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1102403 | PA      | $962898.40    | 0.19%             | 2035-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | US 10YR NOTE (CBT)JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         379 | NC      | $16491.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1640.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-393.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                         | GSAMP TRUST GSAMP 2007 FM1 A2B                             | CUSIP: 3622MAAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      367577 | PA      | $181703.06    | 0.04%             | 2036-12-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOFTBANK GROUP CORP SNR JP BP CBK                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $411691.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $851.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-56                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 56 4A1           | CUSIP: 12668AHA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80323 | PA      | $75526.64     | 0.01%             | 2035-11-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.56436 06/30/26-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $2940.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1450.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                          | UNITED KINGDOM GILT BONDS REGS 07/54 4.375                 | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     5503000 | PA      | $6065052.37   | 1.20%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                             | GRUPO NUTRESA SA COMPANY GUAR 144A 05/35 9                 | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     4500000 | PA      | $5013450.00   | 0.99%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS EUR 2.75000 09/16/26-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-946268.86   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-33425.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2007-2                              | BEAR STEARNS ALT A TRUST BALTA 2007 2 2A1                  | CUSIP: 073870AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      247732 | PA      | $171010.10    | 0.03%             | 2037-04-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1426.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-41587.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $72.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000     | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       24795 | PA      | $27.27        | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAMET SA                                                    | ERAMET SR UNSECURED REGS 11/29 6.5                         | CUSIP: ACI2P8GL3<br>LEI: 549300LUH78PG2MP6N64 | Long             | DBT              | CORP              | FR        |     4300000 | PA      | $4534634.55   | 0.89%             | 2029-11-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                            | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125     | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     3800000 | PA      | $3751421.75   | 0.74%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                  | YORKSHIRE WATER FINANCE SR SECURED REGS 11/34 6.375        | CUSIP: ACI2R5935<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $4676359.54   | 0.92%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $8887.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                        | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878     | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     2600000 | PA      | $2427689.34   | 0.48%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-15                      | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 15 7A1            | CUSIP: 576433VS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53491 | PA      | $52812.22     | 0.01%             | 2034-11-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-94386.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-166.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A        | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $498706.87    | 0.10%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                   | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1             | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      186665 | PA      | $183392.77    | 0.04%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-3162.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $883.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-0.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-637.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -2116000 | NC      | $-1735.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | US TREASURY N/B 10/30 3.625                                | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $4738593.74   | 0.93%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                 | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317       | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2525680.56   | 0.50%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                             | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3618737.00   | 0.71%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ZIGGO (VZ SECURED FINANCING BV)                              | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5          | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2358747.25   | 0.47%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $571.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $1028.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $52175.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                         | BEACON MOBILITY CORP SR SECURED 144A 08/30 7.25            | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1137164.60   | 0.22%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE3                        | MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C               | CUSIP: 617538AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80321 | PA      | $40384.21     | 0.01%             | 2036-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $198.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-BUXL 30Y BND JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -21 | NC      | $31531.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $6966.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX ITRAXX XOV44 5Y 35-100% SP JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $60036.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                | LIVE NATION ENTERTAINMENT INC 2025 TERM LOAN B             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |      299250 | PA      | $299748.25    | 0.06%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $277.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX ITRAXX XOV44 5Y 35-100% SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $1380829.60   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                     | FLORA FOOD MANAGEMENT BV SR SECURED REGS 07/29 6.875       | CUSIP: ACI2PNX31<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $760420.96    | 0.15%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                         | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      700000 | PA      | $711026.06    | 0.14%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-3316.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2059.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                           | SW (FINANCE) I PLC SR SECURED REGS 10/31 7.75              | CUSIP: ACI2RYRB4<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     1800000 | PA      | $2491492.97   | 0.49%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-227312.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $236.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2685.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                   | MERITAGE HOMES CORP COMPANY GUAR 03/35 5.65                | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Short            | DBT              | CORP              | US        |    -2000000 | PA      | $-1998826.54  | -0.39%            | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3553.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                  | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      400000 | PA      | $391804.11    | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SEB SA                                                       | SEB SA SR UNSECURED REGS 06/30 3.625                       | CUSIP: ACI2Y3XW1<br>LEI: 969500WP61NBK098AC47 | Long             | DBT              | CORP              | FR        |     3900000 | PA      | $4401051.04   | 0.87%             | 2030-06-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL SD8299 FR 02/53 FIXED 5                  | CUSIP: 3132DWGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      818083 | PA      | $811202.32    | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYCAMORE TREE CLO 2023-2A LTD                                | SYCAMORE TREE CLO LTD STCP 2023 2A A1R2 144A               | CUSIP: 87122CAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999318.36    | 0.20%             | 2037-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A      | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      807484 | PA      | $454427.01    | 0.09%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2004-KS7                          | RESIDENTIAL ASSET SECURITIES C RASC 2004 KS7 A2B3          | CUSIP: 76110WB54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105981 | PA      | $107164.46    | 0.02%             | 2034-08-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.64000 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $16901.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2552.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1121.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-14573.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $6235.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2856.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ILS SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2181.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                             | VIRGIN MEDIA SECURED FIN SR SECURED 144A 08/30 4.5         | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $266288.58    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6272.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4          | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197245 | PA      | $107555.35    | 0.02%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-803.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000     | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       19836 | PA      | $29.75        | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-178881.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TRUST 2007-15AR                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 15AR 2A1           | CUSIP: 61756XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225144 | PA      | $155766.51    | 0.03%             | 2037-11-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT THB SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-2371.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | ZCS BRL 13.4016 06/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-56300.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $935.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $6718.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-18269.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH RE LTD                                          | COMMONWEALTH RE LTD UNSECURED 144A 07/30 VAR               | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $251650.00    | 0.05%             | 2030-07-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1185.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $571.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                      | ENI SPA SR UNSECURED REGS 06/28 0.375                      | CUSIP: ACI1YGV14<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     1300000 | PA      | $1413633.08   | 0.28%             | 2028-06-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/38 6.5                | CUSIP: ACI35CDQ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      200000 | PA      | $220453.00    | 0.04%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $9651.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1247.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1236.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-306.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-18                               | COUNTRYWIDE HOME LOANS CWHL 2004 18 A1                     | CUSIP: 12669F4Z3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3091 | PA      | $3044.73      | 0.00%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-5840.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                              | VALARIS LTD SECURED 144A 04/30 8.375                       | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $622023.60    | 0.12%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | JPM CHASE REPO EUR ZCP                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | LU        |     3040518 | PA      | $3514383.40   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                    | VMED O2 UK FINANCING I SR SECURED REGS 04/32 5.625         | CUSIP: ACI2NJDQ3<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $2876274.87   | 0.57%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.90500 03/12/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-2048.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                 | FLUTTER TREASURY DAC SR SECURED REGS 06/31 6.125           | CUSIP: ACI2XD261<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     5400000 | PA      | $6920697.01   | 1.37%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                        | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/31 4.85        | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $987880.87    | 0.19%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1038.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ZAR SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $3714.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1618.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6761.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1097.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $9426.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $5136.48      | 0.00%             |  |  |  | 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        |      279000 | PA      | $278034.00    | 0.05%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP INVESTMENT HOLDINGS PLC                   | CANARY WHARF GROUP SR SECURED REGS 04/26 1.75              | CUSIP: ACI1WVCW6<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1156821.39   | 0.23%             | 2026-04-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1289.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-247.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL CB4820 FN 10/52 FIXED 4.5                        | CUSIP: 3140QQLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      847766 | PA      | $822689.33    | 0.16%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3374.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $11449.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | US 5YR FUTR OPTN  MAY26C 110 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        2276 | NC      | $138758.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR         | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       33656 | PA      | $673.12       | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | US 10YR ULTRA FUT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         239 | NC      | $134002.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-I                               | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 3A1            | CUSIP: 05949CHV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310071 | PA      | $252656.08    | 0.05%             | 2035-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                          | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 2A3           | CUSIP: 16163CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41532 | PA      | $36939.98     | 0.01%             | 2036-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS12                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS12 A8           | CUSIP: 761118DV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265016 | PA      | $213634.08    | 0.04%             | 2035-08-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $5249.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | US TREASURY N/B 10/29 4.125                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9900000 | PA      | $9982371.07   | 1.97%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-356.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-4253.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | NAVIENT CORPORATION SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $145772.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1035.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $2068.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                     | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875       | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1629473.49   | 0.32%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-9.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $41.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000     | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       46298 | PA      | $50.93        | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                      | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      400000 | PA      | $402662.78    | 0.08%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC9          | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC9 A3           | CUSIP: 0738794G0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      221898 | PA      | $103035.36    | 0.02%             | 2035-12-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX ITRAXX XOV44 5Y 35-100% SP CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $20012.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | UNITED GROUP BV SNR SE ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |           1 | NC      | $-186504.15   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $56473.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD 2021-1A                                   | SANDSTONE PEAK LTD. SAND 2021 1A A1R2 144A                 | CUSIP: 800130BA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $997591.00    | 0.20%             | 2038-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-38721.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC2                           | MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A3             | CUSIP: 55275BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446545 | PA      | $155345.36    | 0.03%             | 2036-08-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-4251.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                | TRANSDIGM INC 2024 TERM LOAN                               | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     3681817 | PA      | $3685738.05   | 0.73%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $19.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                | SIXTH STREET LENDING PAR SR UNSECURED 07/30 6.125          | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      750000 | PA      | $746094.29    | 0.15%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LUX 2023-LION                                                | LUX 2023 LION LUX 2023 LION A 144A                         | CUSIP: 55067LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $503098.60    | 0.10%             | 2040-08-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-46CB                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 46CB A10         | CUSIP: 12667G7D9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114605 | PA      | $77680.77     | 0.02%             | 2035-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                         | EDISON INTERNATIONAL SR UNSECURED 11/29 6.95               | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105559.39    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL FA0032 FN 12/54 FIXED VAR                        | CUSIP: 3140W0BA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      446589 | PA      | $445398.52    | 0.09%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                           | TREASURY BILL 06/26 0.00000                                | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198583.23    | 0.04%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | MACYS RETAIL HOLDINGS LLC SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $64063.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                    | UKG  INC, 2024 TERM LOAN B                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1296742 | PA      | $1240904.15   | 0.24%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | EURO-SCHATZ FUT   JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         808 | NC      | $-455523.60   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                          | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR               | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      250000 | PA      | $250000.00    | 0.05%             | 2033-03-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1100000 | NC      | $-3061.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4066.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $194.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CHARTER COMM / CCO H SNR S* ICE                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-790876.20   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                     | MSCI INC COMPANY GUAR 144A 11/31 3.625                     | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3517331.41   | 0.69%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                      | QUIDELORTHO CORP TERM LOAN                                 | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |     1890500 | PA      | $1890500.00   | 0.37%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $153861.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | PEMEX LCDS SP DUB                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $773.26       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/4.00000 03/18/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-512775.97   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3948.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3631.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                    | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625         | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $958758.29    | 0.19%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR         | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       16679 | PA      | $416.98       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1120.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-138.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIO LUXEMBOURG HOLDING SARL                                 | PRIO LUX HLD SARL COMPANY GUAR REGS 10/30 6.75             | CUSIP: L7S62BAA0<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     2700000 | PA      | $2629800.00   | 0.52%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-487.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                    | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR             | CUSIP: ACI2GR178<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2470629.85   | 0.49%             | 2028-06-21      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $44275.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $17671.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2474.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                    | HA SUSTAINABLE INF CAP COMPANY GUAR 03/36 6                | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97092.73     | 0.02%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $572.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                             | PARAMOUNT GLOBAL COMPANY GUAR 01/45 4.6                    | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      200000 | PA      | $119597.19    | 0.02%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                   | GRIFOLS SA SR SECURED REGS 05/30 7.5                       | CUSIP: ACI2NXCB6<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $599383.34    | 0.12%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-996.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4879.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-556.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                | LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2342537.76   | 0.46%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                               | TITULOS DE TESORERIA BONDS 08/29 11                        | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11584700000 | PA      | $2920858.69   | 0.58%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                          | ZF EUROPE FINANCE BV SNR SE ICE                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |           1 | NC      | $46432.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $3050.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $635.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB/STOCKHOLM BRANCH | SAMHALLSBYG HOLD COMPANY GUAR REGS 09/29 1.125             | CUSIP: ACI2STCP9<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     1300000 | PA      | $1176985.01   | 0.23%             | 2029-09-26      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                        | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C               | CUSIP: 61750SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      583065 | PA      | $254408.02    | 0.05%             | 2036-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R         | CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A        | CUSIP: 12646QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3545696 | PA      | $1763581.11   | 0.35%             | 2037-12-29      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-326435.26   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                           | SW (FINANCE) I PLC SR SECURED REGS 05/28 2.375             | CUSIP: ACI1ML5J6<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2339899.41   | 0.46%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-319.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                             | ESSENT GROUP LTD SR UNSECURED 07/29 6.25                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $103499.69    | 0.02%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                     | FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5         | CUSIP: ACI386PJ9<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $458232.92    | 0.09%             | 2030-10-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                | TEVA PHARM FIN IV COMPANY GUAR 12/30 5.75                  | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      700000 | PA      | $709338.70    | 0.14%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                               | EPR PROPERTIES COMPANY GUAR 04/28 4.95                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199771.61    | 0.04%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $1448.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                | AMAZON.COM INC SR UNSECURED 03/33 4.55                     | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2575734.82   | 0.51%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000     | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       24795 | PA      | $32.23        | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260721                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1863.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC      | BAKER HUGHES LLC/CO OBL COMPANY GUAR 06/36 5               | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3143007.07   | 0.62%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2656.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CELANESE US HOLDINGS LLC ( SNR S* BP JPM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-678106.32   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT SEK SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-21779.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                         | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75      | CUSIP: ACI1ZX259<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      120000 | PA      | $63314.24     | 0.01%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2524.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT SEK SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $908.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS ZAR 8.16000 03/10/25-7Y* CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-77957.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | ALLSTATE CORP SUBORDINATED 08/53 VAR                       | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300055.56    | 0.06%             | 2053-08-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $40079.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $31366.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/3.99798 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $5286.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                               | REPUBLIC OF COLOMBIA SR UNSECURED 11/30 4.5                | CUSIP: ACI35CDZ6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      100000 | PA      | $111968.37    | 0.02%             | 2030-11-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                    | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      709000 | PA      | $213068.77    | 0.04%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     -823712 | NC      | $-658.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5218.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-39545.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-17183.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5           | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        7484 | PA      | $643.62       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1183.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                         | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49300000 | PA      | $46486828.61  | 9.17%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-24137.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2404.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TWD SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $22.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES LN TR 2007-1                       | DEUTSCHE ALT A SECURITIES INC DBALT 2007 1 2A1             | CUSIP: 25151YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         319 | PA      | $318.91       | 0.00%             | 2037-08-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                | AMAZON.COM INC SR UNSECURED 03/56 5.8                      | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2599746.45   | 0.51%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST         | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175350 | PA      | $171000.81    | 0.03%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $2450.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2004-QA6                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1           | CUSIP: 76110HG94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214322 | PA      | $69439.56     | 0.01%             | 2034-12-26      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                           | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       21190 | PA      | $16104.35     | 0.00%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5314.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | STELLANTIS NV SNR SE ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |           1 | NC      | $517949.86    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | WHIRLPOOL CORPORATION SNR S* ICE                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $149740.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                          | ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      250000 | PA      | $243044.98    | 0.05%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                          | CITADEL FINANCE LLC COMPANY GUAR 144A 02/31 5.15           | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      250000 | PA      | $244251.68    | 0.05%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                           | VENTURE GLOBAL PLAQUE SR SECURED 144A 06/34 6.5            | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1874847.60   | 0.37%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-11.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                           | PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/36 5.05            | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4930343.60   | 0.97%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                              | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001               | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      500000 | PA      | $595586.50    | 0.12%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1867.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | MORGAN STANLEY SNR S* SP GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $21757.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                 | BDO USA P C 2024 TERM LOAN A                               | CUSIP: BA000BL33<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |     1244943 | PA      | $1243375.75   | 0.25%             | 2028-08-31      | Floating      | 8.64%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | WORLDLINE SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $-291538.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-16916.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2868.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3420.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $12370.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2818.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-30054.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL MA4867 FN 01/53 FIXED 4.5                        | CUSIP: 31418EMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      852071 | PA      | $825811.18    | 0.16%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA INVESTMENT HOLDINGS LIMITED                     | VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN              | CUSIP: BA000VZK6<br>LEI: 549300ZM1VNUHR0FX008 | Long             | LON              | CORP              | GB        |      800000 | PA      | $1016525.15   | 0.20%             | 2030-08-01      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $785.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2005-AA6                           | FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA6 3A1          | CUSIP: 32051GQA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48230 | PA      | $39738.57     | 0.01%             | 2035-08-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $8613.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | IRS AUD 4.00000 12/17/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-311734.06   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1941.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $1831.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $19069.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SBA2 PIMCO FXVAN PUT USD KRW 1400.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      823712 | NC      | $2455.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL DISTRIBUTION SERVICES PLC                      | INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375        | CUSIP: ACI2JQ0Q6<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1241691.30   | 0.24%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                    | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75          | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $575877.55    | 0.11%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2951.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1124.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5           | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        1844 | PA      | $158.58       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                  | NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 12/99 VAR        | CUSIP: ACI1N0WZ5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2499232.51   | 0.49%             | 2027-06-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                        | CPI PROPERTY GROUP SA SR UNSECURED REGS 01/32 6            | CUSIP: ACI2R8723<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |     1600000 | PA      | $1764138.78   | 0.35%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | 31750SBI5 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -2122000 | NC      | $-1695.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $6516.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SG MORTGAGE SECURITIES TRUST 2006-FRE1                       | SG MORTGAGE SECURITIES TRUST SGMS 2006 FRE1 A2B            | CUSIP: 81879MAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      939164 | PA      | $458322.83    | 0.09%             | 2036-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYGGNADSBOLAGET I NORDEN HOLDING AB/STOCKHOLM BRANCH | SAMHALLSBYG HOLD COMPANY GUAR REGS 11/28 0.75              | CUSIP: ACI2STC95<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |     1300000 | PA      | $1246058.05   | 0.25%             | 2028-11-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                 | SIERRA PACIFIC POWER CO JR SUBORDINA 09/56 VAR             | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1289766.66   | 0.25%             | 2056-09-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260721                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2058.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1133.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                           | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                    | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     2299413 | PA      | $2308518.79   | 0.46%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-42153.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8            | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1005753.20   | 0.20%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J2                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A12          | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      199563 | PA      | $156265.48    | 0.03%             | 2035-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                    | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                 | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |      250000 | PA      | $288933.66    | 0.06%             | 2031-01-07      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| ORIGIN ENERGY FINANCE LIMITED                                | ORIGIN ENERGY FINANCE COMPANY GUAR REGS 09/29 1            | CUSIP: ACI1FD149<br>LEI: 5493002W5C9Z753C7Q57 | Long             | DBT              | CORP              | AU        |     3400000 | PA      | $3591832.54   | 0.71%             | 2029-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                        | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322             | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      600000 | PA      | $593548.53    | 0.12%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-6                       | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 6 1A3               | CUSIP: 22942JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      412427 | PA      | $176207.22    | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $488.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-376.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                    | EAGLE FUNDING LUXCO SARL SR UNSECURED REGS 08/30 5.5       | CUSIP: L2660VAA3<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     5100000 | PA      | $5133150.00   | 1.01%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD KRW BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-638.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                    | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4               | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5900000 | PA      | $1610848.01   | 0.32%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                    | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN          | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     1094500 | PA      | $1098265.08   | 0.22%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-496.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                    | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      900000 | PA      | $906538.01    | 0.18%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-10678.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-8                          | BANC OF AMERICA FUNDING CORPOR BAFC 2007 8 2A1             | CUSIP: 05953LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96494 | PA      | $69520.24     | 0.01%             | 2037-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL CB7970 FN 02/54 FIXED 5                          | CUSIP: 3140QT2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      797935 | PA      | $796212.50    | 0.16%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1838.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                     | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000     | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       19836 | PA      | $23.80        | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $638.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                        | FED HM LN PC POOL RA8521 FR 02/53 FIXED 5                  | CUSIP: 3133KQPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      601364 | PA      | $596090.45    | 0.12%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2761.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-14.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3499.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                | UNICREDIT SPA JR SUBORDINA REGS 12/99 VAR                  | CUSIP: ACI19LDR4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $929238.62    | 0.18%             | 2026-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2072.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FINANCING (UK) PLC                      | ALLWYN ENTERTAINMENT FIN SR SECURED 144A 08/31 4.625       | CUSIP: ACI38KB79<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $779492.94    | 0.15%             | 2031-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260723                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6551.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-1426.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-345316.99   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX ITRAXX XOV44 5Y 35-100% SP BOA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $172103.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1611.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-23.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                | AMAZON.COM INC SR UNSECURED 03/66 5.95                     | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2610503.61   | 0.52%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 6 LTD 2026-6A                                   | NAVESINK CLO, LIMITED NAVS 2026 6A A1 144A                 | CUSIP: 63944AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1000000.00   | 0.20%             | 2037-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX IG46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1857953.70   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                  | TEXTRON INC SR UNSECURED 03/27 3.65                        | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496530.12    | 0.10%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5322.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT KRW SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-117.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS (MOTION FINCO SARL)                    | MOTION FINCO SARL SR SECURED REGS 06/30 7.375              | CUSIP: ACI2G9CJ0<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     4700000 | PA      | $4715269.34   | 0.93%             | 2030-06-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $99.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2607.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-3980.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                 | BDO USA P C 2025 TERM LOAN                                 | CUSIP: BA000RR32<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |       95656 | PA      | $94493.13     | 0.02%             | 2028-08-31      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| N/A                                                          | 31750SBH7 PIMCO FXVAN PUT USD KRW 1400.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2122000 | NC      | $6325.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | CAESARS ENTERTAINMENT INC SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-643873.75   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                          | UNITED KINGDOM GILT BONDS REGS 03/30 4.375                 | CUSIP: BSQNRDII4<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     8800000 | PA      | $11627766.49  | 2.29%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                        | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1555388.50   | 0.31%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | LANXESS AKTIENGESELLSCHAFT SNR SE ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |           1 | NC      | $78754.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1007606.80   | 0.20%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                        | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2C               | CUSIP: 61749BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1474914 | PA      | $769704.45    | 0.15%             | 2036-10-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | CDX ITRAXX XOV45 5Y ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $327388.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2            | SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3            | CUSIP: 81376VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1091541 | PA      | $693076.72    | 0.14%             | 2036-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-92.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                       | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                      | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187252 | PA      | $187966.84    | 0.04%             | 2056-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3418.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD BRL BOUGHT USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                             | TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2                | CUSIP: ACI1Q9PP3<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | MUN               | AU        |      130000 | PA      | $60644.48     | 0.01%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B         | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32677 | PA      | $34356.64     | 0.01%             | 2046-09-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| TKO WORLDWIDE HOLDINGS LLC                                   | TKO WORLDWIDE HOLDINGS LLC. 2025 TERM LOAN                 | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     3388957 | PA      | $3391075.41   | 0.67%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1640.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT TRY SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1299.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $246.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                         | FNMA POOL CB4313 FN 08/52 FIXED 4.5                        | CUSIP: 3140QPYK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822959 | PA      | $798786.30    | 0.16%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-24479.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC2                           | MASTR ASSET BACKED SECURITIES MABS 2006 NC2 A4             | CUSIP: 55275BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1010553 | PA      | $351553.03    | 0.07%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                           | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 01/34 8.5       | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3182000.00   | 0.63%             | 2034-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $15.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | RFR USD SOFR/4.08316 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1888.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1227.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | BOUGHT IDR SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1262.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer