# EDGAR Filing Document

**Accession Number:** 0001479359
**File Stem:** 0001099263-26-003094
**Filing Date:** 2026-3
**Character Count:** 162471
**Document Hash:** 2b2447d39091805fa160cb920b72a702
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003094.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003094

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Equity Series VIT
- **CENTRAL INDEX KEY:** 0001479359

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22376
- **FILM NUMBER:** 26705917

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Equity Variable Insurance Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO StocksPLUS Global Portfolio (Series ID: S000028118)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000085710 | Institutional Class | PMVIEQS         |
| C000085712 | Advisor Class       | PMVIEAD         |

## 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 Equity Series VIT

- **b. Investment Company Act file number:** 811-22376

- **c. CIK number of Registrant:** 0001479359

- **d. LEI of Registrant:** 549300HBZFDDIZWKX522

- **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 StocksPLUS Global Portfolio

- **b. EDGAR series identifier (if any):** S000028118

- **c. LEI of Series:** 549300NSJTG65C45IN82

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $205474631.23

**Total Liabilities:** $18395177.66

**Net Assets:** $187079453.57

**Cash Not Reported:** $8319288.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13853.941400 | **1-Year:** 9995.153500 | **5-Year:** 3473.474300 | **10-Year:** 236.907500 | **30-Year:** 0.000000

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

- **3-Month:** 241.835100 | **1-Year:** 355.641700 | **5-Year:** 502.823200 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000085712 | 1.84%                | 0.45%                | 1.24%                |
| Class ID C000085710 | 1.79%                | 0.44%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $60765.84                | $-33860.79                                 |
| Month 2  | $8253.06                 | $127095.16                                 |
| Month 3  | $47467.77                | $208862.70                                 |

**Designated Index Information**

- **Index Name:** MSCI World Net Total Return USD Index

- **Index Identifier:** NDDUWI

### 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                                                               | RFR USD SOFR/3.98235 12/02/24-2Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $13267.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2093.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                            | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG      | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $59000.00     | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                         | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046   | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $395375.45    | 0.21%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SO. CALIF EDISON                                       | CUSIP: 8424C1A57<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2098828.83   | 1.12%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-204                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 204 FH         | CUSIP: 38385KEJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1001718.75   | 0.54%             | 2055-12-20      | Floating      | 4.89%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298483.95    | 0.16%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                       | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35   | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185584.45    | 0.10%             | 2031-04-16      | Fixed         | 3.35%                 | 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      | $433663.39    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-62                                         | FANNIE MAE FNR 2016 62 AF                              | CUSIP: 3136ATVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367455 | PA      | $365057.27    | 0.20%             | 2046-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SEC INC 2005-WHQ1                                      | PARK PLACE SECURITIES INC PPSI 2005 WHQ1 M6            | CUSIP: 70069FGF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106000 | PA      | $99866.10     | 0.05%             | 2035-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 B A 144A       | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     226268 | PA      | $214460.97    | 0.11%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199185.04    | 0.11%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4546.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-0.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                           | REACH FINANCIAL LLC REACH 2025 2A B 144A               | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $505208.30    | 0.27%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TESLA INC                                                         | TESLA INC COMMON STOCK USD.001                         | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      17126 | NS      | $7701904.72   | 4.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $1689.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1207.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DA74<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299767.83    | 0.16%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/28 4.55  | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201187.75    | 0.11%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260107                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4275.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                            | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A     | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      69066 | PA      | $69254.64     | 0.04%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1                   | CUSIP: ACI2M7VN7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   95700000 | PA      | $610942.84    | 0.33%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE 01/26 ZCP                                 | CUSIP: 22823QAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997442.80    | 0.53%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4506.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $83.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 01/31 VAR            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206513.38    | 0.11%             | 2031-01-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| NAVSL-2021-BA                                                     | NAVIENT STUDENT LOAN TRUST NAVSL 2021 BA A 144A        | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     324524 | PA      | $297578.67    | 0.16%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198848.00    | 0.11%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -59 | NC      | $14487.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XIV LLC 2022-1A                                  | OSCAR US FUNDING TRUST OSCAR 2022 1A A4 144A           | CUSIP: 68784HAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     357007 | PA      | $354100.95    | 0.19%             | 2029-04-10      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2021-A                             | MARINER FINANCE ISSUANCE TRUST MFIT 2021 AA A 144A     | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     800000 | PA      | $787815.36    | 0.42%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1      | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174861 | PA      | $167006.54    | 0.09%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | DIAMONDBACK ENERGY INC COMPANY GUAR 12/26 3.25         | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198625.81    | 0.11%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  DEC25 XCME 20260317                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         90 | NC      | $4130.55      | 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      | $-5979.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.79114 09/02/25-7Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $81819.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-A                                      | SBNA AUTO LEASE TRUST SBALT 2024 A A3 144A             | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     137937 | PA      | $138175.45    | 0.07%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                      | ILLUMINA INC SR UNSECURED 09/26 4.65                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301061.67    | 0.16%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H26                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H26 FC         | CUSIP: 38376RN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236885 | PA      | $238559.92    | 0.13%             | 2066-12-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3872.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A     | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     532189 | PA      | $537595.97    | 0.29%             | 2055-02-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | S+P500 EMINI FUT  MAR26 XCME 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        275 | NC      | $361835.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-292.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                      | CROSS MORTGAGE TRUST CROSS 2024 H2 A1 144A             | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309430 | PA      | $312594.22    | 0.17%             | 2069-04-25      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 3YR BOND FUT MAR26 XSFE 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        139 | NC      | $4412.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BZ0937 FN 05/29 FIXED 4.73                   | CUSIP: 3140NVBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $204153.96    | 0.11%             | 2029-05-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     700000 | NC      | $183.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/30 VAR    | CUSIP: 44891ADT1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     700000 | PA      | $705451.18    | 0.38%             | 2030-03-27      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 12/20/23-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-8110.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFRF USD SF+26.161/0.50 9/16/23-3Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $221692.63    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260107                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $72454.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 02/26 ZCP                      | CUSIP: 40412DBC2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597072.90    | 0.32%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 03/26 0.00000     | CUSIP: 313385UU8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1100000 | PA      | $1090776.50   | 0.58%             | 2026-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    3100000 | NC      | $2097.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                           | FREDDIE MAC FHR 5484 FD                                | CUSIP: 3137HHKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     720813 | PA      | $723353.37    | 0.39%             | 2054-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA         | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     952891 | PA      | $956080.89    | 0.51%             | 2075-09-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                  | ARES CLO LTD ARES 2022 65A A1R 144A                    | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $899869.69    | 0.48%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                                | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     600000 | PA      | $600099.29    | 0.32%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                         | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506057.50    | 0.27%             | 2030-08-01      | Fixed         | 4.90%                 | 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        |     400000 | PA      | $422963.46    | 0.23%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271KA95<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699341.23    | 0.37%             | 2026-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A     | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     840633 | PA      | $851862.63    | 0.46%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                        | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499875.00    | 0.27%             | 2035-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC SR SECURED 01/27 1.65                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194803.42    | 0.10%             | 2027-01-15      | Fixed         | 1.65%                 | 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        |    1500000 | PA      | $1519308.51   | 0.81%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2335.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                    | WESTERN MIDSTREAM OPERAT SR UNSECURED 07/26 4.65       | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200056.53    | 0.11%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-8405.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                 | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                 | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    8300000 | PA      | $512585.14    | 0.27%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.37500 03/31/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11268.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.25000 06/21/23-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9002.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML 01/26 ZCP                     | CUSIP: 00913XA86<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699372.66    | 0.37%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                           | ICG US CLO LTD ICG 2015 2RA A1R 144A                   | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     424576 | PA      | $424986.57    | 0.23%             | 2033-01-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2075.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-16                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 16 1A          | CUSIP: 23242FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     602643 | PA      | $568253.17    | 0.30%             | 2046-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 01/30 5.35       | CUSIP: 46849LVE8<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206624.05    | 0.11%             | 2030-01-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN TREASURY DISC BILL BILLS 01/26 0.00000           | CUSIP: ACI30PFP2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1883600000 | PA      | $12024592.64  | 6.43%             | 2026-01-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                   | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17  | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $196420.80    | 0.10%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-35603.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN INC 2006-HE1                              | NOMURA HOME EQUITY LOAN INC NHELI 2006 HE1 M2          | CUSIP: 65536HCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76452 | PA      | $70007.69     | 0.04%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-8052.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BZ2582 FN 12/29 FIXED 4.3                    | CUSIP: 3140NW2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     601000 | PA      | $606214.55    | 0.32%             | 2029-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                 | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 A2         | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     972387 | PA      | $975926.40    | 0.52%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-5737.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                | NVIDIA CORP COMMON STOCK USD.001                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      47206 | NS      | $8803919.00   | 4.71%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                           | FREDDIE MAC FHR 5495 AF                                | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81938 | PA      | $82223.90     | 0.04%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS CLP 5.02000 11/05/24-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $-6586.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                        | LCM LTD PARTNERSHIP LCM 30A AR 144A                    | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     192893 | PA      | $193022.38    | 0.10%             | 2031-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                        | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A       | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |     500000 | PA      | $501885.90    | 0.27%             | 2029-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A  | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144716 | PA      | $144371.71    | 0.08%             | 2031-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        341 | NC      | $-155936.86   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-9                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 9 3AV4         | CUSIP: 12666RAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316723 | PA      | $312600.61    | 0.17%             | 2046-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5601                                           | FREDDIE MAC FHR 5601 F                                 | CUSIP: 3137HNQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     493661 | PA      | $495841.90    | 0.27%             | 2055-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS PLN 4.13600 09/30/25-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $22923.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-202.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                 | SYSCO CORPORATION COMPANY GUAR 09/30 5.1               | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516488.15    | 0.28%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-99                                         | FANNIE MAE FNR 2025 99 KF                              | CUSIP: 3136BXY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     995762 | PA      | $999378.39    | 0.53%             | 2055-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-1 DAC 25-1A                                 | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A   | CUSIP: ACI2XJFQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $588094.17    | 0.31%             | 2038-08-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WHQ2                               | PARK PLACE SECURITIES INC PPSI 2004 WHQ2 M5            | CUSIP: 70069FEM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690832 | PA      | $647223.24    | 0.35%             | 2035-02-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3350                                           | FREDDIE MAC FHR 3350 FA                                | CUSIP: 31397JNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60247 | PA      | $60089.99     | 0.03%             | 2033-10-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-713.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F052623<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2100000 | PA      | $-2127558.76  | -1.14%            | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                       | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A     | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     302305 | PA      | $302577.29    | 0.16%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                           | FREDDIE MAC FHR 5513 MF                                | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     729961 | PA      | $733084.04    | 0.39%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                | VENTURE CDO LTD VENTR 2021 44A A1NR 144A               | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500150.55    | 0.27%             | 2034-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 11/28 4.5             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200409.98    | 0.11%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55            | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $797591.02    | 0.43%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                              | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A     | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     183831 | PA      | $184706.70    | 0.10%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260107                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1376.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A2 144A   | CUSIP: 14687WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      62806 | PA      | $62826.10     | 0.03%             | 2027-12-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY 144A 07/29 VAR                 | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $701441.07    | 0.37%             | 2029-07-14      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 2019-9A LTD                              | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 9A AV 144A    | CUSIP: 03330HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     388505 | PA      | $384858.00    | 0.21%             | 2037-10-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                               | NEXTERA ENERGY CAPITAL COMPANY GUAR 03/30 5.05         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516059.74    | 0.28%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR        | CUSIP: 80281LAW5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $300038.80    | 0.16%             | 2029-09-22      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                             | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95  | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $506986.48    | 0.27%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2                         | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A    | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     418979 | PA      | $419364.29    | 0.22%             | 2038-04-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-155.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-2                               | DRIVE AUTO RECEIVABLES TRUST DRIVE 2024 2 A2           | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21686 | PA      | $21693.49     | 0.01%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2021-1 LTD                                               | PARALLEL LTD PARL 2021 1A AR 144A                      | CUSIP: 69916HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499079.74    | 0.27%             | 2034-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORPORATION 01/26 ZCP                           | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $598978.80    | 0.32%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A                         | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A   | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     259594 | PA      | $251306.05    | 0.13%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2360.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                       | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A2 144A     | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     899965 | PA      | $905985.10    | 0.48%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TESCO PLC SNR SE ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $7685.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-62.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                             | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A           | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500168.94    | 0.27%             | 2034-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $202.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5    | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     300000 | PA      | $305533.06    | 0.16%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4254.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST 2024-1A                         | GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A   | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26742 | PA      | $26755.86     | 0.01%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260303                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $357.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL G18659 FG 09/32 FIXED 3              | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295927 | PA      | $289850.43    | 0.15%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-3               | AMERICAN CREDIT ACCEPTANCE REC ACAR 2025 3 A 144A      | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1121780 | PA      | $1125092.03   | 0.60%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML 01/26 ZCP                     | CUSIP: 00913XAE3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1098266.95   | 0.59%             | 2026-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                            | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     692000 | PA      | $685106.19    | 0.37%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $85.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 B 144A  | CUSIP: 46649JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     468987 | PA      | $460928.36    | 0.25%             | 2035-02-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $510.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                           | FREDDIE MAC FHR 5480 FG                                | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271723 | PA      | $272722.61    | 0.15%             | 2054-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR        | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1708711.94   | 0.91%             | 2028-11-26      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 01/31 VAR         | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103345.48    | 0.06%             | 2031-01-28      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9423.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                    | CARMAX AUTO OWNER TRUST CARMX 2024 3 A3                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $607562.40    | 0.32%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-5804.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-2A                             | LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A     | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     347522 | PA      | $352148.75    | 0.19%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                               | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A       | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     872621 | PA      | $875270.48    | 0.47%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UA27A8 PIMCO SWAPTION 2.5 CALL USD 20260213         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   76600000 | NC      | $1164.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                           | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A1        | CUSIP: 576433UF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43723 | PA      | $43444.79     | 0.02%             | 2034-11-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                    | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A2 144A    | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     450517 | PA      | $452290.95    | 0.24%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875           | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201362.95    | 0.11%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 VAR    | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100786.69    | 0.05%             | 2028-09-18      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   47000000 | NC      | $12332.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR        | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     700000 | PA      | $702435.52    | 0.38%             | 2028-09-12      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/30 1.625                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3989115 | PA      | $4010229.66   | 2.14%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5569                                           | FREDDIE MAC FHR 5569 FB                                | CUSIP: 3137HMMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2823709 | PA      | $2835326.06   | 1.52%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2860000 | PA      | $2973010.07   | 1.59%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2A                          | ONEMAIN FINANCIAL ISSUANCE TRU OMFIT 2020 2A A 144A    | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     383794 | PA      | $377904.05    | 0.20%             | 2035-09-14      | Fixed         | 1.75%                 | 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      | $82513.86     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1 LTD                                                 | BRIGHTSPIRE CAPITAL, INC BRSP 2021 FL1 A 144A          | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      36499 | PA      | $36523.72     | 0.02%             | 2038-08-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                          | FANNIE MAE FNR 2025 4 FB                               | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     408163 | PA      | $409703.37    | 0.22%             | 2053-12-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2006-2                              | MORGAN STANLEY HOME EQUITY LOA MSHEL 2006 2 M1         | CUSIP: 61744CYQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592992 | PA      | $564086.07    | 0.30%             | 2036-02-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1400000 | PA      | $1436816.89   | 0.77%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 01/27 VAR                                 | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $700433.49    | 0.37%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2019-65                                                | FANNIE MAE FNR 2019 65 F                               | CUSIP: 3136B7AX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     341806 | PA      | $337225.35    | 0.18%             | 2059-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 02/26 ZCP                      | CUSIP: 40412DB24<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498129.55    | 0.27%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     200000 | PA      | $197336.54    | 0.11%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3619.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5                               | PAGAYA AI DEBT SELECTION TRUST PAID 2024 5 A 144A      | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122537 | PA      | $123266.99    | 0.07%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1062.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 11/29 VAR                    | CUSIP: 06738EDF9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     850000 | PA      | $854705.91    | 0.46%             | 2029-11-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD COP BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-34820.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4                         | ELLINGTON FINANCIAL MORTGAGE T EFMT 2022 4 A1 144A     | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265888 | PA      | $266360.72    | 0.14%             | 2067-09-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375  | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     400000 | PA      | $403146.57    | 0.22%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                      | L3HARRIS TECH INC SR UNSECURED 01/27 5.4               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1826589.10   | 0.98%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                     | CPS AUTO TRUST CPS 2025 C B 144A                       | CUSIP: 12634SAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $503253.90    | 0.27%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CZK SOLD USD 20260311                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $251.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS ZAR 8.82000 08/02/23-6Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |          1 | NC      | $-40099.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A    | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      74120 | PA      | $74534.76     | 0.04%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                        | SCULPTOR CLO LTD SCUL 27A A1R 144A                     | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $899990.07    | 0.48%             | 2034-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-SCHATZ FUT   MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -8 | NC      | $1354.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596978.44    | 0.32%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                        | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A          | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     485165 | PA      | $486565.44    | 0.26%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1         | GM FINANCIAL SECURITIZED TERM GMCAR 2024 1 A3          | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     248693 | PA      | $250260.95    | 0.13%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                            | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     149000 | PA      | $149011.15    | 0.08%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                           | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199956.95    | 0.11%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   40500000 | NC      | $27398.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4634.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7             | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100842.51    | 0.05%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | OIS MXN TIIE1/7.55000 07/10/25-3Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $-3117.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL AJ7522 FN 01/27 FIXED 3                      | CUSIP: 3138E0LC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24027 | PA      | $23868.23     | 0.01%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -30 | NC      | $30232.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP SR UNSECURED 144A 07/30 VAR           | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $609448.10    | 0.33%             | 2030-07-16      | Floating      | 5.31%                 | 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        |     200000 | PA      | $208670.00    | 0.11%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25   | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     700000 | PA      | $708226.09    | 0.38%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2933.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL QF2389 FR 10/52 FIXED 5.5            | CUSIP: 3133BPUN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23620 | PA      | $24064.55     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750RZR1 PIMCO FXVAN PUT USD KRW 1383.0000000         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -900000 | NC      | $-1459.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-C                     | CPS AUTO TRUST CPS 2025 C A 144A                       | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     354651 | PA      | $355603.65    | 0.19%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| UROPA SECURITIES PLC 2007-1                                       | UROPA SECURITIES PLC UROPA 2007 1 A3A REGS             | CUSIP: G92958AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      75625 | PA      | $101596.24    | 0.05%             | 2040-10-10      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 4 LTD 2023-2A                                      | 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A               | CUSIP: 883932AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $399983.71    | 0.21%             | 2035-04-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CAN 5YR BOND FUT  MAR26 XMOD 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         53 | NC      | $-28686.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8516.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                         | EXPAND ENERGY CORP COMPANY GUAR 144A 04/29 6.75        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201189.86    | 0.11%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                      | ALIMENTATION COUCHE TARD                               | CUSIP: 01626VAL7<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1796091.66   | 0.96%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375  | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200256.05    | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                           | FREDDIE MAC FHR 5565 FB                                | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     492281 | PA      | $496762.02    | 0.27%             | 2055-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS PLN 4.93000 11/04/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $-25012.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                           | SARANAC CLO LTD SRANC 2018 6A A1R 144A                 | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     125592 | PA      | $125662.02    | 0.07%             | 2031-08-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 07/30 5.033         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302423.81    | 0.16%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                            | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A        | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $799455.46    | 0.43%             | 2034-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $78.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4867.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                           | FREDDIE MAC FHR 5517 FE                                | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397145 | PA      | $400563.31    | 0.21%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | NVDA US TRS EQUITY SOFR+75 BOA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-719608.91   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSS 2024-H4 MORTGAGE TRUST                                      | CROSS MORTGAGE TRUST CROSS 2024 H4 A1 144A             | CUSIP: 22758HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     327994 | PA      | $332030.07    | 0.18%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-346.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.29000 03/31/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $37174.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR           | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103245.12    | 0.06%             | 2031-04-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $81.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM1 TRUST                                              | GCAT GCAT 2024 NQM1 A1 144A                            | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270598 | PA      | $272894.94    | 0.15%             | 2059-01-25      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2015-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2015 BA A3 144A       | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     104600 | PA      | $104792.76    | 0.06%             | 2040-07-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-2PL                                           | ACHV ABS TRUST ACHV 2024 2PL A 144A                    | CUSIP: 00092HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130472 | PA      | $131254.08    | 0.07%             | 2031-10-27      | Fixed         | 5.07%                 | 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        |     200000 | PA      | $197047.77    | 0.11%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL SD2605 FR 04/53 FIXED 5.5            | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24127 | PA      | $24604.78     | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A        | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1216424 | PA      | $1221631.05   | 0.65%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                       | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     424686 | PA      | $4169137.66   | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                   | XCEL ENERGY INC SR UNSECURED 12/26 3.35                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596439.83    | 0.32%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-30149.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/30 VAR    | CUSIP: 44891CDT7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $806229.92    | 0.43%             | 2030-03-27      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-8                                   | ANGEL OAK MORTGAGE TRUST AOMT 2024 8 A1 144A           | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     384133 | PA      | $386127.85    | 0.21%             | 2069-05-27      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                                | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A      | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600012.36    | 0.32%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750RZQ3 PIMCO FXVAN PUT USD KRW 1419.0000000         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     900000 | NC      | $5206.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/26 4.375 | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200077.23    | 0.11%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                   | KKR FINANCIAL CLO LTD KKR 42A AR 144A                  | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900675.00    | 0.48%             | 2034-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DAL3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1097543.59   | 0.59%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-39849.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-SJ2                                | TOWD POINT MORTGAGE TRUST TPMT 2021 SJ2 A1A 144A       | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195750 | PA      | $191322.39    | 0.10%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                               | SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A          | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     348656 | PA      | $351212.87    | 0.19%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-15110.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | OIS COP IBR/7.49800 11/25/24-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |          1 | NC      | $37305.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL QG3955 FR 06/53 FIXED 5.5            | CUSIP: 3133C4MC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     805405 | PA      | $818953.86    | 0.44%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                  | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR         | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1507396.83   | 0.81%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6004.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOUTH KOREA GOVT AS BP MYC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-14428.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 10Y BOND FUT MAR26 XSFE 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         37 | NC      | $8459.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2         | GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A3          | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     198541 | PA      | $198907.62    | 0.11%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 03/29 VAR                    | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1507240.52   | 0.81%             | 2029-03-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-87                                         | FANNIE MAE FNR 2015 87 BF                              | CUSIP: 3136AQWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134376 | PA      | $132644.58    | 0.07%             | 2045-12-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN TREASURY DISC BILL BILLS 01/26 0.00000           | CUSIP: ACI30X0D8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53600000 | PA      | $342136.97    | 0.18%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                        | AMETEK INC DISC COML 01/26 ZCP                         | CUSIP: 03111CAC7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1498089.60   | 0.80%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-6748.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001998.00   | 0.54%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 11/27 VAR                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1100000 | PA      | $1082439.92   | 0.58%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A             | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     263912 | PA      | $263897.83    | 0.14%             | 2027-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4480.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                         | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875   | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293318.29    | 0.16%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                     | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A              | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     170590 | PA      | $170672.46    | 0.09%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                             | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR   | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $302127.68    | 0.16%             | 2028-09-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-6                          | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 6 A11 144A   | CUSIP: 161931AP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249511 | PA      | $250192.38    | 0.13%             | 2055-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2021-B                              | COLLEGE AVE STUDENT LOANS CASL 2021 B A1 144A          | CUSIP: 19425AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     747408 | PA      | $738756.56    | 0.39%             | 2052-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $3366.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2021-2 LTD                                     | ROCKFORD TOWER CLO LTD ROCKT 2021 2A A1R 144A          | CUSIP: 77341LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500088.11    | 0.27%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 10/28 VAR                  | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $301630.07    | 0.16%             | 2028-10-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL FS3747 FN 12/52 FIXED VAR                    | CUSIP: 3140XKEV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20014 | PA      | $20376.64     | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $5685.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-9                               | PAGAYA AI DEBT SELECTION TRUST PAID 2024 9 A 144A      | CUSIP: 69546QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     130093 | PA      | $130462.30    | 0.07%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                        | FANNIE MAE FNR 2024 104 FA                             | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245329 | PA      | $246032.49    | 0.13%             | 2055-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 01/26 0.00000                            | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     542000 | PA      | $541792.24    | 0.29%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC SR UNSECURED 144A 03/30 5.022      | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $615946.97    | 0.33%             | 2030-03-21      | Fixed         | 5.02%                 | 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        |     628062 | PA      | $628435.77    | 0.34%             | 2056-08-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-252.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM1                         | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM1 A1 144A       | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166048 | PA      | $167634.38    | 0.09%             | 2065-06-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | MSCI EAFE        MAR26 IFUS 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        648 | NC      | $100945.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2023-46                                         | FANNIE MAE FNR 2023 46 FA                              | CUSIP: 3136BQLF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     719417 | PA      | $723784.07    | 0.39%             | 2053-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 02/26 0.00000     | CUSIP: 313385TN6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     300000 | PA      | $298359.67    | 0.16%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | US TREASURY FRN 01/27 VAR                              | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2999287.56   | 1.60%             | 2027-01-31      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 04/28 VAR                  | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1606968.62   | 0.86%             | 2028-04-13      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                        | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $690941.33    | 0.37%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MORTGAGE HOUSE RMBS OSMIUM SERIES 2024-2                          | MORTGAGE HOUSE CAPITAL MORTGAG MORTH 2024 2 A1L        | CUSIP: ACI2RFRK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     781857 | PA      | $524792.03    | 0.28%             | 2056-03-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -106 | NC      | $97692.14     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                               | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A      | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900016.09    | 0.48%             | 2034-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                           | FREDDIE MAC FHR 5584 DF                                | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     481040 | PA      | $483041.59    | 0.26%             | 2055-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25        | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491068.91    | 0.26%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7647.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                    | TITULOS DE TESORERIA BONDS 04/28 6                     | CUSIP: ACI05MPY0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 2227900000 | PA      | $515836.09    | 0.28%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4638                                           | FREDDIE MAC FHR 4638 FA                                | CUSIP: 3137BTH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58892 | PA      | $58324.88     | 0.03%             | 2040-07-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6                     | SANTANDER DRIVE AUTO RECEIVABL SDART 2023 6 A3         | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175887 | PA      | $176439.52    | 0.09%             | 2028-07-17      | Fixed         | 5.93%                 | 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      | $327604.41    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1221.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2845.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260129                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-15651.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15            | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195888.53    | 0.10%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $127.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENTA CLO 9 DAC                                                   | PENTA CLO S.A. PENTA 2021 9A A 144A                    | CUSIP: ACI1Y3GV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $587575.96    | 0.31%             | 2036-07-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                       | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A                | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800771.66    | 0.43%             | 2035-01-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-5036.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199340.69    | 0.11%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $3580.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL CB4847 FN 10/52 FIXED 5.5                    | CUSIP: 3140QQL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25412 | PA      | $25918.19     | 0.01%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM6 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM6 A1 144A         | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     467032 | PA      | $469601.13    | 0.25%             | 2063-07-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A     | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     147828 | PA      | $141379.67    | 0.08%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                        | SPACE COAST CREDIT UNION SCCU 2025 1A A3 144A          | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $605982.36    | 0.32%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 06/20/24-4Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-41780.24    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-65                                         | FANNIE MAE FNR 2025 65 FH                              | CUSIP: 3136BWW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1175776 | PA      | $1179917.87   | 0.63%             | 2055-08-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A      | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     134860 | PA      | $134716.85    | 0.07%             | 2059-12-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 04/26 4.8             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200046.75    | 0.11%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                         | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     800000 | PA      | $815872.00    | 0.44%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TSLA US TRS EQUITY SOFR+75 BOA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $315182.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/26 4.25   | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     500000 | PA      | $500055.80    | 0.27%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260303                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                      | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR A 144A      | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257542 | PA      | $253988.65    | 0.14%             | 2038-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP      | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $207135.94    | 0.11%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-8090.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT EDUCATION LOAN TRUST 2025-A                               | NAVIENT EDUCATION LOAN TRUST NAVEL 2025 A A 144A       | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     624907 | PA      | $632383.21    | 0.34%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260107                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $44338.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                       | MEX BONOS DESARR FIX RT BONDS 03/28 8.5                | CUSIP: ACI2STC46<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9000000 | PA      | $505799.25    | 0.27%             | 2028-03-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5573                                           | FREDDIE MAC FHR 5573 FB                                | CUSIP: 3137HMSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1692875 | PA      | $1700346.30   | 0.91%             | 2055-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-4               | AMERICAN CREDIT ACCEPTANCE REC ACAR 2024 4 A 144A      | CUSIP: 024945AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61821 | PA      | $61839.65     | 0.03%             | 2028-03-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-2A                                           | REACH FINANCIAL LLC REACH 2025 2A A 144A               | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     444542 | PA      | $446429.33    | 0.24%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                    | TITULOS DE TESORERIA BONDS 08/29 11                    | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1900000000 | PA      | $475520.57    | 0.25%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                   | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/27 3.5      | CUSIP: ACI0W27H1<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |     200000 | PA      | $198356.70    | 0.11%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 06/26 0.00000     | CUSIP: 313385YM2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    2000000 | PA      | $1966458.34   | 1.05%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-120.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     800000 | PA      | $801295.34    | 0.43%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5473                                           | FREDDIE MAC FHR 5473 FA                                | CUSIP: 3137HHFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     614478 | PA      | $615856.85    | 0.33%             | 2054-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIV LTD 2020-24A                                    | SYMPHONY CLO LTD SYMP 2020 24A A1R 144A                | CUSIP: 87167QAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     200000 | PA      | $199969.94    | 0.11%             | 2035-10-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LONG GILT FUTURE  MAR26 IFLL 20260327                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         15 | NC      | $3016.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                               | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     286953 | PA      | $287280.61    | 0.15%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR           | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1493591.12   | 0.80%             | 2028-09-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   32700000 | NC      | $22121.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                          | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF B 144A    | CUSIP: 61691KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226000 | PA      | $222319.73    | 0.12%             | 2034-11-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271KA53<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299843.82    | 0.16%             | 2026-01-05      | 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      | $-70927.51    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL MA5246 FN 01/54 FIXED 5.5                    | CUSIP: 31418EZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23220 | PA      | $23587.92     | 0.01%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        137 | NC      | $41425.13     | 0.02%             |  |  |  | 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      | $285180.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 FX          | CUSIP: 38381NPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2443151 | PA      | $2456371.37   | 1.31%             | 2055-06-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7    | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  465000000 | PA      | $515606.77    | 0.28%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                       | LETRA TESOURO NACIONAL BILLS 04/26 0.00000             | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   20800000 | PA      | $3671833.19   | 1.96%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3         | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     155449 | PA      | $156079.47    | 0.08%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS CLP 4.58000 09/12/25-3Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $-419.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR         | CUSIP: 31300MNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90094 | PA      | $94155.47     | 0.05%             | 2037-09-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS PLN 5.01000 11/05/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $-42041.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 03/31 VAR               | CUSIP: 404280EU9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201556.42    | 0.11%             | 2031-03-03      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 06/20/24-9Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-22303.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                                | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A    | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000501.96   | 0.53%             | 2034-07-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A                | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A         | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $899600.29    | 0.48%             | 2036-10-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 05/32 VAR               | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $232213.60    | 0.12%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/31 VAR        | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202031.11    | 0.11%             | 2031-07-08      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                     | FED HOME LN DISCOUNT NT DISCOUNT NOT 03/26 0.00000     | CUSIP: 313385US3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $991810.00    | 0.53%             | 2026-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N3                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N3 A3 144A   | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501044.10    | 0.27%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $3893.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-1A                         | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 1A A3 144A    | CUSIP: 36267FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     214888 | PA      | $216574.69    | 0.12%             | 2028-10-16      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $272971.31    | 0.15%             | 2031-08-18      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $170.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A    | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     229943 | PA      | $231326.14    | 0.12%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2018 B A2B 144A     | CUSIP: 78449LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     143490 | PA      | $143403.45    | 0.08%             | 2037-01-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2          | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488988 | PA      | $476022.08    | 0.25%             | 2054-07-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2683.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                         | AFFIRM INC AFFRM 2024 X2 A 144A                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32935 | PA      | $32945.16     | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3342                                           | FREDDIE MAC FHR 3342 FT                                | CUSIP: 31397JST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8273 | PA      | $8219.54      | 0.00%             | 2037-07-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-95                                         | FANNIE MAE FNR 2025 95 F                               | CUSIP: 3136BXN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1294108 | PA      | $1296401.95   | 0.69%             | 2053-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 02/27 2.7                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394349.70    | 0.21%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $836.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-755.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2018-GS10                          | GS MORTGAGE SECURITIES TRUST GSMS 2018 GS10 A2         | CUSIP: 36250SAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $693639.80    | 0.37%             | 2051-07-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | OIS COP IBR/8.53000 08/06/25-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |          1 | NC      | $32449.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                           | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 10/30 4.65    | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     700000 | PA      | $705308.56    | 0.38%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1646.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1A 144A     | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     389972 | PA      | $369511.37    | 0.20%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5          | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  430000000 | PA      | $487213.05    | 0.26%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOUTHWEST AIRLINES CO SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $719.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-11047.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2024-A                               | WORLD OMNI SELECT AUTO TRUST WOSAT 2024 A A3           | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $502624.35    | 0.27%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5498                                           | FREDDIE MAC FHR 5498 FC                                | CUSIP: 3137HHWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1369862 | PA      | $1375042.11   | 0.74%             | 2055-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST 2025-INV3                                | OCEANVIEW MORTGAGE TRUST BVINV 2025 3 AF1 144A         | CUSIP: 67648CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653428 | PA      | $655172.22    | 0.35%             | 2055-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US LONG BOND(CBT) MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          7 | NC      | $-9142.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271KAE4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $998531.90    | 0.53%             | 2026-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $15562.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $64.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-5413.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                        | ARES CLO LTD ARES 2017 44A A1RR 144A                   | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800253.51    | 0.43%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-121.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                     | SLM STUDENT LOAN TRUST SLMA 2005 B A4                  | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     623957 | PA      | $609204.77    | 0.33%             | 2039-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 01/26 ZCP                      | CUSIP: 40412DAS8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299121.54    | 0.16%             | 2026-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/31 0.125                            | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     375240 | PA      | $349889.29    | 0.19%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.00000 03/19/25-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $220575.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 25 LTD                                         | NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A          | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $898579.76    | 0.48%             | 2034-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                     | VW CR INC                                              | CUSIP: 91842KAD8<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798874.56    | 0.43%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85            | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102833.16    | 0.05%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                 | FORTIS INC SR UNSECURED 10/26 3.055                    | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $495997.88    | 0.27%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3795.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-C                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 C A2 144A      | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251137 | PA      | $249498.37    | 0.13%             | 2053-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.7340* 09/02/25-7Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $30367.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO XIV DAC 14A                                    | HAYFIN EMERALD CLO HAYEM 14A A 144A                    | CUSIP: ACI2SSWQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $588029.59    | 0.31%             | 2039-01-22      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                | VENTURE CDO LTD VENTR 2019 36A A1AR 144A               | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     113572 | PA      | $113648.65    | 0.06%             | 2032-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO Equity Series VIT

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer