# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007178
**Filing Date:** 2026-5
**Character Count:** 461501
**Document Hash:** 33e82fedcb575d219a9bc02e3ec3c4d4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007178.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007178

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043332

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

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

## Series and Classes Contracts Data

### PIMCO StocksPLUS Fund (Series ID: S000009704)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000026630 | Institutional | PSTKX           |
| C000026632 | A             | PSPAX           |
| C000026634 | C             | PSPCX           |
| C000026636 | R             | PSPRX           |
| C000064152 | I-2           | PSKPX           |
| C000200449 | I-3           | PSTNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO StocksPLUS Fund

- **b. EDGAR series identifier (if any):** S000009704

- **c. LEI of Series:** C0FSZ71JI1IAVNM4U731

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5347729700.21

**Total Liabilities:** $2900610198.83

**Net Assets:** $2447119501.38

**Cash Not Reported:** $56695354.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 294394.997800 | **1-Year:** 307866.979600 | **5-Year:** 158805.708100 | **10-Year:** 796.683100 | **30-Year:** -3385.351800

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

- **3-Month:** 3789.121100 | **1-Year:** 7115.579800 | **5-Year:** 15456.047100 | **10-Year:** 1370.287800 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026632 | 1.45%                | -0.85%               | -5.39%               |
| Class ID C000026634 | 1.47%                | -0.89%               | -5.40%               |
| Class ID C000064152 | 1.51%                | -0.86%               | -5.25%               |
| Class ID C000200449 | 1.43%                | -0.78%               | -5.36%               |
| Class ID C000026636 | 1.43%                | -0.88%               | -5.42%               |
| Class ID C000026630 | 1.49%                | -0.85%               | -5.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-543198.71              | $12321623.23                               |
| Month 2  | $-5375708.30             | $76024.36                                  |
| Month 3  | $1086182.92              | $-23096702.96                              |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SPTR

### 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                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $10272.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-87                                               | FANNIE MAE FNR 2025 87 FC                                 | CUSIP: 3136BXQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15063420 | PA      | $15157205.07   | 0.62%             | 2055-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 07/27 VAR                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1189107.88    | 0.05%             | 2027-07-20      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-4430.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3404                                                        | FREDDIE MAC FHR 3404 AF                                   | CUSIP: 31397PST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131752 | PA      | $132689.69     | 0.01%             | 2038-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2999664.42    | 0.12%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $12523.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 GF                                   | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3965153 | PA      | $3992961.27    | 0.16%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-61663.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                        | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                  | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11610 | PA      | $11022.16      | 0.00%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-5044.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ENERGY TRANSFER LP SR UNSECURED 04/30 5.2                 | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306787.81     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-60853.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-6945.87      | -0.00%            |  |  |  | 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        |    1547000 | PA      | $1543548.70    | 0.06%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $5385.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -978 | NC      | $1099952.86    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-9988.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5580                                                 | FREDDIE MAC FHR 5580 FA                                   | CUSIP: 3137HMXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20514166 | PA      | $20680753.66   | 0.85%             | 2055-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14665.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4623.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                     | NATWEST MARKETS PLC SR UNSECURED 144A 05/29 VAR           | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   10730000 | PA      | $10822875.34   | 0.44%             | 2029-05-17      | Floating      | 4.80%                 | 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        |   12063000 | PA      | $12185044.15   | 0.50%             | 2030-03-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-217578.06    | -0.01%            |  |  |  | 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        |    3368064 | PA      | $3371257.77    | 0.14%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-25                                                      | FANNIE MAE FNR 2003 25 KP                                 | CUSIP: 31393APU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49964 | PA      | $49741.99      | 0.00%             | 2033-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                      | RCKT TRUST RCKTL 2025 1A A 144A                           | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     838226 | PA      | $840063.53     | 0.03%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $6903.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-135720.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $1730.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2083.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1274000 | PA      | $1265240.89    | 0.05%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2 TRUST                                                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1A 144A      | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1161892 | PA      | $983376.21     | 0.04%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A                       | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A      | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     298987 | PA      | $300463.20     | 0.01%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $4007.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE6                                                   | AREIT CRE TRUST AREIT 2022 CRE6 A 144A                    | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    3415132 | PA      | $3414698.66    | 0.14%             | 2037-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A     | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     723371 | PA      | $407090.86     | 0.02%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)             | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375      | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3384000 | PA      | $3372283.37    | 0.14%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-5476.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-OC3                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OC3 1A1         | CUSIP: 021464AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1202549 | PA      | $1139040.26    | 0.05%             | 2046-04-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                           | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05       | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4315256.40    | 0.18%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1        | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25238 | PA      | $24596.73      | 0.00%             | 2045-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 758900 FN 12/33 FLOATING VAR                    | CUSIP: 31403VDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29855 | PA      | $30579.42      | 0.00%             | 2033-12-01      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15               | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1014285.92    | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-C                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1B 144A        | CUSIP: 83207DAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     743327 | PA      | $751497.83     | 0.03%             | 2052-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C11 MORTGAGE TRUST                                            | BMO MORTGAGE TRUST BMO 2025 5C11 A2                       | CUSIP: 096941AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10800000 | PA      | $10979204.40   | 0.45%             | 2058-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-7122.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ARM LOAN TRUST 2005-19XS                                     | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1         | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1065407 | PA      | $1030791.81    | 0.04%             | 2035-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $5792.59       | 0.00%             |  |  |  | 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      | $15901.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS BILLS 10/26 0.00000                 | CUSIP: ACI34TTF7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6600000 | PA      | $375559.84     | 0.02%             | 2026-10-28      | 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      | $-203258.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-74000.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 303469 FN 11/28 FLOATING VAR                    | CUSIP: 31373UCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        708 | PA      | $702.88        | 0.00%             | 2028-11-01      | Floating      | 4.43%                 | 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        |    2200000 | PA      | $2166261.79    | 0.09%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INV 1999-1                                        | STRUCTURED ASSET MORTGAGE INVE SAMI 1999 1 2A             | CUSIP: 86358HGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38761 | PA      | $38001.67      | 0.00%             | 2029-06-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+44 JPM                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-4921069.72   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE INC SR UNSECURED 03/27 2.9                   | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8318000 | PA      | $8195918.13    | 0.33%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-69                                               | FANNIE MAE FNR 2025 69 FD                                 | CUSIP: 3136BWB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20970502 | PA      | $21182838.83   | 0.87%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                     | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF B 144A           | CUSIP: 04410RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7105000 | PA      | $7083795.84    | 0.29%             | 2035-04-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2023-AA                                       | NELNET STUDENT LOAN TRUST NSLT 2023 AA AFL 144A           | CUSIP: 64032PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     466068 | PA      | $476096.16     | 0.02%             | 2041-02-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-1                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 1 A2 144A        | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     672843 | PA      | $674066.21     | 0.03%             | 2032-07-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -17200000 | PA      | $-16965409.54  | -0.69%            | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR            | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5424000 | PA      | $5350429.46    | 0.22%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $16443.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                               | FANNIE MAE FNR 2025 18 FA                                 | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1996417 | PA      | $2008534.78    | 0.08%             | 2053-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3220.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2004-W9                                           | ARGENT SECURITIES INC. ARSI 2004 W9 M1                    | CUSIP: 040104LB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     318562 | PA      | $345650.73     | 0.01%             | 2034-06-26      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                       | BANK HAPOALIM SR UNSECURED 144A REGS 01/33 5              | CUSIP: ACI37Y6L5<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     600000 | PA      | $593072.78     | 0.02%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2021-1A             | BLACKBIRD CAPITAL AIRCRAFT BBIRD 2021 1A A 144A           | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2026799 | PA      | $1923558.75    | 0.08%             | 2046-07-15      | Fixed         | 2.44%                 | 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        |    2125973 | PA      | $2105680.38    | 0.09%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND 2016-43A                                        | DRYDEN SENIOR LOAN FUND DRSLF 2016 43A AR3 144A           | CUSIP: 26245CBQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3503070.59    | 0.14%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-6092.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $18464.71      | 0.00%             |  |  |  | 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        |   13300000 | PA      | $13295669.12   | 0.54%             | 2028-09-12      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 080092 G2 07/27 FLOATING VAR                 | CUSIP: 36225CC61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7282 | PA      | $7278.57       | 0.00%             | 2027-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                               | CANADIAN IMPERIAL BANK SR UNSECURED 01/30 VAR             | CUSIP: 13607QWA6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    9300000 | PA      | $9280219.27    | 0.38%             | 2030-01-29      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-923.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-1PL                                                 | ACHV ABS TRUST ACHV 2024 1PL A 144A                       | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     144167 | PA      | $144643.29     | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GE-WMC MORTGAGE SECURITIES LLC 2005-2                                   | GE WMC MORTGAGE SECURITIES LLC GEWMC 2005 2 A2D           | CUSIP: 367910AV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3879424 | PA      | $3797773.87    | 0.16%             | 2035-12-25      | Floating      | 4.43%                 | 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        |     602758 | PA      | $603897.28     | 0.02%             | 2032-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95          | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200477.77     | 0.01%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $8758.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNPAM-2018-1A                                                           | BNPP IP EURO CLO BNPAM 2018 1A AR 144A                    | CUSIP: ACI1W1J88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     989257 | PA      | $1144854.19    | 0.05%             | 2031-04-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR            | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2697406.76    | 0.11%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-5                                        | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A            | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7679887 | PA      | $7618949.42    | 0.31%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 04/26 0.00000                               | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     113000 | PA      | $112692.74     | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LIMITED                                                     | EMAAR SUKUK LTD SR UNSECURED REGS 09/26 3.635             | CUSIP: ACI0PQ4Q9<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |    4200000 | PA      | $4161767.40    | 0.17%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                      | QATARENERGY LNG S3 SR SECURED REGS 09/27 6.332            | CUSIP: M8222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    1444850 | PA      | $1443556.18    | 0.06%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| POLARIS 2026-1 PLC 2026-1A                                              | POLARIS PLRS 2026 1A A 144A                               | CUSIP: ACI38C327<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    8999840 | PA      | $11884165.86   | 0.49%             | 2070-06-27      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $111543.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 AF                                   | CUSIP: 3137HJ7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2165085 | PA      | $2169218.11    | 0.09%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2103.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-2                                      | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A3               | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     810444 | PA      | $811027.16     | 0.03%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $91.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                         | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/29 4.2      | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1963174.16    | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-6 LLC                                                         | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 6 A1 144A        | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2603469 | PA      | $2599826.33    | 0.11%             | 2028-08-25      | Variable      | 5.77%                 | 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        |    6000000 | NC      | $6356.40       | 0.00%             |  |  |  | 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        |    2500000 | PA      | $2455208.50    | 0.10%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10187.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002 AR2                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR2 A            | CUSIP: 929227LE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50380 | PA      | $49302.46      | 0.00%             | 2034-02-27      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR               | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350487.38     | 0.01%             | 2027-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DEUTSCHE BANK REPO REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    5100000 | PA      | $5100000.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                               | FANNIE MAE FNR 2025 54 FM                                 | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     935180 | PA      | $940648.39     | 0.04%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                    | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4             | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400039.02     | 0.02%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL 847415 FH 06/35 FLOATING VAR            | CUSIP: 3128JRGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61291 | PA      | $63515.67      | 0.00%             | 2035-06-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| GCAT LLC 2019-RPL1                                                      | GCAT GCAT 2019 RPL1 A1 144A                               | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2831883 | PA      | $2768680.98    | 0.11%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 TRUST                                                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A1 144A       | CUSIP: 12654PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1713513 | PA      | $1686451.46    | 0.07%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                   | GENUINE PTS CO DISC COML PAPER                            | CUSIP: 37255GDP0<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2393470.56    | 0.10%             | 2026-04-23      | None          | 0.00%                 | 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      | $53187.14      | 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      | $-3188.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LONG GILT FUTURE  JUN26 IFLL 20260626                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        211 | NC      | $-1318303.01   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                                   | SYMPHONY CLO LTD SYMP 2021 29A AR 144A                    | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7800000 | PA      | $7790250.55    | 0.32%             | 2035-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                    | BOSTON PPTYS LTD PARTNERSHIP D                            | CUSIP: 10113CDT0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $24126177.90   | 0.99%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                        | DEUTSCHE BANK NY 01/29 VAR                                | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9350000 | PA      | $9392364.57    | 0.38%             | 2029-01-10      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                                | FANNIE MAE FNR 2025 1 FD                                  | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1442068 | PA      | $1454789.23    | 0.06%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL20 LLC               | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL20 A 144A       | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1051240.60    | 0.04%             | 2043-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-640.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                               | CUSIP: 71855BDE9<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   18600000 | PA      | $18570877.98   | 0.76%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                               | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75         | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $383918.37     | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $16889.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR              | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7659009.18    | 0.31%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -22911410 | PA      | $-22916285.36  | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $192.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL C91175 FG 05/28 FIXED 5                 | CUSIP: 3128P7JU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        810 | PA      | $812.44        | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD 2021-2A                                               | TRIMARAN CAVU LTD CAVU 2021 2A AR 144A                    | CUSIP: 89624UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1199753.50    | 0.05%             | 2034-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 3 DAC 3A                                              | TORO EUROPEAN CLO TCLO 3A ARRE 144A                       | CUSIP: ACI37Y6D3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155720.19    | 0.05%             | 2034-07-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-53529.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-91073.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2A LTD                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 2A A1R 144A     | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $499427.97     | 0.02%             | 2033-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                          | REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125             | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1700000 | PA      | $1674500.00    | 0.07%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-67129.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1617425.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $63973.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $91270.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-65                                                      | FANNIE MAE FNR 2007 65 KF                                 | CUSIP: 31396WLX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30181 | PA      | $29904.89      | 0.00%             | 2037-07-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 536234 FN 05/30 FIXED 8                         | CUSIP: 31384WV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1360 | PA      | $1379.19       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6753.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CRNCL-2019-11A                                                          | CAIRN CLO BV CRNCL 2019 11A AR 144A                       | CUSIP: ACI34RX33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3600000 | PA      | $4158793.43    | 0.17%             | 2040-01-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-12893.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                                 | FREDDIE MAC FHR 5410 FB                                   | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5426913 | PA      | $5487316.02    | 0.22%             | 2054-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS BILLS 05/26 0.00000                 | CUSIP: ACI2XB1Q2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5400000 | PA      | $316757.04     | 0.01%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-12478.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $3688.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $255214.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1777.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $13937.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY LTD 2025-FL3                                    | ACRES PLC ACRES 2025 FL3 A 144A                           | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    7200000 | PA      | $7225864.56    | 0.30%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ACRA TRUST 2024-NQM1                                                    | ACRA TRUST 2024 NQM1 ACRA 2024 NQM1 A1 144A               | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1913544 | PA      | $1919820.45    | 0.08%             | 2064-10-25      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8659.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/18/24-2Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-39470.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65          | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1549228.16    | 0.06%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICA TREASURY BILL 7.93  13.05.2026               | CUSIP: ACI2X3D53<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   32600000 | PA      | $1914573.95    | 0.08%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2005-75                                                      | FANNIE MAE FNR 2005 75 AF                                 | CUSIP: 31394FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58621 | PA      | $58158.40      | 0.00%             | 2035-09-25      | Floating      | 4.18%                 | 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        |    5300000 | PA      | $5320007.39    | 0.22%             | 2028-10-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-929.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                            | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A          | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7500000 | PA      | $7503045.98    | 0.31%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CONSTELLATION ENERGY                                      | CUSIP: 21038QDU5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $14349958.56   | 0.59%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 041732 FN 02/27 FLOATING VAR                    | CUSIP: 31361ULM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $25.28         | 0.00%             | 2027-02-01      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SECURED 144A 01/30 5.38             | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     600000 | PA      | $601448.15     | 0.02%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A B 144A       | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8100000 | PA      | $8137076.13    | 0.33%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $4748.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECUR CORP 2004-23XS                                   | STRUCTURED ASSET SECURITIES CO SASC 2004 23XS M1          | CUSIP: 86359BU74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     994120 | PA      | $1039400.35    | 0.04%             | 2035-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4946.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A       | CUSIP: ACI2Q3MV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     934244 | PA      | $1081033.01    | 0.04%             | 2034-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $156647.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $125364.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                          | SALESFORCE INC SR UNSECURED 03/29 4.65                    | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1603565.20    | 0.07%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $385.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-5                                            | LEHMAN MORTGAGE TRUST LMT 2007 5 4A2                      | CUSIP: 52521RBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     484285 | PA      | $299431.60     | 0.01%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1407.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | S+P500 EMINI FUT  JUN26 XCME 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       2034 | NC      | $-7969764.26   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1662.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $36755.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-109                                              | FANNIE MAE FNR 2010 109 N                                 | CUSIP: 31398NRZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     334101 | PA      | $320610.45     | 0.01%             | 2040-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62          | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     240000 | PA      | $240208.33     | 0.01%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM            | CUSIP: 38376RRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        198 | PA      | $198.66        | 0.00%             | 2066-02-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-7A LLC                        | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A A 144A       | CUSIP: 05377RHL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4584771.90    | 0.19%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $183986.23     | 0.01%             |  |  |  | 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        |     708828 | PA      | $711693.81     | 0.03%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 086654 FN 08/29 FLOATING VAR                    | CUSIP: 31363EH73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        176 | PA      | $177.57        | 0.00%             | 2029-08-01      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD 2025-3A                           | PALMER SQUARE LOAN FUNDING LTD PSTAT 2025 3A A1 144A      | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     550000 | PA      | $550231.18     | 0.02%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $663524.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 064730 FN 11/27 FLOATING VAR                    | CUSIP: 31362L4P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        446 | PA      | $443.44        | 0.00%             | 2027-11-01      | Floating      | 4.50%                 | 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        |     500000 | PA      | $500537.04     | 0.02%             | 2028-09-18      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                    | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125        | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2832947.40    | 0.12%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                       | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A            | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3800000 | PA      | $3800839.88    | 0.16%             | 2034-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-56623.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/31 4.85       | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790304.70     | 0.03%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $872.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOUR CLO XIII DAC 13A                                                 | ARBOUR CLO ARBR 13A AR 144A                               | CUSIP: ACI38J3K2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1152368.80    | 0.05%             | 2038-08-15      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8022.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                        | AQUA FINANCE TRUST AQFIT 2025 B A 144A                    | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4888472 | PA      | $4914082.50    | 0.20%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                  | SAMMONS FINANCIAL GLOBAL SECURED 144A 06/30 4.95          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200302.74     | 0.01%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2996.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL C01615 FG 08/33 FIXED 6                 | CUSIP: 31292HYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2359 | PA      | $2411.85       | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | 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        |   10000000 | PA      | $10101172.30   | 0.41%             | 2030-03-27      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2346.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-205.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+36 *BULLET* GST                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-5778952.48   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2021-2 DAC 21-2A                                       | CARLYLE EURO CLO CGMSE 2021 2A A1 144A                    | CUSIP: ACI20V184<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155437.12    | 0.05%             | 2035-10-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A        | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     197024 | PA      | $197469.30     | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                           | UNICREDIT SPA REGS 06/27 VAR                              | CUSIP: ACI1Y1WH1<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    3735000 | PA      | $3717842.12    | 0.15%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+21 *BULLET* GST                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-8131060.91   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL DJ9049 G2 06/55 FIXED 7                      | CUSIP: 3618KWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     382173 | PA      | $389346.02     | 0.02%             | 2055-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-3                                       | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 3 A 144A             | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     444546 | PA      | $444910.82     | 0.02%             | 2028-11-15      | Fixed         | 4.88%                 | 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        |    3092959 | PA      | $3102043.18    | 0.13%             | 2055-07-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                               | CUSIP: 71855BDQ2<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6881439.69    | 0.28%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260409                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7811.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $711.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-111                                                     | FANNIE MAE FNR 2009 111 FC                                | CUSIP: 31398GQS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15736 | PA      | $15802.34      | 0.00%             | 2038-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL G04614 FG 02/34 FIXED 6                 | CUSIP: 3128M6N79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74911 | PA      | $76797.27      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                        | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A             | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2649479 | PA      | $2603418.36    | 0.11%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   24700000 | NC      | $16640.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-87685.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | LEIDOS INC                                                | CUSIP: 52533BDP4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1496016.60    | 0.06%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 008865 G2 05/26 FLOATING VAR                 | CUSIP: 36202KZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         96 | PA      | $96.05         | 0.00%             | 2026-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                                 | FREDDIE MAC FHR 5557 FM                                   | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1216763 | PA      | $1223868.88    | 0.05%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4835.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $84655.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 04/28 VAR                     | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7126552.23    | 0.29%             | 2028-04-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394941.07     | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C7 MORTGAGE TRUST                                             | BMO MORTGAGE TRUST BMO 2024 5C7 A2                        | CUSIP: 09660WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2633454.20    | 0.11%             | 2057-11-15      | Fixed         | 5.09%                 | 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        |    3609250 | PA      | $3419724.76    | 0.14%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A3 144A        | CUSIP: 39571XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2023580.40    | 0.08%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                              | PACIFICORP 1ST MORTGAGE 03/29 4.25                        | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296688.94     | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-157.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $132296.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3271                                                        | FREDDIE MAC FHR 3271 FP                                   | CUSIP: 31397FFP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1050 | PA      | $1037.97       | 0.00%             | 2037-02-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $34514.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-589.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-59596.55     | -0.00%            |  |  |  | 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      | $924815.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-33573.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-104                                              | FANNIE MAE FNR 2024 104 FA                                | CUSIP: 3136BUEQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2903899 | PA      | $2917712.44    | 0.12%             | 2055-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3979.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3414 FN 07/48 FIXED 3.5                       | CUSIP: 31418CYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     511409 | PA      | $476992.71     | 0.02%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  159000000 | PA      | $161843346.12  | 6.61%             | 2056-06-11      | Fixed         | 6.00%                 | 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        |    3167970 | PA      | $3183167.54    | 0.13%             | 2055-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST 2004-CL1                                           | PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2                   | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7516 | PA      | $7130.10       | 0.00%             | 2034-02-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7929.52      | -0.00%            |  |  |  | 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        |  674000000 | NC      | $714035.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $72572.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                              | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDH7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $16768276.56   | 0.69%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14350.16      | 0.00%             |  |  |  | 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        |    2701617 | PA      | $2708860.25    | 0.11%             | 2055-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-2A                                             | AFFIRM MASTER TRUST AFRMT 2025 2A A 144A                  | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8600000 | PA      | $8629107.56    | 0.35%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| POST CLO 2022-1 LTD                                                     | POST CLO LTD POST 2022 1A AR 144A                         | CUSIP: 73742YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1300287.46    | 0.05%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $59540.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | AUST 3YR BOND FUT JUN26 XSFE 20260615                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       2062 | NC      | $-567735.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 544861 FN 12/36 FLOATING VAR                    | CUSIP: 31385HJE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7948 | PA      | $8049.76       | 0.00%             | 2036-12-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-184306.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3906.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-8457.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                    | GENERAL MOTORS FINL CO SR UNSECURED 04/28 VAR             | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     550000 | PA      | $552076.17     | 0.02%             | 2028-04-04      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOLDEN BAR SECURITISATION SRL 2025-1 25-1                               | GOLDEN BAR SECURITISATION GOLDB 2025 1 A2 REGS            | CUSIP: ACI2XLRC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    1547139 | PA      | $1793186.00    | 0.07%             | 2044-12-20      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2021-RPL4                                                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL4 A1 144A       | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1492315 | PA      | $1488187.80    | 0.06%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBOIA7 PIMCO SWAPTION 3.0 CALL USD 20260728            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  430200000 | NC      | $272961.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | ATHENE GLOBAL FUNDING SR SECURED 144A 08/26 4.86          | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1402372.75    | 0.06%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9                     | BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A3         | CUSIP: 07389MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     815000 | PA      | $776377.72     | 0.03%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F             | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     976088 | PA      | $984220.63     | 0.04%             | 2075-10-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8986.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                            | BECTON DICKINSON+CO.                                      | CUSIP: 07588MD86<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $28474888.65   | 1.16%             | 2026-04-08      | None          | 0.00%                 | 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        |    7643120 | PA      | $7556461.77    | 0.31%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-117934.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-274518.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR                | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $6903926.73    | 0.28%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |  -11205249 | NC      | $-8952.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1597932.72    | 0.07%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+42 *BULLET* GST                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-448481.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $106.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $150720.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 062687 FN 04/28 FLOATING VAR                    | CUSIP: 31362JUL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $90.16         | 0.00%             | 2028-04-01      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                           | UNICREDIT SPA 144A 06/27 VAR                              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    3804000 | PA      | $3786525.15    | 0.15%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FK            | CUSIP: 38376RRL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200594 | PA      | $201860.77     | 0.01%             | 2066-03-20      | Floating      | 4.78%                 | 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        |   23300000 | PA      | $23188691.01   | 0.95%             | 2028-09-18      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD 2022-1A                                        | UNITY PEACE PARK CLO, LTD. UNPPK 2022 1A A1R 144A         | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2100000 | PA      | $2100589.47    | 0.09%             | 2035-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-690.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-59                                     | FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1               | CUSIP: 31394PPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     269048 | PA      | $274180.28     | 0.01%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                      | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A           | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     771487 | PA      | $785767.14     | 0.03%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $732.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS               | CUSIP: ACI355B18<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   20100000 | PA      | $1138880.22    | 0.05%             | 2026-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                                 | FREDDIE MAC FHR 5565 FA                                   | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3744498 | PA      | $3773175.27    | 0.15%             | 2055-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65               | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393810.37     | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC                                                      | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL7 A1 144A     | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2522660 | PA      | $2529338.39    | 0.10%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR            | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5295861.46    | 0.22%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                      | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 4A1           | CUSIP: 07384MZV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110292 | PA      | $107089.51     | 0.00%             | 2034-01-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                         | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75              | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $812884.50     | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                              | BMO 2022 C1 MORTGAGE TRUST BMO 2022 C1 111A 144A          | CUSIP: 05609MCJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5737000 | PA      | $5433789.80    | 0.22%             | 2055-02-17      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $676.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/27 VAR       | CUSIP: 44891CCW1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3524194.21    | 0.14%             | 2027-01-08      | Floating      | 5.17%                 | 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        |   46892817 | PA      | $47377490.84   | 1.94%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -2494751 | NC      | $-2202.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-8679.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VD18<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    6700000 | PA      | $6699252.28    | 0.27%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $13861.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                         | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR           | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   21015000 | PA      | $20671337.71   | 0.84%             | 2028-01-11      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-17203.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-85992.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR            | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4614534.07    | 0.19%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                        | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A             | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1174640 | PA      | $1130475.85    | 0.05%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2026 A A1B 144A        | CUSIP: 78451MAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8200000 | PA      | $8213128.20    | 0.34%             | 2053-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4390000 | PA      | $4358036.81    | 0.18%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-62683.05     | -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        |    8820000 | PA      | $8858570.04    | 0.36%             | 2029-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-4A LLC                                                        | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A1 144A        | CUSIP: 76089MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     518718 | PA      | $518843.17     | 0.02%             | 2026-07-27      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3355                                                        | FREDDIE MAC FHR 3355 BF                                   | CUSIP: 31397KC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     539974 | PA      | $540821.96     | 0.02%             | 2037-08-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-496689.55    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-1A                                   | LENDBUZZ SECURITIZATION TRUST LBZZ 2025 1A A2 144A        | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     643807 | PA      | $645465.90     | 0.03%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ACORE ISSUER, LLC 26-FL1                                                | ACORE ISSUER, LLC ACORE 2026 FL1 A 144A                   | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4697119.37    | 0.19%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2005-15                                          | GSAA HOME EQUITY TRUST GSAA 2005 15 2A2                   | CUSIP: 362341D71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690663 | PA      | $215130.90     | 0.01%             | 2036-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-5421.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7                             | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A4           | CUSIP: 320277AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12141200 | PA      | $10818755.00   | 0.44%             | 2036-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                         | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 5 A1 144A        | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3602162 | PA      | $3597357.99    | 0.15%             | 2030-07-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P2                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A4 144A      | CUSIP: 14686TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2730332.34    | 0.11%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 534064 FN 03/30 FIXED 8                         | CUSIP: 31384UJH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        993 | PA      | $1004.32       | 0.00%             | 2030-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $9026.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $66700.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FE            | CUSIP: 38376RRG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72584 | PA      | $73130.29      | 0.00%             | 2066-03-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                       | VERUS SECURITIZATION TRUST VERUS 2025 6 A1 144A           | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4847797 | PA      | $4867918.02    | 0.20%             | 2070-07-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2014.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENPOINT MTGE FUNDING TR 2005-AR5                                     | GREENPOINT MORTGAGE FUNDING TR GPMF 2005 AR5 1A1          | CUSIP: 39538WEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67126 | PA      | $64845.34      | 0.00%             | 2045-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US) INC                                                       | ENBRIDGE (US) INC                                         | CUSIP: 29251VDD5<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14479114.20   | 0.59%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL G04618 FG 07/33 FIXED 6                 | CUSIP: 3128M6PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1064 | PA      | $1104.37       | 0.00%             | 2033-07-01      | Fixed         | 6.00%                 | 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      | $508762.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $98738.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXX DAC 30A                                      | CORDATUS CLO PLC CORDA 30A AR 144A                        | CUSIP: ACI354435<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7400000 | PA      | $8548208.41    | 0.35%             | 2037-05-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                        | SKANDINAVISKA ENSKILDA 144A 09/30 VAR                     | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    4800000 | PA      | $4805472.19    | 0.20%             | 2030-09-03      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3808.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1.95          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | MORGAN STANLEY SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $15845.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1813.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-6                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 6 A2 144A        | CUSIP: 69549BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2999724 | PA      | $2990202.40    | 0.12%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-2176.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL, INC 26-FL3                                         | BRIGHTSPIRE CAPITAL  INC BRSP 2026 FL3 A 144A             | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1097988.72    | 0.04%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4231.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-9541.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R3                                      | VERUS SECURITIZATION TRUST VERUS 2021 R3 A2 144A          | CUSIP: 92538EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     111474 | PA      | $106647.16     | 0.00%             | 2064-04-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-46379.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 5YR NOTE (CBT) JUN26 XCBT 20260630                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1141 | NC      | $403253.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NOK SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $6056.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                          | CARMAX AUTO OWNER TRUST CARMX 2025 3 A3                   | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10600000 | PA      | $10630634.00   | 0.43%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F+G GLOBAL FUNDING SECURED 144A 04/27 2.3                 | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    9725000 | PA      | $9486092.05    | 0.39%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                | HYATT HOTELS CORP SR UNSECURED 01/27 5.75                 | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    9596000 | PA      | $9681920.66    | 0.40%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-244820.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $352.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA            | CUSIP: 38385GQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17219991 | PA      | $17353349.14   | 0.71%             | 2055-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3891                                                        | FREDDIE MAC FHR 3891 BF                                   | CUSIP: 3137ADTZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378842 | PA      | $377090.24     | 0.02%             | 2041-07-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H32 FA            | CUSIP: 38376RMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     478451 | PA      | $479892.16     | 0.02%             | 2065-12-20      | Floating      | 4.53%                 | 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        |    3700000 | PA      | $3703156.54    | 0.15%             | 2029-09-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                    | GENERAL MOTORS FINL CO SR UNSECURED 05/27 VAR             | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301801.08     | 0.01%             | 2027-05-08      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $46542.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-72462.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5571                                                 | FREDDIE MAC FHR 5571 FB                                   | CUSIP: 3137HMEF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5050903 | PA      | $5101654.76    | 0.21%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-589.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2025-1A                                     | FCCU AUTO RECEIVABLES TRUST FCCU 2025 1A A2 144A          | CUSIP: 31424YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3879436 | PA      | $3888527.19    | 0.16%             | 2029-01-16      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-1 LTD                                           | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A             | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $850425.00     | 0.03%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $1503.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                             | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1344721.02    | 0.05%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-70433.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3971.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1                   | FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2024 1 A2 144A        | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309004 | PA      | $309703.15     | 0.01%             | 2029-01-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | EXTRA SPACE STORAGE LP                                    | CUSIP: 30227QDN3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4788114.72    | 0.20%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                               | FANNIE MAE FNR 2025 18 FM                                 | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3282322 | PA      | $3295635.56    | 0.13%             | 2054-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $10.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                      | VICI PROPERTIES LP SR UNSECURED 04/28 4.75                | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800964.77     | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2023-AA                                       | NELNET STUDENT LOAN TRUST NSLT 2023 AA AFX 144A           | CUSIP: 64032PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     466068 | PA      | $482121.54     | 0.02%             | 2041-02-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BJ3996 FN 02/48 FIXED 3.5                       | CUSIP: 3140H5NN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95874 | PA      | $89423.86      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO V LTD                                                        | ROMARK CLO LTD RMRK 2021 5A AR 144A                       | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8900000 | PA      | $8894371.73    | 0.36%             | 2035-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $11363.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-4A LLC                                                        | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2025 4A A2 144A        | CUSIP: 76089MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $3310981.08    | 0.14%             | 2034-04-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                            | SYNOPSYS INC SR UNSECURED 04/27 4.55                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3102822.33    | 0.13%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO KSCC                                            | EQUATE PETROCHEMICAL CO COMPANY GUAR REGS 11/26 4.25      | CUSIP: N30420AA6<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    1500000 | PA      | $1485489.60    | 0.06%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1               | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68506 | PA      | $61984.57      | 0.00%             | 2036-10-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                 | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/26 6        | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9995208.60    | 0.41%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                               | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31208000 | PA      | $30927791.17   | 1.26%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $17513.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                     | CONSTELLATION ENERGY                                      | CUSIP: 21038QDQ4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   23200000 | PA      | $23131265.36   | 0.95%             | 2026-04-24      | None          | 0.00%                 | 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        |   19876000 | PA      | $19953274.31   | 0.82%             | 2027-07-15      | Fixed         | 5.38%                 | 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        |    1591311 | PA      | $1603065.28    | 0.07%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                         | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55580 | PA      | $29099.61      | 0.00%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875              | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2606898.84    | 0.11%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A10                                    | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A10 A            | CUSIP: 59020UZ65<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38162 | PA      | $37839.19      | 0.00%             | 2036-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $12875.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $36394.55      | 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      | $-3111.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+61 *BULLET* CIB                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $1977087.83    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP 2002-P1A            | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 P1A A 144A       | CUSIP: 22540VK43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23300 | PA      | $22673.28      | 0.00%             | 2032-03-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $68.74         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GENERAL ELECTRIC COMPANY SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2142.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CGMS-2021-9A                                                            | CARLYLE GLOBAL MARKET STRATEGI CGMS 2021 9A AR 144A       | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000040.00    | 0.04%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                         | AVON FINANCE AVON 4A A 144A                               | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    5237557 | PA      | $6938000.91    | 0.28%             | 2049-12-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-476812.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | AUST 10Y BOND FUT JUN26 XSFE 20260615                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        360 | NC      | $-166809.46    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                                        | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1700197.85    | 0.07%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -163454770 | PA      | $-163540810.82 | -6.68%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3           | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100550 | PA      | $1108014.38    | 0.05%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX ITRAXX XOV44 5Y 35-100% SP MYC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $44026.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-7167.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17                                 | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1          | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33095 | PA      | $32722.56      | 0.00%             | 2032-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-35680.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL G08789 FG 11/47 FIXED 4                 | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     293209 | PA      | $282098.49     | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP (AKA: ELEMENT FINANCIAL CORP)             | ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 03/27 5.643    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    1715000 | PA      | $1729524.01    | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2003-8                      | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 8 1A1           | CUSIP: 07384MZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3796 | PA      | $3768.52       | 0.00%             | 2034-01-25      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-15648.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-425.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 795297 FN 07/44 FLOATING VAR                    | CUSIP: 31405PRS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7289 | PA      | $7305.39       | 0.00%             | 2044-07-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $30262.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5607                                                 | FREDDIE MAC FHR 5607 FA                                   | CUSIP: 3137HNZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2590359 | PA      | $2599612.10    | 0.11%             | 2055-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                        | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR           | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1803435.10    | 0.07%             | 2027-09-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $58268.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-R1                                      | VERUS SECURITIZATION TRUST VERUS 2025 R1 A1 144A          | CUSIP: 92541AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4145291 | PA      | $4158496.89    | 0.17%             | 2065-05-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-6681.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2258.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10740.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-86.66        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                          | ELECTRICITE DE FRANCE SA                                  | CUSIP: 28504HD19<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   17800000 | PA      | $17798059.80   | 0.73%             | 2026-04-01      | None          | 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        |    3400000 | PA      | $3407456.54    | 0.14%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 25-3A                                 | GLS AUTO SELECT RECEIVABLES TR GSAR 2025 3A A2 144A       | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1723004 | PA      | $1725273.66    | 0.07%             | 2030-10-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A3 144A       | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1315568.54    | 0.05%             | 2060-06-25      | Fixed         | 5.02%                 | 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      | $123400.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5712.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                                | FANNIE MAE FNR 2025 6 FA                                  | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2764240 | PA      | $2791616.79    | 0.11%             | 2055-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | GLENCORE FUNDING LLC                                      | CUSIP: 37790BE49<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   33500000 | PA      | $33373001.50   | 1.36%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1882.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 B A3             | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1216185 | PA      | $1222175.91    | 0.05%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-218.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 844532 FN 11/35 FLOATING VAR                    | CUSIP: 31407YHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20566 | PA      | $20893.74      | 0.00%             | 2035-11-01      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BANK OF AMERICA CORPORATION SNR S* ICE                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $32495.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-111282.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8704.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                      | CONAGRA BRANDS INC SR UNSECURED 08/30 5                   | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     700000 | PA      | $698896.94     | 0.03%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-4                                       | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 4 1A1           | CUSIP: 542514HN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40494 | PA      | $39669.39      | 0.00%             | 2034-10-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $9930.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA5446 FN 08/54 FIXED 6.5                       | CUSIP: 31418FBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     364747 | PA      | $377345.78     | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2843.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20270127                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $162730.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVAL CLO III LTD                                                      | CARVAL CLO LTD CARVL 2019 2A AR2 144A                     | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6584679 | PA      | $6580490.37    | 0.27%             | 2032-07-20      | Floating      | 4.66%                 | 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        |    5680000 | PA      | $5844324.96    | 0.24%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                             | PNC BANK NA SR UNSECURED 07/28 VAR                        | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325581.81     | 0.01%             | 2028-07-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                        | PROJECT CASHMERE CLASS A1 144A                            | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   20900000 | PA      | $14419958.88   | 0.59%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| BOEING CO/THE                                                           | BOEING CO/THE SR UNSECURED 05/27 6.259                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     600000 | PA      | $610528.06     | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A        | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1550029 | PA      | $1563026.58    | 0.06%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER                                   | CUSIP: 40412DDP1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9274580.31    | 0.38%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $6417.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+34 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-14542666.95  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.75000 06/15/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $730837.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+55 RBC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1456977.18   | -0.06%            |  |  |  | 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        |    5286013 | PA      | $5315434.66    | 0.22%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-SCHATZ FUT   JUN26 XEUR 20260608                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -183 | NC      | $215099.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5569                                                 | FREDDIE MAC FHR 5569 FB                                   | CUSIP: 3137HMMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33129491 | PA      | $33446506.69   | 1.37%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO X BV 10A                                              | ARES EUROPEAN CLO ARESE 10A AR 144A                       | CUSIP: ACI1Y2RR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     137620 | PA      | $159230.19     | 0.01%             | 2031-10-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2024-1                                | JP MORGAN SEASONED MORTGAGE TR JPSMT 2024 1 A3 144A       | CUSIP: 61777HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3492614 | PA      | $3356317.79    | 0.14%             | 2063-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                             | STATE OF ISRAEL SR UNSECURED REGS 01/27 1.5               | CUSIP: ACI0RXDH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    8500000 | PA      | $9680794.62    | 0.40%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                        | LINCOLN FIN GLBL FUNDING SECURED 144A 01/30 5.3           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406096.20     | 0.02%             | 2030-01-13      | Fixed         | 5.30%                 | 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        |   10252381 | PA      | $10278464.21   | 0.42%             | 2055-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-10204.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-26689.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-14404.91     | -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      | $-456477.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5505                                                 | FREDDIE MAC FHR 5505 AF                                   | CUSIP: 3137HJ6H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     968602 | PA      | $957496.78     | 0.04%             | 2050-03-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 067698 FN 11/28 FLOATING VAR                    | CUSIP: 31362QGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        835 | PA      | $831.23        | 0.00%             | 2028-11-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $135.03        | 0.00%             |  |  |  | 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        |    2900000 | PA      | $2877090.00    | 0.12%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARCAN-2A                                                                | ARCANO EURO CLO ARCAN 2A B 144A                           | CUSIP: ACI2YDL36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     500000 | PA      | $578559.50     | 0.02%             | 2039-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A         | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296572 | PA      | $210009.43     | 0.01%             | 2045-07-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS BILLS 01/27 0.00000                 | CUSIP: ACI3892M1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   53100000 | PA      | $2973568.62    | 0.12%             | 2027-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 TRUST                                                    | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM1 A1 144A     | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1007490 | PA      | $1013826.99    | 0.04%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                                      | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 M1          | CUSIP: 40430HFN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314067 | PA      | $308396.28     | 0.01%             | 2036-02-25      | Floating      | 4.29%                 | 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        |    6395336 | PA      | $6427605.22    | 0.26%             | 2055-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3442 FN 08/48 FIXED 3.5                       | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241633 | PA      | $224475.68     | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                 | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR      | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8417771.63    | 0.34%             | 2027-03-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                                     | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                  | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7700000 | PA      | $7704322.24    | 0.31%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-67221.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $37424.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-300.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                                 | FREDDIE MAC FHR 5499 FH                                   | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1832572 | PA      | $1848188.23    | 0.08%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2522.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -29475407 | PA      | $-29573172.50  | -1.21%            | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-333.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4751.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                 | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/28 VAR        | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1501245.84    | 0.06%             | 2028-01-13      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $103757.28     | 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      | $-195955.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5593                                                 | FREDDIE MAC FHR 5593 FB                                   | CUSIP: 3137HNV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2363725 | PA      | $2377005.15    | 0.10%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                 | BLACK HILLS CORP SR UNSECURED 01/27 3.15                  | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992190.31     | 0.04%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-318.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 39A LTD                                                             | LCM LTD PARTNERSHIP LCM 39A A1R2 144A                     | CUSIP: 50204NBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1000150.28    | 0.04%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-6902.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-6043.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $22083.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GENERAL ELECTRIC COMPANY SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4897.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5510                                                 | FREDDIE MAC FHR 5510 FM                                   | CUSIP: 3137HJMT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11826666 | PA      | $11912136.02   | 0.49%             | 2055-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-63                                                      | FANNIE MAE FNR 2007 63 FC                                 | CUSIP: 31396WTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13617 | PA      | $13479.16      | 0.00%             | 2037-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDA1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7791250.74    | 0.32%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-67.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260819                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-6291.26      | -0.00%            |  |  |  | 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        |    1080000 | PA      | $1065389.01    | 0.04%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                             | TRINITY SQUARE TRINI 2021 1A AR 144A                      | CUSIP: ACI2NNG08<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1847926 | PA      | $2447256.63    | 0.10%             | 2059-07-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2001-1                                       | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2001 1 A1            | CUSIP: 542514AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1853190 | PA      | $1827921.32    | 0.07%             | 2031-04-21      | Floating      | 4.23%                 | 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      | $3021815.48    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                    | GENERAL MOTORS FINL CO SR UNSECURED 02/27 VAR             | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299959.06     | 0.01%             | 2027-02-26      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $136834.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDUS CLO VII DAC 7A                                                 | PROVIDUS CLO PRVD 7A ARR 144A                             | CUSIP: ACI38JRZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    9700000 | PA      | $11178070.41   | 0.46%             | 2038-07-15      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F040669<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -21600000 | PA      | $-20340454.32  | -0.83%            | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4298.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A          | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76378 | PA      | $65441.29      | 0.00%             | 2036-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-15457.74     | -0.00%            |  |  |  | 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      | $-570389.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | CITIGROUP INC SR UNSECURED 06/27 VAR                      | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3082224.10    | 0.13%             | 2027-06-09      | Floating      | 1.46%                 | Yes           |                  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        |      80065 | PA      | $79607.42      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $26308.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11700000 | PA      | $11304699.82   | 0.46%             | 2056-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042665<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -41700000 | PA      | $-40182095.40  | -1.64%            | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $26340.55      | 0.00%             |  |  |  | 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        |   11700000 | PA      | $11692387.04   | 0.48%             | 2034-10-15      | Floating      | 4.67%                 | 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        |     642734 | PA      | $642957.09     | 0.03%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2020-R5                                                       | CIM TRUST CIM 2020 R5 M1 144A                             | CUSIP: 12559UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6300000 | PA      | $6026286.42    | 0.25%             | 2059-12-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2065000 | PA      | $-2066081.26   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 10/30 VAR            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100097.79     | 0.00%             | 2030-10-23      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | ABBVIE INC SR UNSECURED 03/28 VAR                         | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800981.05     | 0.03%             | 2028-03-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-720.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                   | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25       | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11370769.72   | 0.46%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2744.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BJ4916 FN 03/48 FIXED 3.5                       | CUSIP: 3140H6PA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7957 | PA      | $7408.41       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 FB                                   | CUSIP: 3137HJGE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1420080 | PA      | $1422765.76    | 0.06%             | 2055-02-25      | Floating      | 4.66%                 | 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      | $-119832.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                            | SABINE PASS LIQUEFACTION SR SECURED 03/27 5               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2003995.60    | 0.08%             | 2027-03-15      | Fixed         | 5.00%                 | 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        |    5440227 | PA      | $5504552.65    | 0.22%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-20503.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN AS 2002-4                                   | CHASE FUNDING MORTGAGE LOAN AS CFAB 2002 4 2A1            | CUSIP: 161546DQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26426 | PA      | $26516.61      | 0.00%             | 2032-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 080060 G2 04/27 FLOATING VAR                 | CUSIP: 36225CB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2823 | PA      | $2823.58       | 0.00%             | 2027-04-20      | Floating      | 5.62%                 | 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        |   13800395 | PA      | $13890951.32   | 0.57%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  115800000 | NC      | $73475.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAP HLDGS INC                              | CUSIP: 65339NDQ4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2194072.76    | 0.09%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                              | CUSIP: 22823QD73<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998366.60    | 0.08%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 07/26 0.00000                               | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44508000 | PA      | $44014647.53   | 1.80%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDL7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2294749.79    | 0.09%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                      | FORD MOTOR COMPANY SR UNSECURED 12/26 4.346               | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1994573.04    | 0.08%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-7372.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC HOLDINGS PLC SR UNSECURED 06/31 VAR                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $739527.53     | 0.03%             | 2031-06-04      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $172130.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $13711.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.75000 09/16/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-272857.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 QF                                   | CUSIP: 3137HJBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     468310 | PA      | $471952.10     | 0.02%             | 2054-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/18/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $292448.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 52 EURO CLO 2017 17-52A                                          | DRYDEN EURO CLO DRYD 2017 52A AR 144A                     | CUSIP: ACI1YL2T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1512514 | PA      | $1750077.73    | 0.07%             | 2034-05-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $160208.64     | 0.01%             |  |  |  | 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        |    8100000 | PA      | $8131345.38    | 0.33%             | 2031-01-15      | Fixed         | 4.57%                 | 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        |    5641000 | PA      | $5602275.38    | 0.23%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1817319.69    | 0.07%             | 2027-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                               | FANNIE MAE FNR 2025 12 FG                                 | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1859187 | PA      | $1872313.66    | 0.08%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                 | FREDDIE MAC FHR 5549 BF                                   | CUSIP: 3137HLS52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1610654 | PA      | $1626329.32    | 0.07%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A2           | CUSIP: 14689FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5200000 | PA      | $5195060.00    | 0.21%             | 2029-06-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $27419.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                        | DEUTSCHE BANK NY 02/28 VAR                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $705948.12     | 0.03%             | 2028-02-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                               | FANNIE MAE FNR 2025 88 KF                                 | CUSIP: 3136BXZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2058883 | PA      | $2069199.41    | 0.08%             | 2055-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-1                                        | TOWD POINT MORTGAGE TRUST TPMT 2018 1 A1 144A             | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13113 | PA      | $13059.48      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | UNITED MEXICAN STATES SR UNSECURED 03/27 4.15             | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $900900.00     | 0.04%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-42                                                      | FANNIE MAE FNR 2007 42 AF                                 | CUSIP: 31396VN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11837 | PA      | $11675.50      | 0.00%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $7965.92       | 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        |     931228 | PA      | $900358.57     | 0.04%             | 2046-05-15      | Fixed         | 2.54%                 | 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        |    3477782 | PA      | $3492506.60    | 0.14%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2004-HE2                                  | ASSET BACKED SECURITIES CORP H ABSHE 2004 HE2 M1          | CUSIP: 04541GHW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850668 | PA      | $923870.35     | 0.04%             | 2034-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-33798.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $7078.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-35506.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125         | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6113744.89    | 0.25%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES6                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES6 A1A 144A       | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1679984 | PA      | $1682325.87    | 0.07%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $18761.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-47.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R3                                      | VERUS SECURITIZATION TRUST VERUS 2021 R3 A1 144A          | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     877583 | PA      | $842534.83     | 0.03%             | 2064-04-25      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-18A LTD                                     | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 18A A 144A       | CUSIP: 03331MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5600000 | PA      | $5553420.32    | 0.23%             | 2040-10-22      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                         | EQT CORP SR UNSECURED 144A 05/26 3.125                    | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     865000 | PA      | $863294.87     | 0.04%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | 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        |    2700000 | PA      | $2738718.38    | 0.11%             | 2029-05-01      | Fixed         | 4.73%                 | 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      | $1642135.70    | 0.07%             |  |  |  | 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        |     318583 | PA      | $318967.17     | 0.01%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2025-1                                      | CAPITAL STREET MASTER TRUST CAPST 2025 1 A 144A           | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5994121.20    | 0.24%             | 2029-08-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-170910.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL C91015 FG 12/26 FIXED 5                 | CUSIP: 3128P7DU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        130 | PA      | $130.05        | 0.00%             | 2026-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  19/08 | CUSIP: ACI2ZQHY3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6200000 | PA      | $357894.80     | 0.01%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                                 | FREDDIE MAC FHR 5517 MF                                   | CUSIP: 3137HKH72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     848487 | PA      | $853861.79     | 0.03%             | 2055-03-25      | Floating      | 4.61%                 | 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        |    4900000 | PA      | $4888516.80    | 0.20%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R3                                      | VERUS SECURITIZATION TRUST VERUS 2021 R3 A3 144A          | CUSIP: 92538EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167211 | PA      | $159795.24     | 0.01%             | 2064-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | BANCO SANTANDER SA BANCO SANTANDER SA                     | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $402518.48     | 0.02%             | 2028-03-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                      | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75               | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5786000 | PA      | $5713858.36    | 0.23%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3376                                                 | FREDDIE MAC FHR 3376 FD                                   | CUSIP: 31397KZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83757 | PA      | $83921.49      | 0.00%             | 2037-10-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A          | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9928 | PA      | $9642.15       | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF11                                   | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF11 2A3          | CUSIP: 32028PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1471917 | PA      | $1408008.72    | 0.06%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P2                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P2 A3 144A      | CUSIP: 14686TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     765201 | PA      | $766417.93     | 0.03%             | 2028-04-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                              | AMETEK INC DISC COML                                      | CUSIP: 03111CD67<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7794822.36    | 0.32%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATTON MORTGAGE FUNDING 2024-1 PLC 24-1A                              | STRATTON MORTGAGE FUNDING PLC STRA 2024 1A A 144A         | CUSIP: ACI2MKRM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1372761 | PA      | $1818838.25    | 0.07%             | 2060-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $12.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                      | SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65               | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102515.22     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 DSC2 A1 144A     | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5003198 | PA      | $5019817.95    | 0.21%             | 2070-07-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $10237.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-10219.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A1 144A      | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648339 | PA      | $624225.79     | 0.03%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-14468.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $9572.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 05/26 ZCP                         | CUSIP: 40412DEB1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   26200000 | PA      | $26069484.70   | 1.07%             | 2026-05-11      | None          | 0.00%                 | 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        |   11977700 | PA      | $11926774.09   | 0.49%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 2 DAC 2A                                              | TORO EUROPEAN CLO TCLO 2A ARRE 144A                       | CUSIP: ACI37WPZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155625.29    | 0.05%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3305 FN 03/48 FIXED 3.5                       | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5725118 | PA      | $5318588.64    | 0.22%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $290.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  192800000 | NC      | $141110.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+51 *BULLET* FAR                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1209338.39   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-53792.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                                   | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A             | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4004182.72    | 0.16%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1541.11      | -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      | $-286013.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-2374.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM 2003-1                                                 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 1 6A1           | CUSIP: 07384MTN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6306 | PA      | $6381.43       | 0.00%             | 2033-04-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP SR UNSECURED 12/27 3.625                   | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7292072.85    | 0.30%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                         | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375    | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    7000000 | PA      | $7207457.60    | 0.29%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK MIZRAHI TEFAHOT LTD                                                | MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5   | CUSIP: ACI387RP1<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |   10400000 | PA      | $10284761.86   | 0.42%             | 2031-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-10810.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 36A LTD                                                         | KKR FINANCIAL CLO LTD KKR 36A AR 144A                     | CUSIP: 48255AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1551897.57    | 0.06%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AL5548 FN 05/38 FLOATING VAR                    | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78041 | PA      | $81152.08      | 0.00%             | 2038-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3238 FN 01/48 FIXED 3.5                       | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     751050 | PA      | $698706.98     | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                  | CS AT1 CLAIMS US225401AJ72 CREDIT SUISSE GROUP AG         | CUSIP: 952NPG006<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $140000.00     | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                       | AIRCASTLE LTD COMPANY GUAR 06/26 4.25                     | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     384000 | PA      | $383544.85     | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3439                                                        | FREDDIE MAC FHR 3439 FN                                   | CUSIP: 31397TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7419 | PA      | $7343.57       | 0.00%             | 2037-02-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 31750SCJ2 PIMCO FXVAN PUT USD KRW 1400.0000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    2494751 | NC      | $7960.75       | 0.00%             |  |  |  | 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        |    1162812 | PA      | $1111607.74    | 0.05%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| APOLLO AVIATION SECURITIZATION EQUITY TRUST 2021-2A                     | AASET 2021 2 TRUST AASET 2021 2A A 144A                   | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3173633 | PA      | $3003239.53    | 0.12%             | 2047-01-15      | Fixed         | 2.80%                 | 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      | $3910349.30    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2004-WF                                                     | GSAMP TRUST GSAMP 2004 WF M2                              | CUSIP: 36242DKL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19475 | PA      | $19916.72      | 0.00%             | 2034-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-1                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 1A A2 144A       | CUSIP: 37988XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     175461 | PA      | $176468.27     | 0.01%             | 2030-03-15      | Fixed         | 5.24%                 | 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        |   44400000 | NC      | $120532.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-DA                                       | NELNET STUDENT LOAN TRUST NSLT 2025 DA A1A 144A           | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5436580 | PA      | $5373905.70    | 0.22%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-125331.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3203.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-945.04       | -0.00%            |  |  |  | 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        |    1361701 | PA      | $1288770.08    | 0.05%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1853.65       | 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        |     300000 | PA      | $300312.40     | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                  | CS AT1 CLAIMS USH3698DBW32 CREDIT SUISSE GROUP AG         | CUSIP: 952NPG907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $140000.00     | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $12860.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $252.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $1420.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF INDUSTRY LIMITED                                                | BANK OF INDUSTRY LIMITED 2024 EUR TERM LOAN B1            | CUSIP: BA000BY62<br>LEI: 5493006N5JD4B34R6G14 | Long             | LON              | MUN               | NG        |    2625000 | PA      | $3027028.26    | 0.12%             | 2027-08-23      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-129249.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $2377.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                   | GENUINE PTS CO DISC COML PAPER                            | CUSIP: 37255GD62<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3497585.00    | 0.14%             | 2026-04-06      | 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      | $-463423.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $8093.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RRE 3 LOAN MANAGEMENT DAC 3A                                            | RRE LOAN MANAGEMENT RRME 3A A1R 144A                      | CUSIP: ACI38FGW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2500000 | PA      | $2883187.18    | 0.12%             | 2039-12-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR6                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR6 A            | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24601 | PA      | $23380.01      | 0.00%             | 2042-06-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2                          | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 2A1          | CUSIP: 55275NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3005371 | PA      | $2720538.58    | 0.11%             | 2046-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3597                                                        | FREDDIE MAC FHR 3597 FC                                   | CUSIP: 31398L5U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11966 | PA      | $12060.36      | 0.00%             | 2039-11-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6869996.52    | 0.28%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A         | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     563377 | PA      | $565417.28     | 0.02%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                | BAXTER INTERNATIONAL INC SR UNSECURED 12/30 4.9           | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197484.27     | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3372                                                        | FREDDIE MAC FHR 3372 F                                    | CUSIP: 31397KQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32654 | PA      | $32612.93      | 0.00%             | 2037-10-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVC SEC 2005-CB3                                   | CREDIT BASED ASSET SERVICING A CBASS 2005 CB3 M4          | CUSIP: 12489WLH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1467137 | PA      | $1439834.16    | 0.06%             | 2035-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $17952.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-92                                               | FANNIE MAE FNR 2025 92 FA                                 | CUSIP: 3136BXU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1286770 | PA      | $1298832.78    | 0.05%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO X DAC 10A                                              | CAPITAL FOUR CLO CFOUR 10A A 144A                         | CUSIP: ACI2ZN408<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1153839.50    | 0.05%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3A LTD                                  | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 3A A1R 144A     | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3600000 | PA      | $3599334.18    | 0.15%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5589                                                 | FREDDIE MAC FHR 5589 FB                                   | CUSIP: 3137HNFP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10832054 | PA      | $10899325.17   | 0.45%             | 2055-10-25      | Floating      | 4.76%                 | 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        |    5650154 | PA      | $5315118.35    | 0.22%             | 2046-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $9605.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                               | FANNIE MAE FNR 2025 88 FM                                 | CUSIP: 3136BXZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2044034 | PA      | $2055472.71    | 0.08%             | 2055-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDH6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8683219.44    | 0.35%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2024-LEAF1 LLC                                            | M+T EQUIPMENT NOTES MTLRF 2024 1A A2 144A                 | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     870396 | PA      | $872176.07     | 0.04%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2006-1                                      | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 1 1A            | CUSIP: 542514RH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391389 | PA      | $389113.88     | 0.02%             | 2036-02-25      | Floating      | 4.23%                 | 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        |     600000 | PA      | $587581.54     | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-79286.14     | -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      | $-4836.37      | -0.00%            |  |  |  | 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        |   11725191 | PA      | $11790424.97   | 0.48%             | 2055-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                                  | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A            | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1066587 | PA      | $1067675.99    | 0.04%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                              | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDP9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11470581.85   | 0.47%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-34273.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-5N                                                 | LEHMAN XS TRUST LXS 2005 5N 1A2                           | CUSIP: 86359DUM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1624042 | PA      | $1638998.19    | 0.07%             | 2035-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBPOA7 PIMCO SWAPTION 3.0 CALL USD 20260803            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  207300000 | NC      | $139658.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $12357.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 FC                                   | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1695393 | PA      | $1710557.64    | 0.07%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $71589.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13835000 | PA      | $14086730.32   | 0.58%             | 2056-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2982.10       | 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        |     284000 | PA      | $283628.24     | 0.01%             | 2026-04-14      | None          | 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        |    1099958 | PA      | $1102370.48    | 0.05%             | 2033-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-87                                                      | FANNIE MAE FNR 2009 87 FX                                 | CUSIP: 31398FM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29512 | PA      | $29612.85      | 0.00%             | 2039-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-151930.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-18175.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3416791.99    | 0.14%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-16422.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE3                                   | MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2B              | CUSIP: 617538AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3654627 | PA      | $1837567.03    | 0.08%             | 2036-12-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-340.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+33 *BULLET* BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-2420840.83   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS A 144A       | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1387890.00    | 0.06%             | 2036-12-15      | Floating      | 4.74%                 | 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        |     560478 | PA      | $561632.24     | 0.02%             | 2029-03-15      | Fixed         | 4.71%                 | 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      | $-3365.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                               | CUSIP: 71855BDL3<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     700000 | PA      | $698432.28     | 0.03%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                                 | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A3 144A      | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9900000 | PA      | $9978859.44    | 0.41%             | 2030-06-17      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                              | SANTANDER HOLDINGS USA SR UNSECURED 05/27 VAR             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     486000 | PA      | $487007.36     | 0.02%             | 2027-05-31      | Floating      | 6.12%                 | 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        |     525805 | PA      | $527711.27     | 0.02%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $320520.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 535439 FN 08/30 FIXED VAR                       | CUSIP: 31384VZC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        114 | PA      | $115.80        | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-945.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                              | LEIDOS INC                                                | CUSIP: 52533BDU3<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22925215.50   | 0.94%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LIMITED                                              | SIRIUS REAL ESTATE LTD SR UNSECURED REGS 11/28 1.75       | CUSIP: ACI21W3V8<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |     200000 | PA      | $220564.56     | 0.01%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2811.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                     | CITADEL FINANCE LLC COMPANY GUAR 144A 02/29 4.75          | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3235726.53    | 0.13%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTO ABS SPANISH LOANS 2022-1 FONDO TITULIZACION 22-1                   | AUTO ABS COMP 2022 1 A REGS                               | CUSIP: ACI25X1H5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | ES        |    1065007 | PA      | $1231771.25    | 0.05%             | 2032-02-28      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                            | UBS GROUP AG SR UNSECURED 144A 04/30 VAR                  | CUSIP: 225401BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23600000 | PA      | $23392139.93   | 0.96%             | 2030-04-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $63.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $416.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $7219.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $15098.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                               | CUSIP: 71855BD82<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4096336.65    | 0.17%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-14200.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $472142.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA 144A 10/27 VAR                                    | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   14700000 | PA      | $14864742.90   | 0.61%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS 144A 01/28 VAR                                | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    8100000 | PA      | $7976966.10    | 0.33%             | 2028-01-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-45714.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-132.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                            | ROMANIA SR UNSECURED REGS 11/27 5.25                      | CUSIP: ACI25THB0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   25800000 | PA      | $25778050.91   | 1.05%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-24936.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                       | TELUS CORP 05/26 ZCP                                      | CUSIP: 87974WEL8<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $1391820.36    | 0.06%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                              | SPACE COAST CREDIT UNION SCCU 2025 1A A4 144A             | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2312088.34    | 0.09%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-4608.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US ULTRA BOND CBT JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -372 | NC      | $1563851.91    | 0.06%             |  |  |  | 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      | $5775469.88    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $6540.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POST CLO 2021-1 LTD                                                     | POST CLO LTD POST 2021 1A AR 144A                         | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001015.81    | 0.04%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $1751.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SECURITIES INC 2004-R12                                 | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R12 M2           | CUSIP: 03072SXE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145211 | PA      | $152187.68     | 0.01%             | 2035-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30000000 | PA      | $28950081.60   | 1.18%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                          | SALESFORCE INC SR UNSECURED 03/28 4.5                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2701626.26    | 0.11%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $253017.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                      | CUSIP: 26882SD94<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13586291.20   | 0.56%             | 2026-04-09      | None          | 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        |    6100000 | PA      | $6171037.61    | 0.25%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2006-OPT1                                    | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 OPT1 A2C         | CUSIP: 59022VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     305244 | PA      | $294914.62     | 0.01%             | 2037-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7958.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-W5                                         | ARGENT SECURITIES INC. ARSI 2006 W5 A1A                   | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3353799 | PA      | $2228987.94    | 0.09%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24000000 | PA      | $22485328.80   | 0.92%             | 2056-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A2 144A      | CUSIP: 64831EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92861 | PA      | $89234.83      | 0.00%             | 2058-10-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                      | PLAINS ALL AMER PIPELINE SR UNSECURED 01/31 4.7           | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2692737.00    | 0.11%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                        | VOYA CLO LTD VOYA 2017 3A A1RR 144A                       | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $900663.38     | 0.04%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP SR UNSECURED 08/26 1.875                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    3676000 | PA      | $3638975.33    | 0.15%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 07/21/21-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $181755.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-64937.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.32500 07/06/26-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $205515.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                         | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A     | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      91519 | PA      | $105887.74     | 0.00%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                      | F+G GLOBAL FUNDING SR SECURED 144A 09/28 2                | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $558638.77     | 0.02%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7                | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3190982.46    | 0.13%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2007-FS1                                  | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 FS1 1A1 144A     | CUSIP: 17313EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102635 | PA      | $99331.86      | 0.00%             | 2037-10-25      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-61882.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORPORATION                                          | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6536839.98    | 0.27%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR                | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4438769.36    | 0.18%             | 2027-09-22      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A A4 144A       | CUSIP: 39571VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1236245 | PA      | $1235622.49    | 0.05%             | 2060-06-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO IV DAC 4A                                              | CAPITAL FOUR CLO CFOUR 4A ARR 144A                        | CUSIP: ACI38L038<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    9300000 | PA      | $10716822.37   | 0.44%             | 2038-04-15      | Floating      | 3.19%                 | 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        |    6700000 | PA      | $6708107.00    | 0.27%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $60940.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                       | NATWEST GROUP PLC SR UNSECURED 05/29 VAR                  | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4900000 | PA      | $4919598.73    | 0.20%             | 2029-05-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-354816.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $7357.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-11896.96     | -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        |   14850000 | PA      | $14870138.68   | 0.61%             | 2029-11-11      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-20360.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR NOTE (CBT)JUN26 XCBT 20260618                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -2183 | NC      | $4876031.76    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 008949 G2 08/26 FLOATING VAR                 | CUSIP: 36202K5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         61 | PA      | $60.86         | 0.00%             | 2026-08-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $12552.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FB            | CUSIP: 38376RRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50525 | PA      | $50707.16      | 0.00%             | 2066-01-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TCW CLO AMR LTD 2019-1A                                                 | TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A            | CUSIP: 87241EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005000.08    | 0.16%             | 2034-08-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                                 | FREDDIE MAC FHR 5495 AF                                   | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2170252 | PA      | $2187286.55    | 0.09%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-SP2                                  | CREDIT BASED ASSET SERVICING A CBASS 2007 SP2 M4 144A     | CUSIP: 1248MHAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1731013 | PA      | $1704059.07    | 0.07%             | 2046-03-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A3 144A           | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1837174 | PA      | $1839264.51    | 0.08%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC HOLDINGS PLC SR UNSECURED 05/31 VAR                  | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4600000 | PA      | $4639167.53    | 0.19%             | 2031-05-13      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4571.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                 | MPLX LP SR UNSECURED 03/27 4.125                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798169.98     | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3368                                                        | FREDDIE MAC FHR 3368 AF                                   | CUSIP: 31397KL82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     302310 | PA      | $303013.28     | 0.01%             | 2037-09-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-24                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 24 1A             | CUSIP: 23243HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1037528 | PA      | $955036.91     | 0.04%             | 2047-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19000000 | PA      | $17789010.30   | 0.73%             | 2056-05-20      | Fixed         | 4.00%                 | 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        |    1100000 | PA      | $1089085.77    | 0.04%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2020-RPL1                                   | LEGACY MORTGAGE ASSET TRUST LMAT 2020 RPL1 A1 144A        | CUSIP: 52474HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1266355 | PA      | $1212420.80    | 0.05%             | 2059-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-2A                               | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 2A A2 144A       | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1198724 | PA      | $1208943.24    | 0.05%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-549.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $57.65         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-59813.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-27                                               | FANNIE MAE FNR 2018 27 WF                                 | CUSIP: 3136B1M35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     286587 | PA      | $281335.93     | 0.01%             | 2058-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $91893.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-152922.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                                     | TIKEHAU TIKEH 5A AR 144A                                  | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6750000 | PA      | $7799763.86    | 0.32%             | 2038-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $22438.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                     | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   11081000 | PA      | $11150462.58   | 0.46%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  111100000 | PA      | $20771561.08   | 0.85%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $37079.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 080086 G2 06/27 FLOATING VAR                 | CUSIP: 36225CCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        278 | PA      | $278.79        | 0.00%             | 2027-06-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2025-1A                        | CASTLELAKE AIRCRAFT SECURITIZA CLAST 2025 1A A 144A       | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3356223 | PA      | $3384284.89    | 0.14%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $28279.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $39991.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                             | ACRES PLC ACRES 2026 FL4 A 144A                           | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $499677.88     | 0.02%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1181.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQI CORP 2006-CH1                                   | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M6          | CUSIP: 46629TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2105234.78    | 0.09%             | 2036-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | AIR LEASE CORP SR UNSECURED 01/27 2.2                     | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9392000 | PA      | $9219904.47    | 0.38%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-29.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $844.92        | 0.00%             |  |  |  | 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        |    2697612 | PA      | $2720622.68    | 0.11%             | 2053-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                                 | FREDDIE MAC FHR 5564 FB                                   | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     748170 | PA      | $755675.96     | 0.03%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL G04629 FG 01/29 FIXED 6                 | CUSIP: 3128M6PN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $20.62         | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-66227.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $337.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR            | CUSIP: 05565EDL6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   23700000 | PA      | $23705074.17   | 0.97%             | 2028-03-17      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2006-C                                 | INDYMAC RESIDENTIAL ASSET BACK INABS 2006 C 2A            | CUSIP: 43709BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2909020 | PA      | $2778919.79    | 0.11%             | 2036-08-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 2YR NOTE (CBT) JUN26 XCBT 20260630                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       3698 | NC      | $389039.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS BILLS 06/26 0.00000                 | CUSIP: ACI30CS02<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   35100000 | PA      | $2049153.40    | 0.08%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AAC TECHNOLOGIES HOLDINGS INC                                           | AAC TECHNOLOGIES HOLDING SR UNSECURED REGS 06/26 2.625    | CUSIP: ACI1Y0VT8<br>LEI: 549300SKEDE1VKS0A552 | Long             | DBT              | CORP              | KY        |    3100000 | PA      | $3093083.06    | 0.13%             | 2026-06-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC2                                 | SPECIALTY UNDERWRITING + RESID SURF 2005 BC2 M3           | CUSIP: 84751PFW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22518 | PA      | $22485.31      | 0.00%             | 2035-12-25      | Floating      | 4.77%                 | 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        |     300000 | PA      | $294094.72     | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR5                                     | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR5 1A1         | CUSIP: 94983RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     711484 | PA      | $712402.53     | 0.03%             | 2036-04-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VDA8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   13400000 | PA      | $13384878.10   | 0.55%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-65393.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $2553.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                 | ACHV ABS TRUST ACHV 2024 3AL A 144A                       | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     689097 | PA      | $693484.26     | 0.03%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  256146513 | PA      | $264774413.82  | 10.82%            | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AJ7493 FN 12/26 FIXED 3                         | CUSIP: 3138E0KF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108971 | PA      | $108283.75     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1129.43       | 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      | $-2050.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A        | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1211526 | PA      | $1215362.44    | 0.05%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL QX4071 FR 01/55 FIXED 6                 | CUSIP: 31425YQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273684 | PA      | $284442.96     | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  264800000 | NC      | $718852.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST 2021-SL1                                         | TOWD POINT ASSET TRUST TPAT 2021 SL1 A2 144A              | CUSIP: 89179XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1907136 | PA      | $1904118.53    | 0.08%             | 2061-11-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE 04/26 ZCP                                    | CUSIP: 22823QD99<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2797059.44    | 0.11%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-8                                         | ANGEL OAK MORTGAGE TRUST AOMT 2025 8 A1 144A              | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5873440 | PA      | $5889315.61    | 0.24%             | 2070-07-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412962.02     | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH            | CUSIP: 38376RPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     732879 | PA      | $737331.93     | 0.03%             | 2066-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                               | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A              | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     989981 | PA      | $1142803.57    | 0.05%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $8053.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3796.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDQ6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2293660.28    | 0.09%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBPRA4 PIMCO SWAPTION 3.0 CALL USD 20260803            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  174500000 | NC      | $117560.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-8030.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                       | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA A 144A             | CUSIP: 647622AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1881520.41    | 0.08%             | 2032-04-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                              | HARDWOOD FUNDING LLC 4A2                                  | CUSIP: 990ACFQD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1990442.28    | 0.08%             | 2029-06-08      | Fixed         | 4.36%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $4654.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                 | BLACK HILLS CORP                                          | CUSIP: 09212FDD0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997119.20    | 0.08%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                    | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR               | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1582516.15    | 0.06%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1535.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 080156 G2 01/28 FLOATING VAR                 | CUSIP: 36225CE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4631 | PA      | $4610.25       | 0.00%             | 2028-01-20      | Floating      | 5.62%                 | 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        |    3900000 | PA      | $3902808.62    | 0.16%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8146.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                      | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF3 A1 144A     | CUSIP: 69392PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1966412 | PA      | $1963972.56    | 0.08%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A           | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6429 | PA      | $6525.46       | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $8398.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $538.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL C91238 FG 01/29 FIXED 5                 | CUSIP: 3128P7LT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7656 | PA      | $7640.71       | 0.00%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2                          | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1          | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2915535 | PA      | $2267986.31    | 0.09%             | 2046-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                   | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 4.95     | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7062620.42    | 0.29%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX IG46 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $154829.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR       | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4917506.48    | 0.20%             | 2027-06-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260417                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $15010.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                   | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1741667 | PA      | $1739775.26    | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1930.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO I DAC 1A                                               | INVESCO EURO CLO INVSC 1A A1R 144A                        | CUSIP: ACI1VT7W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     166751 | PA      | $192978.68     | 0.01%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                            | ALIMENTATION COUCHETARD INC                               | CUSIP: 01626VDM2<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   17400000 | PA      | $17358668.04   | 0.71%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-841.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  114000000 | PA      | $115994094.84  | 4.74%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-3                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 3 2A              | CUSIP: 1266714M5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     339422 | PA      | $332009.31     | 0.01%             | 2034-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| EAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-HE9                    | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE9 M1          | CUSIP: 073879KC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3762001 | PA      | $3794378.75    | 0.16%             | 2034-11-25      | Floating      | 4.77%                 | 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        |    2600000 | PA      | $2574383.06    | 0.11%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-2195.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |          1 | NC      | $4101.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $25442.92      | 0.00%             |  |  |  | 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        |   25000000 | PA      | $25112314.50   | 1.03%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 6A1           | CUSIP: 863579XK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167524 | PA      | $150580.65     | 0.01%             | 2035-09-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.00000 06/21/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1504122.69    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3276 FN 02/48 FIXED 3.5                       | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553698 | PA      | $515759.50     | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BJ4012 FN 02/48 FIXED 3.5                       | CUSIP: 3140H5N64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41622 | PA      | $38640.43      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQ2R                           | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2021 NQ2R A3 144A      | CUSIP: 64831EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66329 | PA      | $63562.86      | 0.00%             | 2058-10-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                                    | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1           | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112846 | PA      | $87598.45      | 0.00%             | 2046-12-26      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317UBTZA7 PIMCO SWAPTION 3.0 CALL USD 20260811            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  211500000 | NC      | $154796.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1765.47       | 0.00%             |  |  |  | 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        |     160025 | PA      | $158435.73     | 0.01%             | 2040-07-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-1                                      | ALLY AUTO RECEIVABLES TRUST ALLYA 2023 1 A3               | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1312774 | PA      | $1319443.07    | 0.05%             | 2028-05-15      | Fixed         | 5.46%                 | 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        |   10358000 | PA      | $10215350.56   | 0.42%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                  | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG         | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $805000.00     | 0.03%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 082793 G2 04/41 FLOATING VAR                 | CUSIP: 36225FC72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     507984 | PA      | $517583.66     | 0.02%             | 2041-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1029.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                     | NEXTERA ENERGY CAP HLDGS INC                              | CUSIP: 65339NDM3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5886140.31    | 0.24%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL C91161 FG 02/28 FIXED 5                 | CUSIP: 3128P7JE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1625 | PA      | $1635.09       | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14077.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                               | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5               | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1205492.75    | 0.05%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-360.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $4561.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA REGS 10/27 3.5                                    | CUSIP: 05584KAC2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7700000 | PA      | $7587349.00    | 0.31%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 10/26 0.00000                | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  213300000 | PA      | $38577556.55   | 1.58%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.37644 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $113725.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-96                                                      | FANNIE MAE FNR 2007 96 AF                                 | CUSIP: 31396XNT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68664 | PA      | $68832.51      | 0.00%             | 2037-06-25      | Floating      | 4.50%                 | 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        |     177363 | PA      | $184843.80     | 0.01%             | 2037-09-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1448698.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-121295.10    | -0.00%            |  |  |  | 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        |   20800000 | PA      | $20861929.71   | 0.85%             | 2029-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1542.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                      | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25                | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1831695.23    | 0.07%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 065579 FN 07/28 FLOATING VAR                    | CUSIP: 31362M2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        457 | PA      | $454.51        | 0.00%             | 2028-07-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5573                                                 | FREDDIE MAC FHR 5573 FD                                   | CUSIP: 3137HMSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5197450 | PA      | $5241265.90    | 0.21%             | 2055-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14195.85      | 0.00%             |  |  |  | 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        |    1130627 | PA      | $1130073.43    | 0.05%             | 2037-01-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                                    | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1           | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135052 | PA      | $96645.28      | 0.00%             | 2036-01-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+45 FAR                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-939326.73    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                               | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                 | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     265000 | PA      | $264370.97     | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST                              | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A3              | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3814941.98    | 0.16%             | 2029-06-15      | Fixed         | 4.40%                 | 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        |    2206083 | PA      | $2214680.90    | 0.09%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-14                                                      | FANNIE MAE FNR 2007 14 F                                  | CUSIP: 31396PZS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13574 | PA      | $13430.71      | 0.00%             | 2037-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3           | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58253 | PA      | $56313.55      | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                          | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3                   | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     867198 | PA      | $871641.00     | 0.04%             | 2028-02-25      | Fixed         | 5.47%                 | 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        |  462800000 | NC      | $1256363.16    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $34702.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-70                                               | FANNIE MAE FNR 2025 70 CF                                 | CUSIP: 3136BXKF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8721546 | PA      | $8803049.29    | 0.36%             | 2055-09-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-249858.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3271                                                        | FREDDIE MAC FHR 3271 FA                                   | CUSIP: 31397FFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31805 | PA      | $31489.47      | 0.00%             | 2037-02-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF3 LLC                                                      | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 RCF3 A1 144A     | CUSIP: 74390BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1536392 | PA      | $1515080.52    | 0.06%             | 2054-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-5                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 5 A1 144A        | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     937040 | PA      | $937124.50     | 0.04%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | NATIONAL BANK OF CANADA COMPANY GUAR 01/29 VAR            | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   21800000 | PA      | $21827510.73   | 0.89%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $20282.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -16751770 | PA      | $-16753534.00  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $26296.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-71697.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL 080143 G2 12/27 FLOATING VAR                 | CUSIP: 36225CER3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3129 | PA      | $3149.64       | 0.00%             | 2027-12-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-24                                          | COUNTRYWIDE HOME LOANS CWHL 2005 24 A7                    | CUSIP: 126694JX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     673415 | PA      | $328372.51     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-28631.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2055.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3               | GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3             | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1299611 | PA      | $1306217.18    | 0.05%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1877.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2856.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |       4298 | PA      | $41860.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-3 LTD                                      | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A       | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6800000 | PA      | $6801354.90    | 0.28%             | 2035-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE5                                                    | GSAMP TRUST GSAMP 2005 HE5 M4                             | CUSIP: 362341ZE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235972 | PA      | $233126.56     | 0.01%             | 2035-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-E                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1B 144A        | CUSIP: 78450XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8060151 | PA      | $8135413.11    | 0.33%             | 2056-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 DF                                   | CUSIP: 3137HJG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     724620 | PA      | $731101.64     | 0.03%             | 2055-02-25      | Floating      | 4.66%                 | 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        |   15700000 | PA      | $15802050.00   | 0.65%             | 2030-08-17      | Fixed         | 5.50%                 | 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        |    1698946 | PA      | $1662892.86    | 0.07%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 31750SBA2 PIMCO FXVAN PUT USD KRW 1400.0000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   11205249 | NC      | $33402.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-99                                                      | FANNIE MAE FNR 2009 99 FC                                 | CUSIP: 31398F4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38768 | PA      | $39032.81      | 0.00%             | 2039-12-25      | Floating      | 4.60%                 | 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      | $548226.93     | 0.02%             |  |  |  | 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        |     386940 | PA      | $387676.02     | 0.02%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A3 144A      | CUSIP: 14687QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     312837 | PA      | $312959.87     | 0.01%             | 2028-03-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $2622.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2025-1A                    | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A      | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800715 | PA      | $1806281.17    | 0.07%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | SIRIUS XM RADIO LLC COMPANY GUAR 144A 08/27 5             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2248220.48    | 0.09%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |    4573000 | PA      | $4643102.03    | 0.19%             | 2030-07-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                      | BMW US CAPITAL LLC COMPANY GUAR REGS 08/27 VAR            | CUSIP: U09513KF5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1202079.70    | 0.05%             | 2027-08-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2005-4                                                     | IMPAC CMB TRUST IMM 2005 4 1A1A                           | CUSIP: 45254NPA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2807871 | PA      | $2751859.67    | 0.11%             | 2035-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-46540.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10660.86     | -0.00%            |  |  |  | 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        |    1070905 | PA      | $1079793.35    | 0.04%             | 2069-07-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| RAMP TRUST 2006-RZ5                                                     | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RZ5 M1           | CUSIP: 749239AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4488334 | PA      | $4045404.21    | 0.17%             | 2046-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $2564.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-57.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                          | REPUBLIC OF COLOMBIA SR UNSECURED 01/29 5.375             | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1400000 | PA      | $1388800.00    | 0.06%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $4548.25       | 0.00%             |  |  |  | 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        |    8900000 | PA      | $8951203.48    | 0.37%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $132.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $6196.53       | 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      | $-110574.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260423                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-380.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-81794.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE4                                            | ACE SECURITIES CORP. ACE 2006 HE4 A2C                     | CUSIP: 00442BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2696362 | PA      | $1038736.01    | 0.04%             | 2036-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | MORGAN STANLEY SR UNSECURED 05/27 VAR                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10277000 | PA      | $10248623.56   | 0.42%             | 2027-05-04      | Floating      | 1.59%                 | 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        |    3900000 | PA      | $3920989.64    | 0.16%             | 2031-03-03      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                   | CROWN CASTLE                                              | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $23442340.40   | 0.96%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-2                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 2 1A              | CUSIP: 12668NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217550 | PA      | $195865.58     | 0.01%             | 2037-08-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2319.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-56456.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERIES 2006-AR2           | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AR2 1A1          | CUSIP: 251508AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1845446 | PA      | $1768206.66    | 0.07%             | 2036-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    8800000 | PA      | $8800000.00    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DEUTSCHE BANK AKTIENGESELLSCH SLA SE ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | DE        |          1 | NC      | $-3477.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD 2020-86A                                              | DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A          | CUSIP: 26245XAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001043.05    | 0.04%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                        | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A            | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5466673 | PA      | $5400430.91    | 0.22%             | 2061-02-21      | Fixed         | 4.61%                 | 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        |   11900000 | PA      | $11912650.06   | 0.49%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-153.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2367.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                  | STANDARD CHARTERED PLC SR UNSECURED REGS 05/28 VAR        | CUSIP: G84228GJ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1005124.89    | 0.04%             | 2028-05-14      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-3038.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2002-AR21                                 | CREDIT SUISSE FIRST BOSTON MOR CSFB 2002 AR21 1A1         | CUSIP: 22540V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        466 | PA      | $372.44        | 0.00%             | 2032-06-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $25661.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                             | BNP PARIBAS 144A 05/29 VAR                                | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     303000 | PA      | $305844.64     | 0.01%             | 2029-05-09      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | BOEING CO SR UNSECURED 05/26 3.1                          | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     111000 | PA      | $110856.77     | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $20576.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $106663.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                         | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375             | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $481598.03     | 0.02%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+45 CIB                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1538496.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                    | JPMORGAN CHASE + CO SR UNSECURED 01/32 VAR                | CUSIP: 46647PFH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4480301.03    | 0.18%             | 2032-01-22      | Floating      | 4.51%                 | 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        |    5900000 | PA      | $5880810.84    | 0.24%             | 2026-08-18      | Fixed         | 3.50%                 | 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        |    7176050 | PA      | $6972103.59    | 0.28%             | 2054-07-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                        | DEUTSCHE BANK NY 01/28 VAR                                | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   24300000 | PA      | $23924888.19   | 0.98%             | 2028-01-07      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $976.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-111                                                     | FANNIE MAE FNR 2009 111 FE                                | CUSIP: 31398GRA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20352 | PA      | $20438.29      | 0.00%             | 2040-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $5229.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $2730.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $8408.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR              | CUSIP: 95000U4C4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7459381.28    | 0.30%             | 2030-01-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-9                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 9 1A              | CUSIP: 12670FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     284119 | PA      | $256525.99     | 0.01%             | 2047-06-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                       | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A       | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $900435.53     | 0.04%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 UF                                   | CUSIP: 3137HJCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     955364 | PA      | $959867.78     | 0.04%             | 2054-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR            | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     800000 | PA      | $809765.23     | 0.03%             | 2030-07-23      | Floating      | 5.05%                 | 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        |    5418975 | PA      | $5436147.51    | 0.22%             | 2055-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                        | NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A            | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1726318 | PA      | $1735449.60    | 0.07%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC 5A                                                   | PROVIDUS CLO PRVD 5A AR 144A                              | CUSIP: ACI3128Y1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155180.29    | 0.05%             | 2039-11-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $89833.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10067.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2016-C                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2016 C B 144A          | CUSIP: 78449KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2893833 | PA      | $2875723.91    | 0.12%             | 2040-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2011-60                                               | FANNIE MAE FNR 2011 60 OA                                 | CUSIP: 31397U3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25085 | PA      | $21882.22      | 0.00%             | 2039-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                 | GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4            | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14412689.56   | 0.59%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 2A B 144A        | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4600000 | PA      | $4595612.98    | 0.19%             | 2060-06-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 6 JUMBOS                                | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39400000 | PA      | $40020609.49   | 1.64%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2022-5A                        | AVIS BUDGET RENTAL CAR FUNDING AESOP 2022 5A A 144A       | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1801642.88    | 0.07%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $95.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 01/15/20-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $537146.47     | 0.02%             |  |  |  | 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        |    1803383 | PA      | $1814125.87    | 0.07%             | 2028-10-16      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                    | GLENCORE FUNDING LLC COMPANY GUAR 144A 03/27 4            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3652742.37    | 0.15%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL C91222 FG 12/28 FIXED 5                 | CUSIP: 3128P7LB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3339 | PA      | $3353.95       | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                             | NATIONWIDE BLDG SOCIETY 144A 07/29 VAR                    | CUSIP: 63861VAL1<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   11200000 | PA      | $11233165.78   | 0.46%             | 2029-07-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A3 144A      | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1262094 | PA      | $1264690.87    | 0.05%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                 | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/27 4.45     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3890032.19    | 0.16%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $6157.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                  | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR        | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2209888.32    | 0.09%             | 2027-09-02      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BJ3935 FN 12/47 FIXED 3.5                       | CUSIP: 3140H5LR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17617 | PA      | $16367.62      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                    | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      19170 | PA      | $19188.81      | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260413                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5171.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                      | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A   | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1400000 | PA      | $1400436.73    | 0.06%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-131.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                         | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1                | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2674413 | PA      | $1465614.90    | 0.06%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $2002.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20261028                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $20016.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                                  | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                    | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    9700000 | PA      | $9700829.16    | 0.40%             | 2035-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5510                                                 | FREDDIE MAC FHR 5510 FA                                   | CUSIP: 3137HJMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     604478 | PA      | $608785.25     | 0.02%             | 2055-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                      | CREDIT AGRICOLE SA 144A 09/28 VAR                         | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4625000 | PA      | $4646279.67    | 0.19%             | 2028-09-11      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                              | AMETEK INC DISC COML                                      | CUSIP: 03111CD91<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4895110.29    | 0.20%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $9918.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                              | FIDELITY NATL INFORMATION SVCS                            | CUSIP: 31622GDQ7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8676771.87    | 0.35%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1898.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-11                                                      | FANNIE MAE FNR 2004 11 A                                  | CUSIP: 31393T7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10867 | PA      | $10851.91      | 0.00%             | 2034-03-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA INC DISC COML PAPER 05/26 ZCP                         | CUSIP: 40412DE13<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $896641.11     | 0.04%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                             | PHILLIPS 66                                               | CUSIP: 71855BDT6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5483346.00    | 0.22%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 5.5 JUMBOS                              | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $40179749.60   | 1.64%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL 544860 FN 09/34 FLOATING VAR                    | CUSIP: 31385HJD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5769 | PA      | $5716.89       | 0.00%             | 2034-09-01      | Floating      | 5.37%                 | 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        |    1600000 | PA      | $1469911.12    | 0.06%             | 2031-04-16      | Fixed         | 3.35%                 | 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        |     350000 | PA      | $350427.08     | 0.01%             | 2034-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| AFC HOME EQUITY LOAN TR 1998-2                                          | AFC HOME EQUITY LOAN TRUST AFC 1998 2 2A                  | CUSIP: 00105HDN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16441 | PA      | $16301.43      | 0.00%             | 2028-06-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SPTR TRS EQUITY SOFR+48 CIB                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $833249.16     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-47                                                      | FANNIE MAE FNR 2009 47 FA                                 | CUSIP: 31396QFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19212 | PA      | $19388.36      | 0.00%             | 2039-07-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-3048.92      | -0.00%            |  |  |  | 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        |    1321779 | PA      | $1321562.50    | 0.05%             | 2059-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3360                                                        | FREDDIE MAC FHR 3360 FC                                   | CUSIP: 31397KE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284804 | PA      | $285495.67     | 0.01%             | 2037-05-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49600000 | PA      | $49027933.44   | 2.00%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH C 144A     | CUSIP: 46654EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6327044.50    | 0.26%             | 2038-06-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 A APT 144A        | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2872086 | PA      | $2701866.30    | 0.11%             | 2054-11-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                               | FANNIE MAE FNR 2025 66 FK                                 | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4399645 | PA      | $4438785.04    | 0.18%             | 2055-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA3218 FN 12/32 FIXED 3                         | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4033556 | PA      | $3897287.66    | 0.16%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.65000 09/11/26-1Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $16426.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-103256.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                     | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A           | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5136329 | PA      | $5136649.92    | 0.21%             | 2035-04-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 QF                                   | CUSIP: 3137HJVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2082324 | PA      | $2095553.77    | 0.09%             | 2055-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-RPL1                           | GS MORTGAGE BACKED SECURITIES GSMBS 2021 RPL1 A1 144A     | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1495197 | PA      | $1406943.70    | 0.06%             | 2060-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $841.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2890796.77   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $475542.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                       | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A           | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11389276 | PA      | $11275695.96   | 0.46%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6381.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                 | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR            | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    2300000 | PA      | $2306940.76    | 0.09%             | 2027-07-02      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIV LTD                                               | MARBLE POINT CLO XXIV LTD MP24 2022 1A A1R 144A           | CUSIP: 56607WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1700452.95    | 0.07%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4559                                                        | FREDDIE MAC FHR 4559 AF                                   | CUSIP: 3137BNCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64698 | PA      | $63954.55      | 0.00%             | 2042-03-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-327.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-17702.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.00000 09/16/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $83149.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-93747.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $67267.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2004-2F                                         | GSR MORTGAGE LOAN TRUST GSR 2004 2F 7A1                   | CUSIP: 36229RLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        492 | PA      | $488.98        | 0.00%             | 2034-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                       | BANK HAPOALIM SR UNSECURED 144A REGS 07/29 4              | CUSIP: ACI37Y6K7<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    2900000 | PA      | $2866641.68    | 0.12%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $253193.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3883.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 VAR           | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401929.73    | 0.06%             | 2026-11-05      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-85070.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-14                                                      | FANNIE MAE FNR 2007 14 FB                                 | CUSIP: 31396PZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5027 | PA      | $4972.55       | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-1                                           | OPORTUN FUNDING LLC OPTN 2025 1 A 144A                    | CUSIP: 68377PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     438147 | PA      | $438332.42     | 0.02%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $23615.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-89668.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA 144A 10/27 3.5                                    | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $11824440.00   | 0.48%             | 2027-10-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                        | SOCIETE GENERALE 144A 02/27 5.25                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1207662.36    | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $72056.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-6                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 6 A 144A         | CUSIP: 69548KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     507311 | PA      | $508105.43     | 0.02%             | 2031-11-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $13111.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-83                                               | FANNIE MAE FNR 2025 83 FA                                 | CUSIP: 3136BXVW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26319075 | PA      | $26478410.91   | 1.08%             | 2055-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3MO EURO EURIBOR  DEC26 IFLL 20261214                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        881 | NC      | $-513775.75    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2025-78                                               | FANNIE MAE FNR 2025 78 KF                                 | CUSIP: 3136BW7K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7841329 | PA      | $7907464.23    | 0.32%             | 2055-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ICE 3MTH SONIA FU DEC26 IFLL 20270316                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        761 | NC      | $-1221594.18   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-1760.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3 MONTH SOFR FUT  DEC27 XCME 20280314                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1146 | NC      | $23219.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260416                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2947.83      | -0.00%            |  |  |  | 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        |   23561321 | PA      | $23818424.20   | 0.97%             | 2055-06-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-69789.68     | -0.00%            |  |  |  | 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        |    1938395 | PA      | $1931298.25    | 0.08%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A         | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7900000 | PA      | $7017925.50    | 0.29%             | 2038-07-15      | Floating      | 5.19%                 | 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        |     334292 | PA      | $335548.49     | 0.01%             | 2031-10-27      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2021-2 DAC                                    | ROCKFORD TOWER EUROPE CLO RFTE 2021 2A A 144A             | CUSIP: ACI2PTDF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5700000 | PA      | $6568910.63    | 0.27%             | 2035-01-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-1533036.82   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3609                                                        | FREDDIE MAC FHR 3609 F                                    | CUSIP: 31398LN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35988 | PA      | $36137.86      | 0.00%             | 2036-08-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-156                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 156 JF            | CUSIP: 38383BBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9841034 | PA      | $9869260.55    | 0.40%             | 2055-09-20      | Floating      | 4.52%                 | 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        |      90192 | PA      | $90301.27      | 0.00%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                   | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/28 VAR      | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6114173.72    | 0.25%             | 2028-09-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4109.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                  | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3271225 | PA      | $3293714.97    | 0.13%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE4                                                    | GSAMP TRUST GSAMP 2006 HE4 A1                             | CUSIP: 362439AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49310 | PA      | $48865.00      | 0.00%             | 2036-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE7                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2FP             | CUSIP: 61750MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25113 | PA      | $10563.73      | 0.00%             | 2036-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2005-EFC1                                   | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6          | CUSIP: 76112BRR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2594077 | PA      | $2548278.04    | 0.10%             | 2035-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3360                                                        | FREDDIE MAC FHR 3360 FB                                   | CUSIP: 31397KE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     244998 | PA      | $245148.58     | 0.01%             | 2037-08-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260406                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $23572.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4                                 | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 2A1           | CUSIP: 126670KK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     361817 | PA      | $332555.37     | 0.01%             | 2036-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260420                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-55971.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260917                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-8817.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                    | ERAC USA FINANCE LLC                                      | CUSIP: 26882SDP8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2293933.06    | 0.09%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-WMC2                                  | MORGAN STANLEY CAPITAL INC MSAC 2004 WMC2 M1              | CUSIP: 61746RHS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422584 | PA      | $432080.36     | 0.02%             | 2034-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-4                                                       | FANNIE MAE FNR 2007 4 DF                                  | CUSIP: 31396PMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27101 | PA      | $26886.65      | 0.00%             | 2037-02-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                   | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5        | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2583762.04    | 0.11%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO ITAU CHILE/NEW YORK                                               | BANCO ITAU CHILE 08/26 FIXED 4.15                         | CUSIP: 22000DGF6<br>LEI: 549300DDPTTIZ06NIV06 | Long             | DBT              | CORP              | CL        |    8900000 | PA      | $8898288.53    | 0.36%             | 2026-08-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $20204.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-6915.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                     | ISRAEL ELECTRIC CORP LTD SR SECURED REGS 12/27 7.75       | CUSIP: 46507WAB6<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |   12491000 | PA      | $13049831.73   | 0.53%             | 2027-12-15      | Fixed         | 7.75%                 | 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        |   12000000 | PA      | $12034389.60   | 0.49%             | 2029-12-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1532.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A                | TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A        | CUSIP: ACI2NQX93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    3870982 | PA      | $5126843.07    | 0.21%             | 2053-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $7280.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-53340.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1A                                                 | REACH FINANCIAL LLC REACH 2025 1A A 144A                  | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     163797 | PA      | $164084.94     | 0.01%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2004-12                                           | BEAR STEARNS ALT A TRUST BALTA 2004 12 1M2                | CUSIP: 07386HNV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2247699 | PA      | $2239151.00    | 0.09%             | 2035-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                 | FREDDIE MAC FHR 5500 FA                                   | CUSIP: 3137HJAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1074300 | PA      | $1084419.11    | 0.04%             | 2055-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS OF AMERICA TRUST 2021-2                                   | HOME PARTNERS OF AMERICA TRUST HPA 2021 2 A 144A          | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574557 | PA      | $563888.76     | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260507                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $158.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-5949.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $18792.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer