# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007260
**Filing Date:** 2026-5
**Character Count:** 612676
**Document Hash:** a475e110b0bf5f44bf1c17d5e0918ad3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007260.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007260

**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:** 261043449

**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 Long Duration Total Return Fund (Series ID: S000013232)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000035567 | Institutional | PLRIX           |
| C000064164 | I-2           | PLRPX           |
| C000080408 | Class A       | PLRAX           |
| C000195167 | Class C       | PLRCX           |

## 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 Long Duration Total Return Fund

- **b. EDGAR series identifier (if any):** S000013232

- **c. LEI of Series:** 6H88Q2DZCBEGOMBEBB05

**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:** $4823100467.44

**Total Liabilities:** $2609126510.40

**Net Assets:** $2213973957.04

**Delayed Delivery Securities:** $4598720.70

**Cash Not Reported:** $7550514.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 267886.047900 | **1-Year:** 107222.015500 | **5-Year:** 498906.113200 | **10-Year:** 457508.980400 | **30-Year:** 18324.547800

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

- **3-Month:** 7984.464600 | **1-Year:** 9416.190800 | **5-Year:** 60528.406300 | **10-Year:** 14712.116200 | **30-Year:** 7.599800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080408 | 0.18%                | 3.50%                | -4.46%               |
| Class ID C000195167 | 0.11%                | 3.44%                | -4.52%               |
| Class ID C000064164 | 0.20%                | 3.53%                | -4.44%               |
| Class ID C000035567 | 0.21%                | 3.53%                | -4.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-955062.88              | $-975798.07                                |
| Month 2  | $210991.15               | $76471994.60                               |
| Month 3  | $-6255417.97             | $-116279633.20                             |

**Designated Index Information**

- **Index Name:** Bloomberg US Long Government/Credit Unhedged USD Index

- **Index Identifier:** LGC5TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TXNM ENERGY INC                                                               | TXNM ENERGY INC JR SUBORDINA 144A 07/56 VAR                | CUSIP: 69349HAJ6<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798038.76     | 0.04%             | 2056-07-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $23925.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | SANDS CHINA LTD SR UNSECURED 08/31 3.25                    | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1300000 | PA      | $1177510.49    | 0.05%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                             | KREF 2022 FL3 LTD KREF 2022 FL3 A 144A                     | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1580349 | PA      | $1581182.70    | 0.07%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2370.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5386500 | PA      | $-5391563.31   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1386153.86    | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $157489.43     | 0.01%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-104705.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/45 2.5                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15520000 | PA      | $10888856.21   | 0.49%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)             | OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05              | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1185741.46    | 0.05%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 01/51 7.15                          | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107933.70     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/36 VAR               | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5937397.48    | 0.27%             | 2036-04-23      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $1960.23       | 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      | $803.03        | 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      | $12280.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                                       | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7            | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20922 | PA      | $20869.83      | 0.00%             | 2034-11-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.08500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5157.15       | 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      | $-29809.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                                | WINSTON RE LTD UNSECURED 144A 02/31 VAR                    | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    2800000 | PA      | $2922640.00    | 0.13%             | 2031-02-26      | Floating      | 15.21%                | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF18                                             | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1            | CUSIP: 32029AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     813547 | PA      | $791533.42     | 0.04%             | 2037-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260526                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $78564.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                            | BOSTON GAS COMPANY SR UNSECURED 144A 07/53 6.119           | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4521082.04    | 0.20%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II 2022-1A                                                     | 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A                  | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1001005.92    | 0.05%             | 2034-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $16470.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3172632.09    | 0.14%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A4                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A             | CUSIP: 589929W87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2225 | PA      | $2199.31       | 0.00%             | 2033-05-25      | Floating      | 7.00%                 | 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        |   25000000 | PA      | $25454879.50   | 1.15%             | 2056-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/49 2.25                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32576000 | PA      | $20269652.42   | 0.92%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 01/31 VAR               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2039245.16    | 0.09%             | 2031-01-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 144A 11/30 5.45      | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     900000 | PA      | $861550.76     | 0.04%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -10748749 | PA      | $-10135400.66  | -0.46%            | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 33 LTD 33A                                                            | KKR FINANCIAL CLO LTD KKR 33A AR 144A                      | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400410.49     | 0.02%             | 2034-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19454.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 02/62 4.4                           | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1543838.69    | 0.07%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                     | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR             | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |     500000 | NS      | $522715.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                                 | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                    | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1201607.78    | 0.05%             | 2035-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10562.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                  | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $711095.25     | 0.03%             | 2029-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                   | PFIZER NETHERLANDS INTL COMPANY GUAR 05/29 2.875           | CUSIP: ACI2X5WP3<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $685208.77     | 0.03%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                                                    | BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/44 5    | CUSIP: BFNYDZII7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    8800000 | PA      | $11785085.83   | 0.53%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFRF USD SOFR/2.33000 10/25/23-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14327316.17   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A83402 FG 12/38 FIXED 5                  | CUSIP: 312929X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        139 | PA      | $140.70        | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-25612.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                              | GOLDEN BEAR RE LTD UNSECURED 144A 03/32 VAR                | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $300000.00     | 0.01%             | 2032-03-08      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8        | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1308388 | PA      | $1309480.77    | 0.06%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                    | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7       | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $611511.83     | 0.03%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 11/37 3.8                         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2225077.20    | 0.10%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3440                                                              | FREDDIE MAC FHR 3440 EM                                    | CUSIP: 31397T2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167498 | PA      | $169534.44     | 0.01%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                               | PFP III PFP 2026 13 A 144A                                 | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500577.38     | 0.02%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 754031 FN 12/33 FLOATING VAR                     | CUSIP: 31403NVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8012 | PA      | $8199.53       | 0.00%             | 2033-12-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       2887 | NC      | $-11525383.22  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-1                                         | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7              | CUSIP: 126673XD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74697 | PA      | $74568.16      | 0.00%             | 2035-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                              | BANK5 BANK5 2025 5YR19 A2                                  | CUSIP: 05494RBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $7135187.60    | 0.32%             | 2058-12-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                                  | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                    | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002441.54    | 0.09%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $25002.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2757106.28    | 0.12%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3           | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130105 | PA      | $121769.96     | 0.01%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| INVSC-5A                                                                      | INVESCO EURO CLO INVSC 5A AR 144A                          | CUSIP: ACI2VXQH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1550442 | PA      | $1793974.67    | 0.08%             | 2034-01-15      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A                                     | CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A             | CUSIP: ACI2VQ1V0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3720937 | PA      | $4295776.05    | 0.19%             | 2033-08-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP SR UNSECURED 01/35 6                      | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     704000 | PA      | $731162.95     | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENER HOUSTON GENL REF MOR 04/36 4.85           | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     400000 | PA      | $391884.19     | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3051.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214    | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $1971776.04    | 0.09%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY                                 | ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR          | CUSIP: ACI2S2B04<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $303641.85     | 0.01%             | 2029-01-17      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D          | CUSIP: 17312EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     472912 | PA      | $415365.61     | 0.02%             | 2037-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                      | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  424000000 | PA      | $2360833.50    | 0.11%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY HOLDINGS BV                                                | BRIGHTSTAR LOTTERY BV SR SECURED 144A 03/30 4.25           | CUSIP: ACI2R5JZ3<br>LEI: 984500911D9B7B4D7533 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $3182301.70    | 0.14%             | 2030-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-6549.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                     | UKG  INC, 2024 TERM LOAN B                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     591030 | PA      | $565580.25     | 0.03%             | 2031-02-10      | Floating      | 6.17%                 | 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        |   20000000 | PA      | $19324273.20   | 0.87%             | 2056-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                       | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 04/36 5.05            | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     600000 | PA      | $591463.67     | 0.03%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                              | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1357026.38    | 0.06%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1676.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-RP1                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A       | CUSIP: 92922FYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     230727 | PA      | $216388.07     | 0.01%             | 2034-05-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 10/30 VAR                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2999301.39    | 0.14%             | 2030-10-18      | 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      | $2122.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.47000 11/01/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-38337.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 08/51 2.85      | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1666758.18    | 0.08%             | 2051-08-05      | Fixed         | 2.85%                 | 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        |     400000 | PA      | $396058.93     | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1952.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 01/34 1.75                                 | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47503302 | PA      | $47320851.79   | 2.14%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL 080408 G2 05/30 FLOATING VAR                  | CUSIP: 36225CN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10865 | PA      | $10867.71      | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-WMC3                                           | MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1            | CUSIP: 57643LFN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1942759 | PA      | $1915361.01    | 0.09%             | 2034-10-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                          | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR              | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300015.00     | 0.01%             | 2031-01-08      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 02/36 4.85                          | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1769240.84    | 0.08%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV INC 2004-WMC5                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1           | CUSIP: 59020UMF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     484212 | PA      | $488775.03     | 0.02%             | 2035-07-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2819141.65    | 0.13%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                                        | ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65        | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2089654.51    | 0.09%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-51                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1           | CUSIP: 12668ACG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500767 | PA      | $1438412.13    | 0.06%             | 2035-11-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1756 | NC      | $-1466516.58   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2807794.92    | 0.13%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-524.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A                                    | SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65            | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     288069 | PA      | $263726.87     | 0.01%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $14768.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                   | CFE FIBRA E SR UNSECURED 144A 09/40 5.875                  | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1084379 | PA      | $1055979.02    | 0.05%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-45.32        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 255884 FN 08/35 FLOATING VAR                     | CUSIP: 31371MFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10706 | PA      | $11060.13      | 0.00%             | 2035-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| KIZUNA RE III PTE LTD                                                         | KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR             | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |     490000 | PA      | $498550.50     | 0.02%             | 2029-04-09      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.63761 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $25114.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC                    | CUSIP: 957IHHII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997762.38     | 0.05%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                     | EVERGY KANSAS CENTRAL 1ST MORTGAGE 03/35 5.25              | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2117732.48    | 0.10%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1729741.41    | 0.08%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $13153.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $38739.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3            | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $908567.58     | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                                           | CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5647960.86    | 0.26%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/50 3.6                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $676683.88     | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $30006.59      | 0.00%             |  |  |  | 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        |    1100000 | PA      | $1024171.08    | 0.05%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                     | EXPAND ENERGY CORP SR UNSECURED 01/35 5.7                  | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     800000 | PA      | $812872.30     | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-10684.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2004-2                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 21A            | CUSIP: 07384MM82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        373 | PA      | $351.54        | 0.00%             | 2034-05-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG ENERGY INC SR SECURED 144A 10/30 4.734                 | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2379063.60    | 0.11%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2410.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                               | JONES LANG LASALLE INC SR UNSECURED 12/28 6.875            | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2270341.63    | 0.10%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR4                                             | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A                | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42557 | PA      | $38431.75      | 0.00%             | 2045-08-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 11/42 0.00000                                       | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     810000 | PA      | $352069.78     | 0.02%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                       | PUBLIC SERVICE ELECTRIC 1ST MORTGAGE 06/44 4               | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4515669.05    | 0.20%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-8562.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2515.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A3                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A             | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3905 | PA      | $3823.74       | 0.00%             | 2033-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $30185.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2005-9                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1             | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14667 | PA      | $14215.05      | 0.00%             | 2035-10-25      | Floating      | 6.42%                 | 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        |    7500000 | PA      | $7548750.00    | 0.34%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-8002.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                   | UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A            | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     780204 | PA      | $777580.74     | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.66213 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $192736.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-22                                                | COUNTRYWIDE HOME LOANS CWHL 2004 22 A3                     | CUSIP: 12669F6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25862 | PA      | $25032.03      | 0.00%             | 2034-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4143.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR5                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1           | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4567 | PA      | $4435.10       | 0.00%             | 2034-10-19      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC SR UNSECURED 02/63 5.75                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $745035.38     | 0.03%             | 2063-02-10      | Fixed         | 5.75%                 | 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        |   12000000 | NC      | $35772.00      | 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      | $-108554.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/36 VAR                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4432760.52    | 0.20%             | 2036-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1         | CUSIP: 02152AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98571 | PA      | $43186.99      | 0.00%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $740100.05     | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO DAC 11A                                                            | ARBOUR CLO ARBR 11A AR                                     | CUSIP: ACI2P5HV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2313119.59    | 0.10%             | 2038-05-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -5097 | NC      | $13335086.21   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A            | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9505 | PA      | $9731.57       | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| LMNT CRE 2025-FL3 LLC                                                         | LFT CRE 2021 FL1, LLC LMNT 2025 FL3 A 144A                 | CUSIP: 50208TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2100000 | PA      | $2101269.91    | 0.09%             | 2043-07-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB9                                              | COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1                  | CUSIP: 126670LE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67776 | PA      | $64153.24      | 0.00%             | 2036-02-20      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                       | NEWMONT / NEWCREST FIN COMPANY GUAR 05/50 4.2              | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $15904.51      | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $17528.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $181478.53     | 0.01%             | 2032-03-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125               | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1644332.65    | 0.07%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A           | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2068 | PA      | $1989.35       | 0.00%             | 2046-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                                         | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B               | CUSIP: 61753NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1894805 | PA      | $829621.86     | 0.04%             | 2037-02-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                       | BAKER HUGHES LLC/CO OBL COMPANY GUAR 06/33 4.65            | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1969045.64    | 0.09%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTG LN 2004-18                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 4A1            | CUSIP: 863579FW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5078 | PA      | $5065.29       | 0.00%             | 2034-12-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                            | AMEREN CORP AMEREN CORP                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604420.70     | 0.03%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                  | WP CAREY INC SR UNSECURED 10/31 3.25                       | CUSIP: ACI38K1G0<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $446570.70     | 0.02%             | 2031-10-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $8603.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC SR UNSECURED 11/30 4.875               | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1375561.66    | 0.06%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL CORP                                                          | BLOCK FINANCIAL LLC COMPANY GUAR 09/32 5.375               | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1941948.30    | 0.09%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC SR UNSECURED 05/29 VAR                   | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6300000 | PA      | $6345593.10    | 0.29%             | 2029-05-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 08/36 6.1                          | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61339.13      | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                                            | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1            | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30059 | PA      | $28078.33      | 0.00%             | 2035-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                        | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 12/30 4.8         | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |     900000 | PA      | $893120.88     | 0.04%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)                               | POPULAR INC SR UNSECURED 03/28 7.25                        | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    2400000 | PA      | $2487964.80    | 0.11%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| THE DEPOSITORY TRUST COMPANY                                                  | DEPOSITORY TRUST COMPANY SR UNSECURED 144A 03/31 4.55      | CUSIP: 249672AA4<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |     600000 | PA      | $601488.67     | 0.03%             | 2031-03-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1187858.29    | 0.05%             | 2039-01-15      | Fixed         | 3.70%                 | 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        |    2100000 | PA      | $2103178.79    | 0.09%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3036.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                           | ABBOTT LABORATORIES SR UNSECURED 03/36 4.65                | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3228201.64    | 0.15%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                         | KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3               | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      70000 | PA      | $47261.57      | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |          1 | NC      | $282174.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                 | TEVA PHARM FNC NL II COMPANY GUAR 06/31 4.125              | CUSIP: ACI2XB2B4<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2283529.64    | 0.10%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES           | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A       | CUSIP: 345214BJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    2861917 | PA      | $2077274.20    | 0.09%             | 2028-07-15      | Fixed         | 5.05%                 | 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        |   32520000 | PA      | $33460818.23   | 1.51%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                  | NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3        | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $4854722.39    | 0.22%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                          | SMITHFIELD FOODS INC COMPANY GUAR 144A 02/27 4.25          | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995415.65     | 0.04%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2016-GS3                                         | GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A        | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5225000 | PA      | $4893117.41    | 0.22%             | 2049-10-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-35CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 35CB 1A1         | CUSIP: 12667G2G7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950269 | PA      | $655414.81     | 0.03%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/40 3.6                         | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $72534.66      | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                            | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A         | CUSIP: 3623413V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     289105 | PA      | $232541.86     | 0.01%             | 2036-01-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS AUD 4.75000 12/20/28-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-586906.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-525.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                                   | CANADIAN GOVERNMENT BONDS 06/34 3                          | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    3400000 | PA      | $2382816.17    | 0.11%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC              | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     287000 | PA      | $273489.57     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7           | CUSIP: 12668BLG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2722453 | PA      | $1189397.43    | 0.05%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1         | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16014 | PA      | $16194.45      | 0.00%             | 2045-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NAPA VALLEY UNIFIED SCHOOL DISTRICT                                           | NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507         | CUSIP: 6303614J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     900000 | PA      | $964441.08     | 0.04%             | 2043-08-01      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1386000 | PA      | $1385133.75    | 0.06%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | OHIO POWER COMPANY SR UNSECURED 10/51 2.9                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $662290.53     | 0.03%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                       | RESOLUTION FUNDING STRIP BONDS 01/29 0.00000               | CUSIP: 76116EGP9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $898185.56     | 0.04%             | 2029-01-15      | None          | 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      | $50197.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW MEXICO ST HOSP                                                            | NEW MEXICO ST HOSP EQUIPMENT L NMSMED 08/46 FIXED 4.406    | CUSIP: 647370HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $861520.70     | 0.04%             | 2046-08-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-12547.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                        | ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    4200000 | PA      | $3007719.50    | 0.14%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-40505.99     | -0.00%            |  |  |  | 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        | -265250750 | PA      | $-266614488.12 | -12.04%           |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/64 5.5                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $996506.42     | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | 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        |     400000 | PA      | $394000.00     | 0.02%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS 144A 11/30 VAR                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1015588.11    | 0.05%             | 2030-11-19      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/35 0.00000                                       | CUSIP: 912833X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32500000 | PA      | $21900111.35   | 0.99%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAIICHI LIFE INSURANCE CO LTD                                                 | DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    1200000 | PA      | $1207615.20    | 0.05%             | 2035-01-16      | Floating      | 6.20%                 | 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        |    1000000 | PA      | $1152346.49    | 0.05%             | 2038-04-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                                 | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A         | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     720075 | PA      | $721284.34     | 0.03%             | 2032-10-23      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4300.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $167.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 07/34 1.875                                | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3109290 | PA      | $3125757.24    | 0.14%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/35 5.4                             | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599693.54     | 0.03%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 01/36 VAR             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2033838.90    | 0.09%             | 2036-01-28      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -10937250 | PA      | $-10957407.72  | -0.49%            |  |  |  | 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      | $604724.19     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                              | PROJECT CASHMERE CLASS A1 144A                             | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   36200000 | PA      | $24976196.72   | 1.13%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | 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        |    1100000 | PA      | $1267605.68    | 0.06%             | 2038-08-15      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $148.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 01/50 3.7                    | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $735226.97     | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625            | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4720000 | PA      | $5564390.58    | 0.25%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                                  | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25        | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     548270 | PA      | $556061.48     | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/50 2                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22030000 | PA      | $12830754.02   | 0.58%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $48008.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                        | PIKES PEAK CLO PIPK 2019 4A ARR 144A                       | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001338.89    | 0.05%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB9                                              | COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A                 | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11695 | PA      | $10459.12      | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20L                                      | SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1              | CUSIP: 83162CRL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      27241 | PA      | $27331.86      | 0.00%             | 2027-12-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $330401.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LTD / BACARDI-MARTINI BV                                              | BACARDI LTD / MARTINI BV SR UNSECURED 144A 06/43 5.9       | CUSIP: 05635JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    5073000 | PA      | $4800846.89    | 0.22%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1                 | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        922 | PA      | $903.13        | 0.00%             | 2035-02-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-8492.42      | -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      | $-1291.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $49.60         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/32 3.625                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2324014.55    | 0.10%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS COMPANY LLC                                           | COLORADO INTERSTATE GAS COMPANY GUAR 06/37 6.85            | CUSIP: 196522AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1432071.10    | 0.06%             | 2037-06-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3404674.28    | 0.15%             | 2029-09-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 04/37 5.75                         | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59442.00      | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14912.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR1                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 3A1           | CUSIP: 45669BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     103666 | PA      | $92801.04      | 0.00%             | 2037-04-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $440963.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2837.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 07/39 6.75                       | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     700000 | PA      | $809176.06     | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1          | CUSIP: 45660LMF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1997097 | PA      | $1332435.15    | 0.06%             | 2035-07-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 10/34 VAR                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13450000 | PA      | $14705558.58   | 0.66%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $11126.42      | 0.00%             |  |  |  | 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        |   11000000 | PA      | $10305775.70   | 0.47%             | 2056-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -147659125 | PA      | $-147674547.16 | -6.67%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/44 4.625                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4900000 | PA      | $4753669.93    | 0.21%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $11386.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                          | GSAMP TRUST GSAMP 2007 FM1 A2A                             | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4820 | PA      | $2382.97       | 0.00%             | 2036-12-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                           | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2             | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183081 | PA      | $48602.77      | 0.00%             | 2046-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $728548.86     | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    6100000 | PA      | $4078211.55    | 0.18%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-76                                                            | FANNIE MAE FNR 2003 76 EZ                                  | CUSIP: 31393D6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12894 | PA      | $13040.88      | 0.00%             | 2033-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1395488.54    | 0.06%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2025-2A                                                 | SWITCH ABS ISSUER, LLC SWTCH 2025 2A A21 144A              | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10350000 | PA      | $10126270.26   | 0.46%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 36 LTD 2025-52A                                                  | SYMPHONY CLO LTD SYMP 2025 52A AR 144A                     | CUSIP: 87170MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1099916.86    | 0.05%             | 2036-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE7                                         | MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D               | CUSIP: 61750MAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3043903 | PA      | $1277431.23    | 0.06%             | 2036-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BARCLAYS PLC SNR SE ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $10174.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4              | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1929273.66    | 0.09%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A        | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1200000 | PA      | $1387175.33    | 0.06%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1108453.37    | 0.05%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $391037.64     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-7208.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO 2016-1 LLC                                                  | MOUNTAIN VIEW CLO MVEW 2016 1A AR3 144A                    | CUSIP: 62432FAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $999068.15     | 0.05%             | 2033-04-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/60 3.85                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $4715720.76    | 0.21%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 4 LTD 2023-2A                                                  | 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A                   | CUSIP: 883932AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1600479.76    | 0.07%             | 2035-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                               | BROOKFIELD ASSET MANAGEM SR UNSECURED 04/35 5.795          | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $713639.30     | 0.03%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                   | PROGRESSIVE CORP SR UNSECURED 03/36 5.15                   | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1402581.33    | 0.06%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG ENERGY INC SR SECURED 144A 12/27 2.45                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     362000 | PA      | $348815.57     | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ACREC 2026-FL4 LLC                                                            | ACREC LLC ACREC 2026 FL4 A 144A                            | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3498242.65    | 0.16%             | 2043-01-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 03/35 5.2                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2019768.16    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH SECURED 09/35 4.975                    | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3026616.21    | 0.14%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/41 1.75                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80600000 | PA      | $53912269.63   | 2.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $16715.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $54511.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-207204.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1921.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/34 0.00000                                       | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32970000 | PA      | $23060868.48   | 1.04%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC SR UNSECURED 11/41 3.366             | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     300000 | PA      | $233030.87     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A83589 FG 12/38 FIXED 5                  | CUSIP: 3129297A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        448 | PA      | $453.16        | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                 | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     412452 | PA      | $410389.56     | 0.02%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     113500 | PA      | $110502.90     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | 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        |     800000 | PA      | $797398.08     | 0.04%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP SR UNSECURED 05/34 6.15                   | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4427215.88    | 0.20%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $108251.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP                                   | CTR PARTNERSHIP/CARETRST COMPANY GUAR 144A 06/28 3.875     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97232.99      | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-468.66       | -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      | $2595.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC                    | CUSIP: 958BJPII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1295683.86    | 0.06%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $13397.83      | 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        |    2000000 | PA      | $2310326.60    | 0.10%             | 2037-05-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1553115.85    | 0.07%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                            | MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5               | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796094.37     | 0.04%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 09/54 6.25            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     721000 | PA      | $700200.52     | 0.03%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST 2023-A2                                         | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A              | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5549030.85    | 0.25%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                   | ILLINOIS ST ILS 04/35 FIXED 6.725                          | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      76923 | PA      | $80568.13      | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                 | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1315442.93    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                  | JDE PEET S NV COMPANY GUAR 144A 09/31 2.25                 | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $260997.14     | 0.01%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $1215.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/45 4.75                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82400000 | PA      | $80986968.54   | 3.66%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                              | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     700000 | PA      | $712705.00     | 0.03%             | 2029-01-08      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1775771 | PA      | $1694444.46    | 0.08%             | 2036-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MPT TRUST 2004-AR6                                              | FIRST HORIZON MORTGAGE PASS TH FHASI 2004 AR6 2A1          | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        829 | PA      | $811.34        | 0.00%             | 2034-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.65000 03/05/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-106746.62    | -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      | $-110990.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INCORPORATED                                    | AMERICAN TRANSMISSION SY SR UNSECURED 144A 09/44 5         | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $182443.21     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-983.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -238434862 | PA      | $-238784434.51 | -10.79%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.84200 03/04/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-16315.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VITALITY RE XVI LTD                                                           | VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR               | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $248800.00     | 0.01%             | 2030-01-08      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-8410.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                         | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875          | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3134349 | PA      | $2836585.85    | 0.13%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                          | DAE SUKUK DIFC LTD SR UNSECURED 144A 10/30 4.5             | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     800000 | PA      | $765010.11     | 0.03%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)                                     | ELECTRONIC ARTS INC USD TERM LOAN B                        | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    2000000 | PA      | $1990000.00    | 0.09%             | 2033-03-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                             | FEDEX FREIGHT HOLDING CO COMPANY GUAR 144A 03/31 4.65      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     800000 | PA      | $786647.82     | 0.04%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $22565.67      | 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      | $-106.02       | -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      | $4824.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                    | EQUINIX EU 2 FINANCING C COMPANY GUAR 11/30 4.6            | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     700000 | PA      | $693782.10     | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 06/20/24-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-178751.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $2959.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-81                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1            | CUSIP: 12668BBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36309 | PA      | $30473.89      | 0.00%             | 2037-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                            | RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389075.70     | 0.02%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-2                                                        | CHASEFLEX TRUST CFLX 2007 2 A1                             | CUSIP: 16165WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900812 | PA      | $1832483.45    | 0.08%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                    | MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625            | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $5624298.51    | 0.25%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4742.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH1                                  | FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FFH1 M1            | CUSIP: 32027NED9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1734235 | PA      | $1748394.93    | 0.08%             | 2033-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A        | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     361091 | PA      | $326225.61     | 0.01%             | 2046-12-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2006-3                          | TBW MORTGAGE BACKED PASS THROU TBW 2006 3 1A               | CUSIP: 87804AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4569009 | PA      | $1690908.48    | 0.08%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25            | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1573626.69    | 0.07%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                              | PUGET ENERGY INC PUGET ENERGY INC                          | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1985390.90    | 0.09%             | 2056-09-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 11/55 5.875            | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3017487.46    | 0.14%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2                                       | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1          | CUSIP: 83613DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233949 | PA      | $210512.48     | 0.01%             | 2037-07-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                     | NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2455539.81    | 0.11%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LIMITED                                                      | GREENKO POWER II LTD SR SECURED 144A 12/28 4.3             | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |     311600 | PA      | $293273.99     | 0.01%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                                      | WELLFLEET CLO LTD WELF 2021 2A A1R 144A                    | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800779.94     | 0.04%             | 2034-07-15      | Floating      | 4.82%                 | 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        |    6809364 | PA      | $6726852.54    | 0.30%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 04/31 VAR             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2339333.13    | 0.11%             | 2031-04-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-1068.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/32 2         | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1952249.32    | 0.09%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                           | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR               | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2700000 | PA      | $2742255.00    | 0.12%             | 2027-04-05      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1291016.03    | 0.06%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2141577.79    | 0.10%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/43 3.625                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3200000 | PA      | $2733875.01    | 0.12%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-6                                              | NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2C                  | CUSIP: 66988RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5834661 | PA      | $1915817.83    | 0.09%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                              | LINCOLN FIN GLBL FUNDING SECURED 144A 08/30 4.625          | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297182.58     | 0.01%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUS 2005-47CB                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 47CB A9          | CUSIP: 12668AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2107243 | PA      | $1044657.50    | 0.05%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597023.46     | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7011.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-5                                          | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1               | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1466441 | PA      | $344227.90     | 0.02%             | 2046-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $205553.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4463.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95              | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1196491.18    | 0.05%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-HE2                                                          | GSAMP TRUST GSAMP 2007 HE2 A2C                             | CUSIP: 362440AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     630456 | PA      | $466631.24     | 0.02%             | 2047-03-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE II LLC                                                     | BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45           | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $33062.30      | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $521.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                         | KENTUCKY UTILITIES CO 1ST MORTGAGE 04/33 5.45              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2067955.26    | 0.09%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.77500 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $32454.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/43 3.125                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24610000 | PA      | $19712994.41   | 0.89%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                           | CITADEL FINANCE LLC COMPANY GUAR 144A 02/31 5.15           | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     800000 | PA      | $781605.36     | 0.04%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 03/33 6.125              | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2221870.54    | 0.10%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   10800000 | PA      | $3366003.62    | 0.15%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S 144A 06/28 4.375                           | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6200000 | PA      | $6188770.37    | 0.28%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $20062.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2020-M33                                                      | FANNIEMAE ACES FNA 2020 M33 X2                             | CUSIP: 3136BBAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15872100 | PA      | $724412.19     | 0.03%             | 2031-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                      | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  710000000 | PA      | $3791289.50    | 0.17%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-7491.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 03/46 5.65                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5783363.05    | 0.26%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3246.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2712635.52    | 0.12%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $255521.66     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                            | PUBLIC SERVICE COLORADO 1ST MORTGAGE 09/35 5.15            | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     900000 | PA      | $897495.89     | 0.04%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2248                                                              | FREDDIE MAC FHR 2248 FB                                    | CUSIP: 3133TPV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        189 | PA      | $188.63        | 0.00%             | 2030-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                  | NOVARTIS CAPITAL CORP COMPANY GUAR 03/46 5.6               | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2806315.09    | 0.13%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 11/28 6                    | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3620679.30    | 0.16%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSPHORUS CLO IX DAC 9A                                                       | BOSPHORUS CLO BOPHO 9A AR 144A                             | CUSIP: ACI396444<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1300000 | PA      | $1502605.29    | 0.07%             | 2038-04-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-4                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2             | CUSIP: 86363LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73282 | PA      | $68989.80      | 0.00%             | 2037-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC 26-1A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A        | CUSIP: ACI38ZH96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2196115.42    | 0.10%             | 2035-10-15      | Floating      | 3.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2725.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2800000 | PA      | $2552903.50    | 0.12%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1          | CUSIP: 126694A32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89210 | PA      | $84765.94      | 0.00%             | 2046-03-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $149.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 07/38 7.5                  | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4754301.51    | 0.21%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-2                                         | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M2             | CUSIP: 68389FHC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450218 | PA      | $440618.33     | 0.02%             | 2035-05-25      | Floating      | 4.53%                 | 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        |     266647 | PA      | $266919.11     | 0.01%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                      | NATIONAL SECS CLEARING SR UNSECURED 144A 06/29 4.9         | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4071970.88    | 0.18%             | 2029-06-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.74800 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $45427.39      | 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      | $14536.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                                      | HEATHROW FUNDING LTD SR SECURED REGS 12/33 6.45            | CUSIP: B3CPY8II2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $414594.35     | 0.02%             | 2033-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MARGAY CLO II DAC 2A                                                          | MARGAY CLO MARGA 2A AR 144A                                | CUSIP: ACI384PC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1153156.28    | 0.05%             | 2037-07-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-118598.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                             | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4789774 | PA      | $4817518.98    | 0.22%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1318082.90    | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.00000 06/17/26-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $309493.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1948741.88    | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO X LLC                                                    | KKR GROUP FIN CO X LLC COMPANY GUAR 144A 12/51 3.25        | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1563978.88    | 0.07%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6              | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $744067.48     | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10930.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   86600000 | PA      | $26025043.25   | 1.18%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5                 | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322993 | PA      | $323745.00     | 0.01%             | 2035-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $11492.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/44 3.125                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14310000 | PA      | $11222729.26   | 0.51%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-4207.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $61318.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                                | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR             | CUSIP: ACI30MW05<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2214508.32    | 0.10%             | 2031-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-12707.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                                  | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A             | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     433716 | PA      | $434203.54     | 0.02%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1            | CUSIP: 12668AWH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     368189 | PA      | $352408.73     | 0.02%             | 2035-12-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                      | MET TOWER GLOBAL FUNDING SR SECURED 144A 09/30 4.2         | CUSIP: 58989V2L7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2458904.05    | 0.11%             | 2030-09-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7              | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $4573716.13    | 0.21%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-19516.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5103.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-10                                          | STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M2             | CUSIP: 86358EPD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2253173 | PA      | $2475732.39    | 0.11%             | 2034-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 02/41 3.5                        | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     300000 | PA      | $239474.13     | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                     | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2            | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $987874.94     | 0.04%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO SR UNSECURED 05/32 VAR                 | CUSIP: ACI2X3ZW0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1823584.49    | 0.08%             | 2032-05-20      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD 2018-1                                         | HORIZON AIRCRAFT FINANCE I LIM HORZN 2018 1 A 144A         | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     783810 | PA      | $779675.27     | 0.04%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3630.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 828871 FN 04/35 FLOATING VAR                     | CUSIP: 31407E2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63031 | PA      | $63917.74      | 0.00%             | 2035-04-01      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 03/34 5.5                     | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    6200000 | PA      | $6287891.70    | 0.28%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                           | VIRGINIA ELEC + POWER CO SR UNSECURED 09/35 4.9            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $783099.55     | 0.04%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/49 2.875                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     405000 | PA      | $288056.25     | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CHILDRENS HOSPITAL CENTRAL CALIFORNIA (AKA: VALLEY CHILDREN'S HOSPITAL)       | VALLEY CHILDREN S HOSP SECURED 03/48 4.399                 | CUSIP: 919451AA2<br>LEI: 549300F2WKRHTL1QGF12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1670173.18    | 0.08%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 06/32 3.25             | CUSIP: ACI2XLY76<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $674372.85     | 0.03%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $58540.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-73                                                            | FANNIE MAE FNR 2007 73 A1                                  | CUSIP: 31396V4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2900 | PA      | $2847.35       | 0.00%             | 2037-07-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1978764.98    | 0.09%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6            | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     400000 | PA      | $327384.58     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | 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        |       5703 | PA      | $4038.65       | 0.00%             | 2045-07-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $42277.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1297318.10    | 0.06%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                 | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  633200000 | PA      | $36776772.40   | 1.66%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $111.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                                        | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A                | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2195045.03    | 0.10%             | 2038-01-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-H1                                                           | GSAMP TRUST GSAMP 2007 H1 A1B                              | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4769280 | PA      | $2340112.99    | 0.11%             | 2047-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| WINDMILL III RE DESIGNATED ACTIVITY COMPANY                                   | WINDMILL III RE DAC UNSECURED 144A 07/28 VAR               | CUSIP: ACI2PJTV3<br>LEI: 635400PB5AXUZ6R7CT68 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $299394.10     | 0.01%             | 2028-07-05      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC SR UNSECURED 08/54 5.4                  | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2175519.36    | 0.10%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC COMPANY GUAR 04/54 5.95                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     488000 | PA      | $485717.63     | 0.02%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $27247.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                    | ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/32 3.6         | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1573411.97    | 0.07%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-120793.03    | -0.01%            |  |  |  | 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      | $1910715.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-10287.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1929.68      | -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      | $-696.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-28                                                            | FANNIE MAE FNR 2001 28 Z                                   | CUSIP: 313920EU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18115 | PA      | $18422.01      | 0.00%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.69116 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $131626.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 03/31 4.125                        | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3942829.32    | 0.18%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-5199.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2              | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1976871.62    | 0.09%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A          | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2338170 | PA      | $1967691.59    | 0.09%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                   | NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125          | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    3600000 | PA      | $3723723.94    | 0.17%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FISH POND RE LTD                                                              | FISH POND RE LTD UNSECURED 144A 01/27 VAR                  | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2700000 | PA      | $2739150.00    | 0.12%             | 2027-01-08      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6892.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                                       | ICG US CLO LTD ICG 2015 2RA A1R 144A                       | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     244807 | PA      | $244995.68     | 0.01%             | 2033-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-24129.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                             | MICROCHIP TECHNOLOGY INC COMPANY GUAR 02/30 5.05           | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1109819.89    | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                                      | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                   | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001368.38    | 0.05%             | 2034-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                        | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2699204.26    | 0.12%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2280394.51    | 0.10%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1065545.75    | 0.05%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1542643.52    | 0.07%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $52690.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 5YR JUL SR SEC                    | CUSIP: 958BJWII0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995757.73     | 0.04%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                  | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1779703.67    | 0.08%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD 2017-3A                                         | WIND RIVER CLO LTD WINDR 2017 3A AR2 144A                  | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1101456.43    | 0.05%             | 2035-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                       | BANK OF NOVA SCOTIA SR UNSECURED 02/34 VAR                 | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $788962.93     | 0.04%             | 2034-02-02      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-9895.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.46382 09/03/24-25Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $33082.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                              | LSEG US FIN CORP COMPANY GUAR 144A 03/31 4.5               | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2173664.75    | 0.10%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 11/32 VAR                        | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2055995.19    | 0.09%             | 2032-11-24      | Floating      | 2.89%                 | 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        |    2300000 | PA      | $2215350.92    | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TVA)                                              | TENN VALLEY AUTHORITY SR UNSECURED 05/35 4.875             | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    4800000 | PA      | $4938265.25    | 0.22%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8            | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5134683.88    | 0.23%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/41 1.875                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  427700000 | PA      | $296457915.48  | 13.39%            | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1941202 | PA      | $1931495.63    | 0.09%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-3186.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/48 3                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12900000 | PA      | $9516269.50    | 0.43%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $15155.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/43 3.875                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12700000 | PA      | $11288613.31   | 0.51%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 04/33 4.85      | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1533535.92    | 0.07%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                   | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1538816.99    | 0.07%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.69387 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $125396.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2006-AR3                                           | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A          | CUSIP: 93934FQP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     222130 | PA      | $199848.51     | 0.01%             | 2046-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                  | SIERRA PACIFIC POWER CO GENL REF MOR 07/37 6.75            | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3949050.10    | 0.18%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6214.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 02/33 2.6                        | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1137026.20    | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-9AR                                        | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 9AR A2             | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2512742 | PA      | $522203.87     | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP                                                | WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A                  | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2637855.33    | 0.12%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2024-3                             | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A2 144A        | CUSIP: 34528QJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5028503.50    | 0.23%             | 2029-09-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 01/35 2.125                                | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5873850 | PA      | $5974942.60    | 0.27%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7252.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 07/34 5.783               | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1027587.91    | 0.05%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                   | PEACEHEALTH OBLIGATED GR SR UNSECURED 11/50 3.218          | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $829841.67     | 0.04%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-89208.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                        | SKYWORKS SOLUTIONS INC SR UNSECURED 06/31 3                | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     600000 | PA      | $535259.15     | 0.02%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION CORP                                                   | COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867          | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1842214.22    | 0.08%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $28834.70      | 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      | $6174.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| O REILLY AUTOMOTIVE INC                                                       | O REILLY AUTOMOTIVE INC SR UNSECURED 03/36 5.1             | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493645.26     | 0.02%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-758.52       | -0.00%            |  |  |  | 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        |    1000000 | PA      | $999020.20     | 0.05%             | 2029-08-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $873893.58     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS ENERGY FINANCE CORP                               | GENESIS ENERGY LP/FIN COMPANY GUAR 03/34 6.75              | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $597576.36     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LIMITED                                              | TRANSOCEAN INTERNTNL LTD SR SECURED 144A 10/32 7.875       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     225000 | PA      | $240567.75     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1161.77       | 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      | $71484.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4               | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2200000 | PA      | $600655.19     | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                   | PETROLEOS MEXICANOS COMPANY GUAR 02/33 10                  | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4271000 | PA      | $4868705.10    | 0.22%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 10/36 6.625                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5623028.53    | 0.25%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-12                                                | COUNTRYWIDE HOME LOANS CWHL 2005 12 1A2                    | CUSIP: 12669GXK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67677 | PA      | $47677.76      | 0.00%             | 2035-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                              | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A2                 | CUSIP: 46629DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11082 | PA      | $9225.04       | 0.00%             | 2037-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $4797601.15    | 0.22%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-98111.94     | -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      | $-9166.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | BALTIMORE GAS + ELECTRIC SR UNSECURED 06/53 5.4            | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3207395.61    | 0.14%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9612.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC SR UNSECURED 03/35 5.45                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2520055.58    | 0.11%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/52 3.85             | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73943.78      | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIEMAIE WHOLE LOAN 2002-W2                                                 | FANNIEMAE WHOLE LOAN FNW 2002 W2 AF6                       | CUSIP: 31392CEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          8 | PA      | $8.12          | 0.00%             | 2032-05-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/45 5                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11100000 | PA      | $11247421.88   | 0.51%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                                             | NOVA SECURITISATION SARL SR SECURED 144A 02/36 6.5         | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $2857515.60    | 0.13%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1603.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1183936.96    | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                          | NORINCHUKIN BANK SR UNSECURED 144A 09/35 5.359             | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    1400000 | PA      | $1393742.91    | 0.06%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A1                                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2            | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2237 | PA      | $2141.03       | 0.00%             | 2034-02-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6322.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                 | NIPPON LIFE INSURANCE NIPPON LIFE INSURANCE                | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1001658.93    | 0.05%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                            | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    3300000 | PA      | $3244027.08    | 0.15%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | SOCIETE GENERALE 144A 02/27 5.25                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $603831.18     | 0.03%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $7252.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 07/32 0.625                                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33915093 | PA      | $32010074.76   | 1.45%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-96994.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE SR UNSECURED 06/28 5.45                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     900000 | PA      | $908442.94     | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | 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        |    2100000 | PA      | $1882609.43    | 0.09%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                  | AEP TRANSMISSION CO LLC SR UNSECURED 04/50 3.65            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36411.14      | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/54 6.858                     | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1321770.52    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                       | BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/34 3.812           | CUSIP: ACI38VDT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $685916.20     | 0.03%             | 2034-03-11      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A48574 FG 04/36 FIXED 6                  | CUSIP: 3128K9Q31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4883 | PA      | $5009.23       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1153.92      | -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      | $14113.07      | 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      | $-400.21       | -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      | $16471.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDROSE RE LTD                                                               | WINDROSE RE LTD UNSECURED 144A 02/33 VAR                   | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $249275.00     | 0.01%             | 2033-02-11      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 04/32 4.15                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1935981.92    | 0.09%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                           | UNITED KINGDOM GILT BONDS REGS 07/54 4.375                 | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    3300000 | PA      | $3637047.58    | 0.16%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                            | CENOVUS ENERGY INC SR UNSECURED 03/36 5.4                  | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1791680.13    | 0.08%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG 03/29 4.15                        | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1186305.31    | 0.05%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-90                                                     | FANNIE MAE FNR 2016 90 DZ                                  | CUSIP: 3136AUNB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1039617 | PA      | $680442.44     | 0.03%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2990                                                              | FREDDIE MAC FHR 2990 NZ                                    | CUSIP: 31395V3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     503200 | PA      | $521686.60     | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR1                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 2A1           | CUSIP: 45669BAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65191 | PA      | $59026.71      | 0.00%             | 2037-04-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA 144A 06/32 VAR                               | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5700000 | PA      | $5240038.73    | 0.24%             | 2032-06-03      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-2596.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                    | NORTHERN STATES PWR MINN 1ST MORTGAGE 09/47 3.6            | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4659958.17    | 0.21%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-3034.44      | -0.00%            |  |  |  | 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        |     203703 | PA      | $198530.82     | 0.01%             | 2045-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.46500 10/30/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-265215.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                    | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6             | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1168000 | PA      | $978308.34     | 0.04%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15       | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1748623.22    | 0.08%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS BV                                        | IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25      | CUSIP: ACI2CX5L4<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2806069.12    | 0.13%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 10/30 4.375     | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    2500000 | PA      | $2481825.00    | 0.11%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                      | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  265000000 | PA      | $1295603.79    | 0.06%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KKR CLO 27 LTD                                                                | KKR FINANCIAL CLO LTD KKR 27A A1R2 144A                    | CUSIP: 48253YBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500138.20     | 0.02%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                                  | AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5            | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $5983289.02    | 0.27%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1           | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13385 | PA      | $12304.55      | 0.00%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                           | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR       | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    1200000 | PA      | $1205313.60    | 0.05%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3172.72      | -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      | $-99.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                                    | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A                  | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001026.91    | 0.05%             | 2034-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/34 6.2                | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     719000 | PA      | $737148.57     | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC SR UNSECURED 05/28 5.829                   | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $808798.90     | 0.04%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A         | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1179447 | PA      | $1149909.16    | 0.05%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2014-4                                                           | VOYA CLO LTD VOYA 2014 4A A1RA 144A                        | CUSIP: 92914RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      80924 | PA      | $81004.51      | 0.00%             | 2031-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/53 5.05             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4050541.91    | 0.18%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $51.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  123800000 | PA      | $126013875.78  | 5.69%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9                 | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $389633.76     | 0.02%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2019-B9                                              | BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5                  | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4403934.00    | 0.20%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-20745.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75               | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     330000 | PA      | $332574.30     | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-303.01       | -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      | $81470.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC CO/THE                                                  | NARRAGANSETT ELECTRIC SR UNSECURED 144A 05/34 5.35         | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1423251.20    | 0.06%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2007-2                                          | WELLS FARGO HOME EQUITY TRUST WFHET 2007 2 A3              | CUSIP: 9497EYAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311636 | PA      | $309552.93     | 0.01%             | 2037-04-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14984.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA                               | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A       | CUSIP: 95004VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1598642.40    | 0.07%             | 2042-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 07/27 3.25                | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2114172.90    | 0.10%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                                 | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                     | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34029 | PA      | $30211.88      | 0.00%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2008-RR1                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A     | CUSIP: 173145AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14189 | PA      | $12707.04      | 0.00%             | 2037-01-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-QH2                                        | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A        | CUSIP: 12668JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     317706 | PA      | $286440.27     | 0.01%             | 2037-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOFTBANK GROUP CORP SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-611.11       | -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      | $60825.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.42000 03/07/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-171963.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                 | CITRUS RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00     | 0.01%             | 2033-06-07      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-8                                               | BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1                 | CUSIP: 07386HWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     124397 | PA      | $103677.58     | 0.00%             | 2035-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/49 4.125                        | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $6090728.33    | 0.28%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2004-94                                                            | FANNIE MAE FNR 2004 94 ZA                                  | CUSIP: 31394BLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     358519 | PA      | $368041.17     | 0.02%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $166.76        | 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      | $-1746.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-19633.81     | -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      | $-1290068.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1A                                        | TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A        | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     361130 | PA      | $361359.80     | 0.02%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                                            | FANNIE MAE FNR 2006 15 FC                                  | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        935 | PA      | $922.02        | 0.00%             | 2036-03-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25             | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $228172.04     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 10/52 3.4                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2294583.83    | 0.10%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1            | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174968 | PA      | $42733.30      | 0.00%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                       | BANK LEUMI LE ISRAEL SUBORDINATED 144A REGS 07/33 V        | CUSIP: ACI2C9XL6<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $1030245.00    | 0.05%             | 2033-07-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-A                                           | BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1             | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74489 | PA      | $71631.88      | 0.00%             | 2036-02-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $38186.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/47 2.75                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38200000 | PA      | $26956367.09   | 1.22%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-13384.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR6                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A          | CUSIP: 456612AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267445 | PA      | $242864.27     | 0.01%             | 2046-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     170000 | PA      | $155494.69     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | WELL FARGO REPO                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    6300000 | PA      | $6300000.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                                          | GSAMP TRUST GSAMP 2006 FM3 A2C                             | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167119 | PA      | $77238.79      | 0.00%             | 2036-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-30748.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 830839 FN 06/35 FLOATING VAR                     | CUSIP: 31407HBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234708 | PA      | $239209.43     | 0.01%             | 2035-06-01      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2335625 | PA      | $-2336111.59   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 04/38 5.375            | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $538165.25     | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC 1ST MORTGAGE 04/36 4.9               | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     900000 | PA      | $878330.31     | 0.04%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP TEXAS INC SR UNSECURED 06/33 5.4                       | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3345732.98    | 0.15%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5            | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1378389.55    | 0.06%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1127870.78    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $23496.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6100.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 01/33 1.125                                | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45930764 | PA      | $44253135.86   | 2.00%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA BONDS 03/32 8.25                  | CUSIP: ACI08MN29<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17600000 | PA      | $1015669.65    | 0.05%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1424.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $18.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7800000 | PA      | $8063340.40    | 0.36%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260724                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $281887.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -420604 | PA      | $-422362.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                            | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A                 | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1672471 | PA      | $1671597.69    | 0.08%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1                                                 | COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1                     | CUSIP: 12669GRM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85542 | PA      | $74753.93      | 0.00%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4556780.50    | 0.21%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -2146 | NC      | $2344184.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LIMITED                                                      | AVILEASE CAPITAL LTD COMPANY GUAR 144A 11/30 4.75          | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $1071554.06    | 0.05%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                       | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637         | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    7413000 | PA      | $7955894.02    | 0.36%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                            | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875                | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013751.83    | 0.05%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                         | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/30 5.4       | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     800000 | PA      | $785939.33     | 0.04%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14469.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                               | DAE FUNDING LLC COMPANY GUAR REGS 03/28 3.375              | CUSIP: ACI1V2G49<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385278.42     | 0.02%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83836749 | PA      | $79052831.28   | 3.57%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-7                                          | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 2A21            | CUSIP: 007036MT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     397263 | PA      | $352975.44     | 0.02%             | 2035-10-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875            | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     880000 | PA      | $707796.30     | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A4                                           | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A4 A1             | CUSIP: 45660LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38818 | PA      | $18713.76      | 0.00%             | 2035-04-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-10112.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M                       | COMM MORTGAGE TRUST COMM 2016 667M A 144A                  | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4169372.02    | 0.19%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A73702 FG 03/38 FIXED 5                  | CUSIP: 3128L7DF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        340 | PA      | $343.43        | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $11078.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-6                                               | JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A             | CUSIP: 46651BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81573 | PA      | $80346.65      | 0.00%             | 2049-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                                        | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A      | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12900 | PA      | $8633.06       | 0.00%             | 2037-07-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $32832.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260526                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $120217.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                   | PROTECTIVE LIFE CORP SR UNSECURED 144A 12/35 5.35          | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1671690.17    | 0.08%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $871.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10                          | BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE10 1M1         | CUSIP: 07389RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52571 | PA      | $52373.58      | 0.00%             | 2036-12-25      | Floating      | 4.30%                 | 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      | $1352809.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375              | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     720000 | PA      | $719013.60     | 0.03%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8            | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6079007.42    | 0.27%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1            | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7146 | PA      | $6741.99       | 0.00%             | 2034-11-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35             | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $343408.32     | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A          | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     979624 | PA      | $878809.22     | 0.04%             | 2038-01-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5            | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $300755.69     | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 847996 FN 11/35 FLOATING VAR                     | CUSIP: 31408DC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1732 | PA      | $1772.77       | 0.00%             | 2035-11-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/64 7.008                     | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     674000 | PA      | $745816.88     | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BAYFRT-7A                                                                     | BAYFRONT IABS VII PTE. LTD. BAYFRT 7A A 144A               | CUSIP: ACI355GJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | SG        |    3000000 | PA      | $2999894.10    | 0.14%             | 2048-04-11      | Floating      | 5.04%                 | No            |                  3 | On Loan: No      |
| BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH                                    | BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/31 5.5       | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    1900000 | PA      | $1837300.00    | 0.08%             | 2031-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                           | SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2             | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2290659.67    | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-4000.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $12260.71      | 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      | $-7977.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-11025.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625            | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $543831.82     | 0.02%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE                                                           | PIEDMONT HEALTHCARE INC SECURED 01/52 2.864                | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $310267.89     | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                 | BOSTON SCIENTIFIC CORP SR UNSECURED 01/40 7.375            | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $15145887.56   | 0.68%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                | INDIANA MICHIGAN POWER SR UNSECURED 05/51 3.25             | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1167857.75    | 0.05%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD 2017-1A                                                   | THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A              | CUSIP: 883310AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $599756.80     | 0.03%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1692.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62                                           | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1                | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8773 | PA      | $8112.83       | 0.00%             | 2044-10-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 817537 FN 10/35 FLOATING VAR                     | CUSIP: 31406RHN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73077 | PA      | $74147.93      | 0.00%             | 2035-10-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85           | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     367000 | PA      | $292581.08     | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875          | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     421550 | PA      | $407065.22     | 0.02%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/38 4.5                             | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     805000 | PA      | $723753.97     | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA3                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A          | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     426377 | PA      | $394589.88     | 0.02%             | 2047-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5                 | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4199825.30    | 0.19%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-1075.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2006-2                                           | MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A            | CUSIP: 57643AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     877306 | PA      | $868042.46     | 0.04%             | 2036-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1452.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLDINGS LLC                                                 | FREEDOM MORTGAGE HOLD SR UNSECURED 144A 05/31 6.875        | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     600000 | PA      | $561529.86     | 0.03%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                               | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                   | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    1700000 | PA      | $1757800.00    | 0.08%             | 2027-01-07      | Floating      | 16.79%                | No            |                  2 | On Loan: No      |
| TREMONT RE LTD                                                                | TREMONT RE LTD UNSECURED 144A 03/33 VAR                    | CUSIP: 89479VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00     | 0.01%             | 2033-03-22      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516          | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1210159.22    | 0.05%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-9917.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -26800000 | NC      | $-21779.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.30000 12/02/24-29Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $28866.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A15         | CUSIP: 12668ARS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     430968 | PA      | $227755.69     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO SR UNSECURED 04/36 VAR                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     500000 | PA      | $516984.86     | 0.02%             | 2036-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1013.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1531335.39    | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD 2018-1A                                                        | CARVAL CLO LTD CARVL 2018 1A AR 144A                       | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     582321 | PA      | $582925.73     | 0.03%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                             | CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3              | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $1790838.68    | 0.08%             | 2034-06-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-2                                        | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 2 A2             | CUSIP: 64352VFX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7160 | PA      | $7008.14       | 0.00%             | 2034-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FINANCING CORPORATION PTE LTD                                    | EQUINIX ASIA FIN CORP COMPANY GUAR 03/31 4.4               | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |    1700000 | PA      | $1664846.16    | 0.08%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-20575.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4429212.80    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/47 2.75                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12900000 | PA      | $9132293.00    | 0.41%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $8612.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                    | MARRIOTT INTERNATIONAL SR UNSECURED 04/37 5.5              | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1693307.53    | 0.08%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL 1G0173 FH 04/35 FLOATING VAR             | CUSIP: 3128NCFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6512 | PA      | $6666.65       | 0.00%             | 2035-04-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.36832 09/03/24-25Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $12506.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST 2006-5                                         | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 5 2A3            | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14630408 | PA      | $6871949.62    | 0.31%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| KEURIG GREEN MOUNTAIN (MAPLE PARENT HOLDINGS CORP)                            | MAPLE PARENT HLDS CO COMPANY GUAR 144A 03/31 5.05          | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1593888.77    | 0.07%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                       | BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/30 3.226           | CUSIP: ACI38VDK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1259700.45    | 0.06%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                            | CONAGRA BRANDS INC SR UNSECURED 08/35 5.75                 | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1103240.75    | 0.05%             | 2035-08-01      | Fixed         | 5.75%                 | 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      | $-2973136.46   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 5YR OCT SR SEC                    | CUSIP: 958BJNII0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1691475.06    | 0.08%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENER HOUSTON GENL REF MOR 03/30 4.8            | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013351.35    | 0.05%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTURE TAX SECURED REVENUE       | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/37 FIXED OID 4.375 | CUSIP: 64972JLP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2890000 | PA      | $2784541.88    | 0.13%             | 2037-05-01      | Fixed         | 4.38%                 | 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        |    1300000 | PA      | $1502312.88    | 0.07%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.95000 09/13/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $246997.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-9402.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4105.58      | -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      | $-112469.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                               | ANTOFAGASTA PLC SR UNSECURED 144A 09/35 5.625              | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $692438.77     | 0.03%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/40 1.125                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95010000 | PA      | $59262487.50   | 2.68%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/31 2.65                     | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2080278.35    | 0.09%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A BR 144A       | CUSIP: ACI2W0K37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2315271.79    | 0.10%             | 2033-08-15      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/42 3.85            | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3691638.69    | 0.17%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/49 2.375                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     875000 | PA      | $557709.96     | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-47286.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/32 7.5           | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2768000 | PA      | $3118287.94    | 0.14%             | 2032-10-14      | Fixed         | 7.50%                 | 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        |    1700000 | PA      | $1704061.01    | 0.08%             | 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      | $-28207.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1            | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340431 | PA      | $309046.23     | 0.01%             | 2047-05-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| PENTA CLO 9 DAC                                                               | PENTA CLO S.A. PENTA 2021 9A A 144A                        | CUSIP: ACI1Y3GV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1729333.92    | 0.08%             | 2036-07-25      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A            | CUSIP: 93363DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5088225 | PA      | $4486290.80    | 0.20%             | 2046-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                                        | FIRST NLC TRUST FNLC 2007 1 A1 144A                        | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12693 | PA      | $6415.41       | 0.00%             | 2037-08-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/49 6.25                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98148.19      | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                    | FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR               | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2784997.71    | 0.13%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |      67804 | PA      | $660344.52     | 0.03%             |  |  |  | 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        |     900000 | PA      | $900179.33     | 0.04%             | 2035-07-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                    | MATTEL INC SR UNSECURED 11/30 5                            | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397681.72     | 0.02%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2004-AR11                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A           | CUSIP: 45660N6S9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6252 | PA      | $5966.44       | 0.00%             | 2034-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                          | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR              | CUSIP: 92853KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $250012.50     | 0.01%             | 2031-01-08      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                      | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295223.30     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO 2003-37A                                       | STRUCTURED ASSET SECURITIES CO SASC 2003 37A 3A7           | CUSIP: 86359BBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4014 | PA      | $3944.37       | 0.00%             | 2033-12-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1243.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC          | COTY/HFC PRESTIGE/INT US COMPANY GUAR 144A 01/31 5.6       | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $774912.56     | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.32826 09/03/24-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $349127.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-30522.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/40 1.375                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55540000 | PA      | $35794011.54   | 1.62%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.9914* 06/02/25-28Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-36784.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-71524.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/33 4.75           | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1750000 | PA      | $1701556.89    | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 03/43 5.125                  | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9932742.83    | 0.45%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3        | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1540000 | PA      | $1408596.27    | 0.06%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                      | SNAM SPA SR UNSECURED 144A 05/35 5.75                      | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $2040485.00    | 0.09%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-9908.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/30 2.9                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     300000 | PA      | $281818.79     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS8                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A3            | CUSIP: 75115AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     458958 | PA      | $386916.40     | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15                    | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $7393964.71    | 0.33%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MDPK-2021-39A                                                                 | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A             | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001369.34    | 0.05%             | 2034-10-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/34 VAR                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $3046008.68    | 0.14%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-4107.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  131000000 | PA      | $129044426.76  | 5.83%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL G08307 FG 11/38 FIXED 5                  | CUSIP: 3128MJKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4980 | PA      | $5042.42       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $177320.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3710.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1                                        | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A         | CUSIP: 1248MGAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23686 | PA      | $6880.78       | 0.00%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1282705.99    | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $6181.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35        | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      36386 | PA      | $35347.49      | 0.00%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $1636.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                            | ORANGE SA SR UNSECURED 144A 01/33 4.75                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    1200000 | PA      | $1187018.54    | 0.05%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-OAT FUTURE   JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -214 | NC      | $931803.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 3.83             | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2587724.56    | 0.12%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8                   | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594164.71     | 0.03%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                 | CITRUS RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 177510AT1<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00     | 0.01%             | 2033-06-07      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                                         | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2D               | CUSIP: 61753NAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3895769 | PA      | $1705205.81    | 0.08%             | 2037-02-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                             | BENCHMARK MORTGAGE TRUST BMARK 2025 V16 A3                 | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3287442.56    | 0.15%             | 2058-08-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTH SOUTH FLORIDA OBLIGATED GROUP                                  | BAPTIST HLTH FOUNDATION SR SECURED 11/71 3.115             | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $1861504.82    | 0.08%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                          | VOYA CLO LTD VOYA 2019 2A AR 144A                          | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1154213 | PA      | $1153736.41    | 0.05%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/28 2.375                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3228614.13    | 0.15%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $970.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                               | TYSON FOODS INC SR UNSECURED 03/29 5.4                     | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1744706.11    | 0.08%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XVI DAC 16A                                                       | HARVEST CLO HARVT 16A AR3 144A                             | CUSIP: ACI354S05<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2200000 | PA      | $2541219.91    | 0.11%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-5200.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/54 6.125                | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     710000 | PA      | $677067.23     | 0.03%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2072.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                                           | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR               | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00     | 0.01%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO 2024-1 DAC 24-1A                                           | CUMULUS STATIC CLO CMLST 2024 1A A 144A                    | CUSIP: ACI2NK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1917863 | PA      | $2219678.81    | 0.10%             | 2033-11-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2060.98       | 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      | $-19350.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/31 VAR                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2037047.30    | 0.09%             | 2031-01-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                  | DNB BANK ASA DNB BANK ASA                                  | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    1700000 | PA      | $1696444.40    | 0.08%             | 2032-03-30      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1438.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                        | CITADEL SECURITIES LP 2024 FIRST LIEN TERM LOAN            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    1857626 | PA      | $1861889.75    | 0.08%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83646.69      | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US BANCORP SR UNSECURED 02/36 VAR                          | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     600000 | PA      | $613360.88     | 0.03%             | 2036-02-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $19835.44      | 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      | $-442495.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIR OAKS LOAN FUNDING V DAC 5A                                               | FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A                    | CUSIP: ACI384R29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155200.75    | 0.05%             | 2036-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AUST 10Y BOND FUT JUN26 XSFE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        406 | NC      | $-187402.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2188.47      | -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      | $12932.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                         | ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A           | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2915636.80    | 0.13%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XII DAC 12A                                            | CORDATUS CLO PLC CORDA 12A ARR 144A                        | CUSIP: ACI378M42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1731456.75    | 0.08%             | 2039-01-23      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5035.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/48 3                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141390000 | PA      | $103805666.37  | 4.69%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-16                                                            | FANNIE MAE FNR 2006 16 ZB                                  | CUSIP: 31394V5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158270 | PA      | $161486.41     | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700967 | PA      | $1730517.27    | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875               | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     430000 | PA      | $375332.17     | 0.02%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                 | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985522.98     | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/33 5.85       | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     700000 | PA      | $730569.69     | 0.03%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2020-1 DAC  20-1A                                            | BARINGS EURO CLO BABSE 2020 1A ARR 144A                    | CUSIP: ACI316LH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2200000 | PA      | $2541403.25    | 0.11%             | 2038-10-21      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $23772.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-10848.18     | -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      | $-22621.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                         | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D               | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2429439 | PA      | $1060223.17    | 0.05%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| MV CREDIT EURO CLO III DAC 3A                                                 | MV CREDIT EURO CLO MVCLO 3A AR 144A                        | CUSIP: ACI35DCS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1618163.45    | 0.07%             | 2038-02-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  MAR27 XCME 20270615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        650 | NC      | $-867028.50    | -0.04%            |  |  |  | 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      | $17057.79      | 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      | $-3944.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                          | JYSKE REALKREDIT A/S COVERED 10/53 1.5                     | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 05/52 5.125                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2182219.78    | 0.10%             | 2052-05-15      | Fixed         | 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      | $-10070.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.80740 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-8010.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5208378.92    | 0.24%             | 2040-07-01      | Fixed         | 4.50%                 | 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        |    4754957 | PA      | $3160219.30    | 0.14%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                        | STANDARD CHARTERED PLC SR UNSECURED REGS 02/28 VAR         | CUSIP: G84228FY9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1017853.73    | 0.05%             | 2028-02-08      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $46826.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUST RT MTGE TR 2000-                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1             | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13224 | PA      | $13200.53      | 0.00%             | 2030-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5692.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                         | ALABAMA POWER CO SR UNSECURED 01/46 4.3                    | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     700000 | PA      | $576722.31     | 0.03%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 10/32 4.25             | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2810349.98    | 0.13%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/52 4.95                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1163310.57    | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/45 3                                    | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12360000 | PA      | $9410015.56    | 0.43%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4148.66      | -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      | $-6356.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/39 6                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2027634.56    | 0.09%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                               | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A       | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000327.86    | 0.05%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2593.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 02/40 6.5                | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     310000 | PA      | $324892.86     | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $9324.83       | 0.00%             |  |  |  | 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        |    1768452 | PA      | $925896.66     | 0.04%             | 2035-09-25      | Floating      | 4.72%                 | 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        |    4380186 | PA      | $4255699.59    | 0.19%             | 2054-07-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 11/64 5.85                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2644510.15    | 0.12%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                             | ITC HOLDINGS CORP SR UNSECURED 144A 04/31 4.875            | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1501365.42    | 0.07%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 01/36 5                | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2938996.23    | 0.13%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                                       | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1          | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6963 | PA      | $4699.79       | 0.00%             | 2037-06-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-148.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-69                                                            | FANNIE MAE FNR 2005 69 EZ                                  | CUSIP: 31394EN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14266 | PA      | $14238.13      | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB6                                              | COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A2                   | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5242 | PA      | $5083.71       | 0.00%             | 2034-11-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1                | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3250000 | PA      | $3200279.81    | 0.14%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $104700.88     | 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      | $365.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.52738 09/03/24-25Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10042.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB4                                        | CREDIT BASED ASSET SERVICING A CBASS 2007 CB4 A2B          | CUSIP: 1248MEAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47329 | PA      | $46763.82      | 0.00%             | 2037-04-25      | Variable      | 6.22%                 | 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        |   89000000 | PA      | $90556793.34   | 4.09%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL MB0811 G2 12/55 FIXED 4                       | CUSIP: 3618N53V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     377505 | PA      | $354001.65     | 0.02%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 11/29 4.8              | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1211187.12    | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $103.10        | 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      | $-122437.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                                           | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR               | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00     | 0.01%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $777.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $7031.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7            | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     438818 | PA      | $404232.32     | 0.02%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                                         | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3            | CUSIP: 68402BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2872179 | PA      | $1425042.35    | 0.06%             | 2037-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 02/53 6.5                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3491312.92    | 0.16%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE ASSETS 2006-3                                              | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 3A11             | CUSIP: 02660UAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46170 | PA      | $42661.73      | 0.00%             | 2046-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/61 4.1                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2338436.82    | 0.11%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $8035.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                     | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                  | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     134563 | PA      | $127760.68     | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A2                                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A2 1A             | CUSIP: 59020UGT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29951 | PA      | $29589.91      | 0.00%             | 2034-07-25      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     800000 | PA      | $966844.88     | 0.04%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)                   | HANOVER INSURANCE GROUP SR UNSECURED 09/35 5.5             | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490905.61    | 0.07%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC 24-2A                                          | GROSVENOR PLACE CLO BV GROSV 2024 2A A 144A                | CUSIP: ACI2RYX19<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1700000 | PA      | $1965643.72    | 0.09%             | 2039-01-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE I UK PLC / BROOKFIELD FINANCE INC                          | BROOKFIELD FIN I UK PLC COMPANY GUAR 01/32 2.34            | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    5190000 | PA      | $4464778.67    | 0.20%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                                       | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A         | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001219.80    | 0.05%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $22618.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 11/64 5.85                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4306794.26    | 0.19%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $44413.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                           | VIRGINIA ELEC + POWER CO SR UNSECURED 03/36 4.95           | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     900000 | PA      | $877701.15     | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | NORTHWELL HEALTHCARE INC SECURED 11/47 4.26                | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1465142.11    | 0.07%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/30 5.8       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1556750.48    | 0.07%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -625000 | PA      | $-625130.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB6                  | CREDIT BASED ASSET SERVICING A CBASS 2004 CB6 M1           | CUSIP: 59020UJC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252193 | PA      | $243660.27     | 0.01%             | 2035-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $9377.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN27 XCME 20270914                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        668 | NC      | $-772727.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | EQUINIX INC SNR S* SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $50386.45      | 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      | $-23192.09     | -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      | $-97632.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                                         | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A          | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     809202 | PA      | $805267.31     | 0.04%             | 2068-02-27      | Floating      | 4.53%                 | 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        |        418 | PA      | $396.12        | 0.00%             | 2034-02-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $2289.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/28 4.751                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     800000 | PA      | $802357.91     | 0.04%             | 2028-05-12      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | DEVON ENERGY CORPORATION DEVON ENERGY CORPORATION          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $1075040.93    | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/58 4.9                             | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60985.94      | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST                           | AMER AIRLINE 16 3 A PTT PASS THRU CE 04/30 3.25            | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1948744 | PA      | $1857177.22    | 0.08%             | 2030-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/34 FIXED 2.746    | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     200000 | PA      | $177116.66     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                            | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $529901.00     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-111.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 841068 FN 11/34 FLOATING VAR                     | CUSIP: 31407UMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107783 | PA      | $112806.99     | 0.01%             | 2034-11-01      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $355.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    2400000 | NS      | $2362056.00    | 0.11%             |  |  |  | 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        |    1000000 | PA      | $1152378.39    | 0.05%             | 2038-07-15      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-8443.21      | -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      | $-9106.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST REF MORT 06/45 3.75              | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     270000 | PA      | $207304.23     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | CIGNA GROUP/THE SR UNSECURED 01/36 5.25                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2003337.00    | 0.09%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                          | GSAMP TRUST GSAMP 2007 FM1 A1                              | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1434904 | PA      | $765963.10     | 0.03%             | 2036-12-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                    | COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394999.96     | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-106562.58    | -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        |    2300000 | PA      | $2272126.00    | 0.10%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 04/54 6                               | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     698000 | PA      | $674296.46     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | 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        |    1300000 | PA      | $1301625.03    | 0.06%             | 2034-08-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                 | INTERCONTINENTALEXCHANGE SR UNSECURED 09/60 3              | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1206372.30    | 0.05%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                       | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1052528.17    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20                              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 ZG              | CUSIP: 38381RCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2768635 | PA      | $2450758.82    | 0.11%             | 2049-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                | INDIANA MICHIGAN POWER SR UNSECURED 03/37 6.05             | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $847412.51     | 0.04%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3                | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3097750.40    | 0.14%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 09/55 5.95                 | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1362971.22    | 0.06%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2551                                                              | FREDDIE MAC FHR 2551 FD                                    | CUSIP: 31393JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        720 | PA      | $717.65        | 0.00%             | 2033-01-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2797866.56    | 0.13%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.80910 03/10/25-30Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $430822.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C37                                                | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A2          | CUSIP: 05494NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $995144.80     | 0.04%             | 2058-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                              | KINDER MORGAN ENER PART COMPANY GUAR 09/39 6.5             | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     400000 | PA      | $427105.54     | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/33 5.25           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4222448.22    | 0.19%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-10954.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA 144A 09/34 VAR                                | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3900000 | PA      | $4249063.49    | 0.19%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $21276.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/51 1.875                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52395000 | PA      | $29103785.16   | 1.31%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                         | ALABAMA POWER CO SR UNSECURED 07/48 4.3                    | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1621325.48    | 0.07%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC SR UNSECURED 11/38 3.5                        | CUSIP: ACI34TG04<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3178668.45    | 0.14%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                   | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   70800000 | PA      | $3910783.42    | 0.18%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/26 1.75                     | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4158436.21    | 0.19%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 11/35 5.75            | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     700000 | PA      | $702195.33     | 0.03%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 07/44 4.5                         | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     900000 | PA      | $667079.07     | 0.03%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/51 2.9               | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1288664.64    | 0.06%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC COMPANY GUAR 03/33 5.7                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2150000 | PA      | $2227963.24    | 0.10%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                               | SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831              | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4321862.92    | 0.20%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                               | CLECO POWER LLC SR UNSECURED 144A 01/36 5.3                | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794268.18     | 0.04%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/42 3.375                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61350000 | PA      | $51267990.08   | 2.32%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                              | CITY OF HOPE/THE SR UNSECURED 08/48 4.378                  | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $823444.24     | 0.04%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1097828 | PA      | $1094188.37    | 0.05%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/32 FIXED 3.037    | CUSIP: 38122ND33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4200000 | PA      | $3788426.46    | 0.17%             | 2032-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 06/41 6.05                 | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3204809.76    | 0.14%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55            | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1592812 | PA      | $1538337.36    | 0.07%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2729537.39    | 0.12%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                | EMBRAER NETHERLANDS FINA COMPANY GUAR 02/35 5.98           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1130000 | PA      | $1167148.75    | 0.05%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/27 4.703                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2200000 | PA      | $2200727.47    | 0.10%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 03/34 5.15             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2404012.20    | 0.11%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A                            | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A             | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000643.94    | 0.05%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                                           | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A          | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1100730.61    | 0.05%             | 2034-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 04/28 5.5                      | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2244585.97    | 0.10%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                      | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3              | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     460000 | PA      | $414122.17     | 0.02%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 10/37 6.25                         | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3418817.13    | 0.15%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                       | FMR LLC SR UNSECURED 144A 02/43 5.15                       | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10600637.58   | 0.48%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/34 0.00000                                       | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71900000 | PA      | $50927109.37   | 2.30%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/43 3.875                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9100000 | PA      | $8068074.20    | 0.36%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V19 MORTGAGE TRUST                                             | BENCHMARK MORTGAGE TRUST BMARK 2025 V19 A2                 | CUSIP: 08164DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2906185.99    | 0.13%             | 2058-01-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)                                     | OAK EAGLE ACQUIRECO INC SR SECURED 144A 07/33 7.25         | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     900000 | PA      | $933069.99     | 0.04%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 804433 FN 12/34 FLOATING VAR                     | CUSIP: 31406AV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89192 | PA      | $90699.10      | 0.00%             | 2034-12-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-297.17       | -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      | $-3500.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/34 6.528                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2615423.23    | 0.12%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 823813 FN 06/35 FLOATING VAR                     | CUSIP: 31406YGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168567 | PA      | $170895.54     | 0.01%             | 2035-06-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $755275.10     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                       | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR        | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |    2700000 | NS      | $2692386.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                             | CAPITAL ONE FINANCIAL CO SR UNSECURED 09/36 VAR            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2133606.02    | 0.10%             | 2036-09-11      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $20231.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1             | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     361328 | PA      | $346423.62     | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA SR UNSECURED 144A 05/35 5.75                       | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $1037593.45    | 0.05%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                               | BLACKSTONE SECURED LEND SR UNSECURED 09/29 5.25            | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1274903.46    | 0.06%             | 2029-09-04      | Fixed         | 5.25%                 | 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        |    4900000 | PA      | $4824855.81    | 0.22%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1          | CUSIP: 161630BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123231 | PA      | $115407.43     | 0.01%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375            | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4228180.31    | 0.19%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                              | MORGAN STANLEY PVT BANK SR UNSECURED 11/31 VAR             | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1575553.90    | 0.07%             | 2031-11-19      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5391431.22    | 0.24%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 01/28 2.85                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    2010000 | PA      | $1948329.06    | 0.09%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | BROWN + BROWN INC SR UNSECURED 06/34 5.65                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1666938.95    | 0.08%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                              | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 07/31 3.5          | CUSIP: ACI1Z4642<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | RU        |    8000000 | PA      | $5200000.00    | 0.23%             | 2031-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOYCE PARK CLO LLC 2022-1A                                                    | BOYCE PARK CLO, LLC BOYCE 2022 1A A1R 144A                 | CUSIP: 103228AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1800000 | PA      | $1800531.18    | 0.08%             | 2035-04-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4369302.00    | 0.20%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1062017 | PA      | $-1063167.71   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR             | CUSIP: 3128NHK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2586 | PA      | $2646.10       | 0.00%             | 2035-10-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-81594.20     | -0.00%            |  |  |  | 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        |   39998000 | PA      | $37448675.47   | 1.69%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1122426.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/45 4.875                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1495429.68    | 0.07%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-29076.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $537239.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MILLER HOMES (CASTLE UK FINCO PLC)                                            | MILLER HOMES GROUP FIN SR SECURED 144A 10/30 VAR           | CUSIP: ACI2W4YJ9<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1144250.99    | 0.05%             | 2030-10-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $48676.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB9                                              | COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1                  | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        629 | PA      | $628.41        | 0.00%             | 2035-02-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC VODAFONE GROUP PLC                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1729000 | PA      | $1642674.75    | 0.07%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A           | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36989 | PA      | $30911.88      | 0.00%             | 2046-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $3538.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    2750000 | PA      | $1876382.50    | 0.08%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 07/28 2.45                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     700000 | PA      | $652321.95     | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                           | LRECS 2025 CRE1 LLC LRECS 2025 CRE1 A 144A                 | CUSIP: 50230AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2800000 | PA      | $2795135.70    | 0.13%             | 2043-08-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-11045.45     | -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      | $-4228.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $37511.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/53 3.5                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1235673.24    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                          | EMERA US FINANCE LLC COMPANY GUAR 04/29 4.5                | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1398610.49    | 0.06%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | T-MOBILE USA INC SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $248581.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                           | CHENIERE ENERGY INC SR UNSECURED 144A 07/36 5.2            | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     800000 | PA      | $792140.45     | 0.04%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2462.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                            | CANADIAN NATL RESOURCES SR UNSECURED 12/34 5.4             | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $404822.56     | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $15983.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH FINANCING AUTHORITY                                              | CMWLTH FING AUTH PA CMNGEN 06/42 FIXED 2.991               | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3770000 | PA      | $2892729.67    | 0.13%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                                    | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A               | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300916 | PA      | $305280.30     | 0.01%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST REF MORT 09/42 4                 | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     400000 | PA      | $328328.95     | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2612.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 02/42 0.00000                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1850000 | PA      | $841412.87     | 0.04%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    6100000 | PA      | $6169476.38    | 0.28%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4                                               | BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1                 | CUSIP: 073871AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1968475 | PA      | $1795664.09    | 0.08%             | 2036-08-25      | 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      | $6999.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95            | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1303858.92    | 0.06%             | 2028-09-15      | Fixed         | 1.95%                 | 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        |     542000 | PA      | $540610.28     | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/33 5                               | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     988000 | PA      | $982903.43     | 0.04%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317       | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1473313.66    | 0.07%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 10/50 4.25           | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155756.41     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP SR UNSECURED 06/31 2.4                        | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2123599.63    | 0.10%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-1639.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-127120.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-35143.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 09/28 5.5                        | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2650000 | PA      | $3164327.23    | 0.14%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR            | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1708205.93    | 0.08%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/40 1.125                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44275000 | PA      | $27905356.56   | 1.26%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A             | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     777420 | PA      | $721160.18     | 0.03%             | 2036-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/32 2.9             | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1385159.94    | 0.06%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276               | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $480606.23     | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| LONGLEAF PINE RE LTD                                                          | LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR              | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     900000 | PA      | $952785.00     | 0.04%             | 2031-05-27      | Floating      | 21.46%                | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 144A 06/30 5.85      | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2050841.71    | 0.09%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $3578.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/47 3                                    | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18800000 | PA      | $14013343.66   | 0.63%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $24659.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE        | TELECOM SERBIA EUR TERM LOAN A                             | CUSIP: BA0005336<br>LEI: 254900OVY0XI1DFYC092 | Long             | LON              | CORP              | LU        |    5000000 | PA      | $5769218.55    | 0.26%             | 2029-06-11      | Floating      | 3.52%                 | No            |                  3 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT II DAC 2A                                            | INDIGO CREDIT MANAGEMENT INDI 2A A 144A                    | CUSIP: ACI2RZY31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1250000 | PA      | $1444600.25    | 0.07%             | 2038-07-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.30000 12/02/24-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1061916.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INCORPORATED                                     | REINSURANCE GRP OF AMER SR UNSECURED 09/33 6               | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2181859.32    | 0.10%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.43091 09/03/24-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $402030.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1252.29      | -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      | $-52027.56     | -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      | $1509.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 11/40 5.875               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $453536.77     | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $4459.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 09/55 5.95      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4227401.90    | 0.19%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $485079.82     | 0.02%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                            | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A           | CUSIP: 30336CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     858323 | PA      | $864167.97     | 0.04%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14          | CUSIP: 12668BLY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59836 | PA      | $23975.32      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $3660.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP ORACLE CORP                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $543178.49     | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1          | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     163869 | PA      | $151144.77     | 0.01%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-22792.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/44 4.125                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77000000 | PA      | $69879003.81   | 3.16%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/41 3.65                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1353491.96    | 0.06%             | 2041-03-25      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELECTRIC                                                     | LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/33 5.45              | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2069279.60    | 0.09%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95       | CUSIP: 649840CS2<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     480000 | PA      | $421442.95     | 0.02%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $43466.05      | 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      | $-5527.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-R2                                                | COUNTRYWIDE HOME LOANS CWHL 2006 R2 AF1 144A               | CUSIP: 125435AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     868307 | PA      | $823901.74     | 0.04%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                        | PROLOGIS TARGETED US COMPANY GUAR 144A 03/33 4.625         | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     700000 | PA      | $681020.89     | 0.03%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2005-74                                                            | FANNIE MAE FNR 2005 74 ZO                                  | CUSIP: 31394FEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     578653 | PA      | $607461.81     | 0.03%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5                | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    3393000 | PA      | $2939086.84    | 0.13%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 04/34 3.469                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4639893.99    | 0.21%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2714.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5        | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $548429.76     | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $129.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                    | CORP0HRG0 HRDFDG 5.33 06/09/35                             | CUSIP: 957HXRII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $908346.80     | 0.04%             | 2035-06-07      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-16160.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875           | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      81232 | PA      | $72797.71      | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                            | VENTURE CDO LTD VENTR 2021 44A A1NR 144A                   | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001008.82    | 0.05%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15             | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1255428.66    | 0.06%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 12/44 2                        | CUSIP: ACI2T82B6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2280000000 | PA      | $11935646.64   | 0.54%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/41 2                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $7265097.63    | 0.33%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA 144A 01/37 VAR                          | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2750000 | PA      | $2691539.54    | 0.12%             | 2037-01-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $20733.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                                           | GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A                   | CUSIP: 39809TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     550000 | PA      | $550705.58     | 0.02%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                         | IVORY COAST SR UNSECURED REGS 03/30 5.25                   | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3400000 | PA      | $3882024.68    | 0.18%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | CENCORA INC SR UNSECURED 05/32 3.625                       | CUSIP: ACI2X73C0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     700000 | PA      | $801066.31     | 0.04%             | 2032-05-22      | Fixed         | 3.62%                 | 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        |    1200000 | PA      | $1199241.13    | 0.05%             | 2035-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/44 3                                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14350000 | PA      | $10992324.15   | 0.50%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140353 | PA      | $133013.29     | 0.01%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $312721.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1                             | SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C           | CUSIP: 81375WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     482164 | PA      | $476347.70     | 0.02%             | 2035-12-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER RE LTD                                                          | CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR           | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $257350.00     | 0.01%             | 2031-05-10      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1          | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91280 | PA      | $76624.44      | 0.00%             | 2036-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                     | VMED O2 UK FINANCING I SR SECURED 144A 01/33 6.75          | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1431664.48    | 0.06%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $2515.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/48 3.375                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  345100000 | PA      | $270539526.48  | 12.22%            | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-4161.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/49 3                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89030000 | PA      | $65051021.26   | 2.94%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                      | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1100000 | NS      | $936397.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W2                                                 | FANNIEMAE WHOLE LOAN FNW 2003 W2 2A9                       | CUSIP: 31392JAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3457 | PA      | $3468.69       | 0.00%             | 2042-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                             | NATIONAL GRID USA SR UNSECURED 04/35 5.803                 | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124656.63     | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4                           | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD4 1A1          | CUSIP: 07389NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5664 | PA      | $5662.01       | 0.00%             | 2036-10-25      | Floating      | 5.83%                 | 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        |      20026 | PA      | $19375.78      | 0.00%             | 2035-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                          | GSAMP TRUST GSAMP 2007 NC1 A1                              | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1162420 | PA      | $615010.13     | 0.03%             | 2046-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-12                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A       | CUSIP: 17307GY69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18691 | PA      | $18283.37      | 0.00%             | 2035-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 04/30 3.875                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14300000 | PA      | $14286035.19   | 0.65%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/42 0.00000                                       | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1890000 | PA      | $833784.33     | 0.04%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $996488.04     | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR NOTE (CBT)JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1241 | NC      | $-2405553.38   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $484.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $533867.06     | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $4228.53       | 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      | $3988.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95           | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2474490.14    | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-6279.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                           | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR            | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $252300.00     | 0.01%             | 2031-06-05      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3              | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2868396 | PA      | $2782369.28    | 0.13%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2410267.90    | 0.11%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 07/30 5.5              | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1128840.59    | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4069083.24    | 0.18%             | 2031-04-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3598360.71    | 0.16%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AGLN                               | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A       | CUSIP: 94990HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1498678.50    | 0.07%             | 2037-07-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                   | ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1953671.56    | 0.09%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO XI DAC 11A                                                   | INVESCO EURO CLO XI DAC INVSC 11A A1R 144A                 | CUSIP: ACI318SX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2194820.59    | 0.10%             | 2036-10-22      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2651968.71    | 0.12%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    3900000 | PA      | $3953430.00    | 0.18%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19002.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/31 6.625       | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1294696.00    | 0.06%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                      | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1760000000 | PA      | $8418013.30    | 0.38%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $928882.36     | 0.04%             | 2029-01-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BGCLO 19A                                                                     | BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A                   | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3308671.71    | 0.15%             | 2037-07-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORPORATION                                          | SALES TAX SECURITIZATION CORP STSGEN 01/33 FIXED 3.007     | CUSIP: 79467BDG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5030000 | PA      | $4564895.01    | 0.21%             | 2033-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1506938.61    | 0.07%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1          | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     127818 | PA      | $118369.68     | 0.01%             | 2036-12-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $30376.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO I LTD 2021-1A                                             | CAPITAL FOUR US CLO C4US 2021 1A AR 144A                   | CUSIP: 14016TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $998500.07     | 0.05%             | 2035-01-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                               | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A             | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     481020 | PA      | $481514.85     | 0.02%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-307338.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                            | REGENCY CENTERS LP COMPANY GUAR 03/33 4.5                  | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390204.24     | 0.02%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB8                  | CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2           | CUSIP: 59020UPS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     681386 | PA      | $662927.48     | 0.03%             | 2035-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2085.81       | 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      | $-53.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                          | DUKE ENERGY OHIO INC SR UNSECURED 06/33 5.4                | CUSIP: 172070CP7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112095.03     | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/41 0.00000                                       | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     350000 | PA      | $164117.23     | 0.01%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/47 5.5                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     450000 | PA      | $412801.36     | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A            | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500703 | PA      | $473213.24     | 0.02%             | 2046-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6856481.25    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 03/36 5.625           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $292056.96     | 0.01%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-90                                                            | FANNIE MAE FNR 2010 90 FA                                  | CUSIP: 31398TXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168005 | PA      | $167863.87     | 0.01%             | 2040-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVI LTD                                                           | VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR               | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $248675.00     | 0.01%             | 2030-01-08      | Floating      | 5.26%                 | 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        |      28535 | PA      | $29079.73      | 0.00%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-455.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1568726.36    | 0.07%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-33721.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REPU STATE STREET GLOBAL MARKE USD REPU SSB T              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -252455228 | PA      | $-252455227.50 | -11.40%           |  |  |  | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH INC                                                  | BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08                | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $973063.10     | 0.04%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                                | URSA RE II LTD UNSECURED 144A 06/28 VAR                    | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $302895.00     | 0.01%             | 2028-06-07      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3533442.99    | 0.16%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/42 0.00000                                       | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1240000 | PA      | $555823.23     | 0.03%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                         | JANE STREET GROUP LLC 2024 TERM LOAN B1                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    2763868 | PA      | $2716757.69    | 0.12%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125              | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    4408000 | PA      | $3805172.81    | 0.17%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                          | JACKSON NATL LIFE GLOBAL SECURED 144A 10/29 4.6            | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1387854.29    | 0.06%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS USD SOFR/1.75000 12/15/21-30Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9058993.72    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A         | CUSIP: 933638AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        703 | PA      | $683.25        | 0.00%             | 2047-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA SR UNSECURED 144A 06/35 VAR                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     900000 | PA      | $937787.53     | 0.04%             | 2035-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR JPY MUTK/1.00000 03/18/26-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $388253.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-187731.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WHEATON COLLEGE IL                                                            | WHEATON IL CLG WTNHGR 10/34 FIXED 6.09                     | CUSIP: 96272PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     900000 | PA      | $961992.09     | 0.04%             | 2034-10-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9590.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2020-2 LTD                                                     | CARLYLE GLOBAL MARKET STRATEGI CGMS 2020 2A A1R2 144A      | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     900000 | PA      | $898209.28     | 0.04%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR4                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A          | CUSIP: 93934FPT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16556 | PA      | $13913.04      | 0.00%             | 2046-05-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-8795.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                             | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                 | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $258062.50     | 0.01%             | 2031-09-14      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-584.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 07/30 4.904               | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $199983.52     | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA2                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A            | CUSIP: 933635AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122246 | PA      | $110077.00     | 0.00%             | 2047-03-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | TRUST 2401 SR UNSECURED 144A 01/30 4.869                   | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     395000 | PA      | $380584.48     | 0.02%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                                    | NAVESINK CLO, LIMITED NAVS 2024 2A A1R 144A                | CUSIP: 63942YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800036.83     | 0.04%             | 2036-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.50000 06/17/26-7Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $521205.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/49 5.25                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $529857.26     | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.97500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3114.85       | 0.00%             |  |  |  | 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        |     900000 | PA      | $1038455.55    | 0.05%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-6479.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS MTGE FUND TR 2006-AR3                                            | BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 1A1            | CUSIP: 07400HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1340972 | PA      | $1200789.44    | 0.05%             | 2036-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $228975.51     | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                         | IVORY COAST SR UNSECURED REGS 01/32 4.875                  | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    6400000 | PA      | $6899963.48    | 0.31%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 11/41 0.00000                                       | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     170000 | PA      | $78480.84      | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 08/31 2.2                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     350000 | PA      | $307328.66     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  SEP27 XCME 20271214                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        650 | NC      | $-532824.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $582544.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 02/32 2.3              | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     860000 | PA      | $737810.09     | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | 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        |    5000000 | PA      | $5082965.00    | 0.23%             | 2058-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2025-1 DAC 25-1A                                             | BARINGS EURO CLO DAC BABSE 2025 1A A 144A                  | CUSIP: ACI379GS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1153634.46    | 0.05%             | 2039-08-15      | Floating      | 3.43%                 | 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        |    3000000 | PA      | $2965491.39    | 0.13%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1                | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28122 | PA      | $27482.27      | 0.00%             | 2045-02-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $24633.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                          | NORINCHUKIN BANK SR UNSECURED 144A 03/36 5.356             | CUSIP: 656029AS4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $792022.18     | 0.04%             | 2036-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                          | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 06/29 3.6       | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3205724.18    | 0.14%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS7                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1            | CUSIP: 748940AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3257906 | PA      | $2601009.67    | 0.12%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT I DAC 1A                                             | INDIGO CREDIT MANAGEMENT INDI 1A AR 144A                   | CUSIP: ACI37FVH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1155396.90    | 0.05%             | 2037-10-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| CITY OF DALLAS TEXAS                                                          | DALLAS TX DAL 02/33 ZEROCPNOID 0                           | CUSIP: 235218M50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2110011.00    | 0.10%             | 2033-02-15      | None          | 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      | $-15985.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 04/42 2.875                      | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1690000 | PA      | $1225027.51    | 0.06%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-121888.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $22634.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-10958.70     | -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      | $400.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 02/32 4.375              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178307.34     | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/54 4.5                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $2523023.42    | 0.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                                         | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A      | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600037.25     | 0.03%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4554905.45    | 0.21%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-22953.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                           | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR               | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $259150.00     | 0.01%             | 2032-06-07      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-G                                               | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1            | CUSIP: 05949CED4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220833 | PA      | $214094.01     | 0.01%             | 2035-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | SOCIETE GENERALE 144A 04/30 VAR                            | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1600000 | PA      | $1584463.22    | 0.07%             | 2030-04-12      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9              | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     723000 | PA      | $684718.54     | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 05/45 5.65                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494042.98     | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 09/50 2.65             | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $11870.73      | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1772059.12    | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/33 VAR                         | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2289000 | PA      | $2638779.18    | 0.12%             | 2033-11-21      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                                           | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A         | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     198383 | PA      | $198584.42     | 0.01%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-8495.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                            | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104307.93     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-82072.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2005-S3                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A10           | CUSIP: 16162WNL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1289510 | PA      | $891483.46     | 0.04%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY7                                               | COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1                    | CUSIP: 12544HAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     278496 | PA      | $264504.93     | 0.01%             | 2037-11-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TRUST 2006-WMC1                                        | MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3            | CUSIP: 57643LRK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1671498 | PA      | $595092.12     | 0.03%             | 2036-02-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $138874.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                          | SHELL FINANCE US INC COMPANY GUAR 144A 10/41 5.125         | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4114757.20    | 0.19%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/37 0.00000                                       | CUSIP: 912833Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8900000 | PA      | $5304279.41    | 0.24%             | 2037-08-15      | 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      | $-3960.95      | -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      | $5247.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75       | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     216759 | PA      | $214267.72     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACCIDENT FUND INSURANCE CO OF AMERICA                                         | ACCIDENT FUND INS CO AM SUBORDINATED 144A 08/32 8.5        | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2002229.44    | 0.09%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4436.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 08/30 5.45                | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3149894.35    | 0.14%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $10962.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3        | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     492800 | PA      | $472024.18     | 0.02%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $11545.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BZ1178 FN 06/31 FIXED 5.81                       | CUSIP: 3140NVJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2033623.82    | 0.09%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC COMPANY GUAR 06/30 5.15                   | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005475.75    | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-139214.15    | -0.01%            |  |  |  | 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        |    1500000 | PA      | $1732830.60    | 0.08%             | 2040-01-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10472.18     | -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      | $-526.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                   | STARWOOD PROPERTY TRUST SR UNSECURED 144A 07/30 6.5        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021829.00    | 0.05%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $30283.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $134862.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE P/T CERTIFICATES 2007-OA1                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A           | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     248164 | PA      | $233093.37     | 0.01%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2812.66       | 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      | $-15819.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 03/42 4.3                    | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3752000 | PA      | $3240129.61    | 0.15%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $57937.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                              | SKANDINAVISKA ENSKILDA 144A 09/30 4.5                      | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1500000 | PA      | $1491506.69    | 0.07%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/52 4.625                           | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $798924.54     | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-B                                       | SMB PRIVATE EDUCATION LOAN TRU SMB 2026 B A1A 144A         | CUSIP: 78451PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7800000 | PA      | $7809411.48    | 0.35%             | 2056-03-15      | Fixed         | 5.03%                 | 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        |  -12000000 | NC      | $-9588.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                            | AMERICAN HONDA FINANCE SR UNSECURED 07/26 5.25             | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     600000 | PA      | $601199.11     | 0.03%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5189.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                  | CITIZENS FINANCIAL GROUP SR UNSECURED 07/32 VAR            | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3084647.70    | 0.14%             | 2032-07-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                        | REALKREDIT DANMARK COVERED REGS 10/53 1.5                  | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $86788.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2017-1A                                                  | TCI SYMPHONY CLO TSYMP 2017 1A AR 144A                     | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      99502 | PA      | $99625.32      | 0.00%             | 2030-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL G04613 FG 10/37 FIXED 6                  | CUSIP: 3128M6N61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13031 | PA      | $13652.96      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.77000 04/29/24-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $941.74        | 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      | $40713.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-7223.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                   | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                    | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1600000 | PA      | $1462205.97    | 0.07%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.77000 04/16/24-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $20157.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECUR CORP 2005-GEL2                                         | STRUCTURED ASSET SECURITIES CO SASC 2005 GEL2 M2           | CUSIP: 86359DAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335380 | PA      | $358354.39     | 0.02%             | 2035-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.80000 06/03/24-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-253820.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/44 4.625                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28200000 | PA      | $27293413.99   | 1.23%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SERVICES INC                                             | NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9       | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2975554.20    | 0.13%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2674327.27    | 0.12%             |  |  |  | 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      | $-535845.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO SR SECURED 06/48 4.125               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4417000 | PA      | $3432098.44    | 0.16%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | LONG GILT FUTURE  JUN26 IFLL 20260626                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        690 | NC      | $-4282950.04   | -0.19%            |  |  |  | No            |                  1 | 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        |      94022 | PA      | $51525.52      | 0.00%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                              | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1                   | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1847 | PA      | $1625.12       | 0.00%             | 2035-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4188.44      | -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      | $-284.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/35 4.67             | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2603226.32    | 0.12%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/31 5.4        | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2849558.57    | 0.13%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO DISTRIBUTION INC COMPANY GUAR 144A 04/31 5.25        | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398612.36     | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR                   | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1596000 | PA      | $1664062.36    | 0.08%             | 2028-11-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $161426.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES SR UNSECURED 08/29 3.75                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     900000 | PA      | $862601.21     | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5022500 | PA      | $-5023023.18   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-5                                                             | FANNIE MAE FNR 2006 5 3A2                                  | CUSIP: 31394VL73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69455 | PA      | $70766.49      | 0.00%             | 2035-05-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 11/60 3.6                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5401000 | PA      | $3509149.60    | 0.16%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $864921.20     | 0.04%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/50 1.625                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14500000 | PA      | $7568320.24    | 0.34%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                          | JACKSON NATL LIFE GLOBAL SECURED 144A 07/27 5.55           | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1312292.27    | 0.06%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR            | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $993524.26     | 0.04%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 03/33 4.4                          | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3927873.40    | 0.18%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/48 4.7                             | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1220240.24    | 0.06%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -54628875 | PA      | $-54777617.28  | -2.47%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS INC                                                  | ESC LEHMAN BRTH HLDH PROD                                  | CUSIP: 525ESC6Y0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $420.00        | 0.00%             | 2027-09-27      | None          | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 02/49 5.5                             | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $958777.22     | 0.04%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                            | CODELCO INC SR UNSECURED 144A 01/35 6.33                   | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $3134100.00    | 0.14%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $88384.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 11/36 3.187                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1587854.26    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                                             | NOVA SECURITISATION SARL SR SECURED 144A 02/31 5.75        | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    2400000 | PA      | $2324953.44    | 0.11%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1495780.02    | 0.07%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/39 5.125                           | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2734573.76    | 0.12%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                       | CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55      | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3461185.84    | 0.16%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                    | MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875       | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $1095616.17    | 0.05%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $10171.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-5                                               | JP MORGAN MORTGAGE TRUST JPMMT 2019 5 A11 144A             | CUSIP: 46591FAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     177493 | PA      | $174889.82     | 0.01%             | 2049-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/33 4.988                 | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1700000 | PA      | $1692620.78    | 0.08%             | 2033-08-05      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/50 4.15                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $219290.42     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375       | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3687817.11    | 0.17%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP)       | FEDERAL FARM CREDIT BANK BONDS 07/29 5.125                 | CUSIP: 31331VEG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     500000 | PA      | $518043.01     | 0.02%             | 2029-07-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $20735.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2444.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $20318.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/42 2.75                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $760976.56     | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                           | ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75      | CUSIP: ACI23Q596<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    2400000 | PA      | $2217789.43    | 0.10%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $2571.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $475.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $337.65        | 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      | $12697.56      | 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      | $8582.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                        | EQT AB SR UNSECURED 144A 05/35 5.85                        | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    2200000 | PA      | $2208419.16    | 0.10%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 03/32 5.2                | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2425630.08    | 0.11%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1005.57       | 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      | $-26761.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $8433.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B         | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     349218 | PA      | $345891.67     | 0.02%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 06/54 5.8                    | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     900000 | PA      | $862356.60     | 0.04%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                    | FIDELITY NATL INFO SERV SR UNSECURED 03/28 4.45            | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997478.37     | 0.05%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260513                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-130275.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                              | PUBLIC STORAGE COMPANY GUAR 01/34 3.5                      | CUSIP: ACI30PXB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1880040.08    | 0.08%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $6357.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/52 3.35               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     270000 | PA      | $179902.05     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-5133.45      | -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      | $-160209.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                   | URSA RE LTD UNSECURED 144A 12/26 VAR                       | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    2500000 | PA      | $2537000.00    | 0.11%             | 2026-12-07      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                      | ARES CAPITAL CORP SR UNSECURED 07/26 2.15                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1487709.74    | 0.07%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1106.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CO 2001-TBC1                                       | MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1           | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5542 | PA      | $5403.06       | 0.00%             | 2031-11-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000983.00    | 0.05%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5008.64      | -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      | $312689.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     370000 | PA      | $306729.61     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CBAMR 2019-9A                                                                 | CBAMR LTD CBAMR 2019 9A AR 144A                            | CUSIP: 14987VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2406217.13    | 0.11%             | 2037-07-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | OHIO POWER COMPANY SR UNSECURED 10/35 5.85                 | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104233.23     | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-16038.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                                                  | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A       | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9822 | PA      | $6525.11       | 0.00%             | 2037-06-25      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 07/52 6.25               | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     702000 | PA      | $701713.37     | 0.03%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 12/56 4.3             | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $77982.54      | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | POST HOLDINGS INC COMPANY GUAR 144A 03/36 6.5              | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1470488.85    | 0.07%             | 2036-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 841775 FN 09/35 FLOATING VAR                     | CUSIP: 31407VFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2990 | PA      | $3085.70       | 0.00%             | 2035-09-01      | Floating      | 6.28%                 | 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        |    1513525 | PA      | $1513332.36    | 0.07%             | 2037-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A78592 FG 06/38 FIXED 5                  | CUSIP: 3128LCRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2432 | PA      | $2461.85       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                           | PROGRESS ENERGY INC SR UNSECURED 03/31 7.75                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3947740.72    | 0.18%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-1                                                | FREMONT HOME LOAN TRUST FHLT 2005 1 M5                     | CUSIP: 35729PJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1473204 | PA      | $1472870.91    | 0.07%             | 2035-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      60000 | PA      | $35041.28      | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 07/30 VAR                      | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2327060.86    | 0.11%             | 2030-07-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 06/17/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $293428.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | SANDS CHINA LTD SR UNSECURED 03/27 2.3                     | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    2100000 | PA      | $2050969.62    | 0.09%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $1285472.21    | 0.06%             |  |  |  | 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        |     600000 | PA      | $600243.68     | 0.03%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                     | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                 | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $346720.39     | 0.02%             | 2031-01-07      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| GATEWAY CREDIT TENANT LEASE                                                   | GATEWAY LEASE CTL A WHLN03785                              | CUSIP: 963SPPII4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    3418485 | PA      | $2290462.69    | 0.10%             | 2038-03-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $186681.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-5                                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A4              | CUSIP: 12668KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6613612 | PA      | $5885947.58    | 0.27%             | 2047-09-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7500000 | PA      | $6880513.13    | 0.31%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                 | MEDTRONIC INC COMPANY GUAR 10/45 4.2                       | CUSIP: ACI30CN23<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     800000 | PA      | $884933.05     | 0.04%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL MB0553 G2 08/55 FIXED 4                       | CUSIP: 3618N5TK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220320 | PA      | $206655.18     | 0.01%             | 2055-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO CIBC                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -12146625 | PA      | $-12173408.31  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2107819.60    | 0.10%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-90                                                     | FANNIE MAE FNR 2016 90 Z                                   | CUSIP: 3136AUML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486742 | PA      | $382555.44     | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67                | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3163274.30    | 0.14%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $41638.92      | 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      | $18570.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                                      | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A                | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000190.92    | 0.05%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 10/29 4.125                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1520000 | PA      | $1532646.87    | 0.07%             | 2029-10-31      | Fixed         | 4.12%                 | 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        |     300000 | PA      | $289500.82     | 0.01%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV SR UNSECURED 09/34 VAR                        | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6919000 | PA      | $7300796.92    | 0.33%             | 2034-09-11      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/51 3               | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $946539.56     | 0.04%             | 2051-12-15      | 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      | $34292.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 11/33 2.65                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     200000 | PA      | $159149.95     | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-15912.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1                                | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1           | CUSIP: 576433G42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216383 | PA      | $204252.78     | 0.01%             | 2046-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                   | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 02/36 5.45      | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     800000 | PA      | $766239.35     | 0.03%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $2946283.33    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20K                                      | SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1              | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6449 | PA      | $6482.24       | 0.00%             | 2027-11-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2181.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                                      | WELLFLEET CLO LTD WELF 2021 1A A1R 144A                    | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600674.45     | 0.03%             | 2034-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.65543 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $42803.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                 | DTE ELECTRIC CO 1ST MORTGAGE 03/36 4.85                    | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1963357.52    | 0.09%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.67875 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $294460.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $64133.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $11670.17      | 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      | $11175.88      | 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      | $-84324.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $562841.41     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 01/34 6                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3755315.20    | 0.17%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $38155.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5624625 | PA      | $-5648710.90   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1807037.28    | 0.08%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-524.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/55 6.1              | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2300000 | PA      | $2258658.12    | 0.10%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $33825.01      | 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      | $-48981.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | VAR ENERGI ASA SR UNSECURED 144A 05/35 6.5                 | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1800000 | PA      | $1895935.05    | 0.09%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1355.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-2099.62      | -0.00%            |  |  |  | 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        |     200000 | PA      | $196905.18     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $724004.81     | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6017250 | PA      | $-6029819.37   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND LLC                                                          | CONTINENTAL WIND SR SECURED 144A 02/33 6                   | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     905256 | PA      | $924933.50     | 0.04%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INV 2005-AR4                                        | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1            | CUSIP: 86359LLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2216 | PA      | $1887.20       | 0.00%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                            | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A            | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3002431.80    | 0.14%             | 2028-10-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM1                                                          | GSAMP TRUST GSAMP 2006 FM1 A2C                             | CUSIP: 362334PJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     181801 | PA      | $118851.92     | 0.01%             | 2036-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC                              | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A        | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7300000 | PA      | $7579041.04    | 0.34%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 11/42 4.119         | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2826401.76    | 0.13%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITY OF RENO NV                                                               | RENO NV CAPITAL IMPT REVENUE RENGEN 06/34 ZEROCPNOID 0     | CUSIP: 759831DG2<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |     700000 | PA      | $468853.98     | 0.02%             | 2034-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/41 VAR               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $300496.65     | 0.01%             | 2041-04-30      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/59 3.65                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6731000 | PA      | $4364965.32    | 0.20%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR                 | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2317417.90    | 0.10%             | 2030-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                        | PROLOGIS TARGETED US COMPANY GUAR 144A 01/31 4.25          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     800000 | PA      | $783134.04     | 0.04%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75      | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    3000000 | PA      | $3004017.03    | 0.14%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-112750.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-24                                                            | FANNIE MAE FNR 2003 24 MZ                                  | CUSIP: 31393AE45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2635 | PA      | $2695.56       | 0.00%             | 2033-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -78 | NC      | $762369.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2                                        | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2            | CUSIP: 83611XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2849335 | PA      | $2081567.81    | 0.09%             | 2037-01-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 04/33 3.419                      | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1280718.59    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869               | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     205000 | PA      | $196805.47     | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6992750 | PA      | $-7006626.73   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $5876.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIONS BANCORPORATION NA (AKA: ZION BANK CAPITAL MARKETS)                      | ZIONS BANCORP NA SR UNSECURED 02/29 VAR                    | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1191486.91    | 0.05%             | 2029-02-09      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE                                                           | PIEDMONT HEALTHCARE INC SECURED 01/42 2.719                | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $351351.16     | 0.02%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS10                                      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A9           | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     822594 | PA      | $734859.28     | 0.03%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 09/37 6.35            | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $216356.75     | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2003-6                                        | NEW CENTURY HOME EQUITY LOAN T NCHET 2003 6 M1             | CUSIP: 64352VFD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57183 | PA      | $58240.66      | 0.00%             | 2034-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $7246.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 11/36 0.00000                                       | CUSIP: 912833Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37600000 | PA      | $23382828.62   | 1.06%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7               | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1388596.99    | 0.06%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                  | WP CAREY INC SR UNSECURED 07/30 4.65                       | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695762.88     | 0.03%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 03/51 3.25                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3549334.00    | 0.16%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 05/30 5.4                | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3200000 | PA      | $3268735.58    | 0.15%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 02/51 3.3                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1244631.35    | 0.06%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/41 0.00000                                       | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450000 | PA      | $214063.51     | 0.01%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9         | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2493184.06    | 0.11%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2091330.10    | 0.09%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 03/30 4.8                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1212860.36    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220597 | PA      | $214497.99     | 0.01%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES TRUST 2024-SFR1                                              | INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A              | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7381490 | PA      | $7196333.79    | 0.33%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                  | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6554454.76    | 0.30%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 732218 FN 06/43 FLOATING VAR                     | CUSIP: 31402LPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18555 | PA      | $18746.38      | 0.00%             | 2043-06-01      | Floating      | 5.06%                 | 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        |    1800000 | PA      | $1800505.26    | 0.08%             | 2035-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/45 4.625                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $3955218.75    | 0.18%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $15017.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30000000 | PA      | $28250631.00   | 1.28%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C37                                                | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A3          | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5062887.50    | 0.23%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1700000 | PA      | $1737023.98    | 0.08%             | 2030-02-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $7221.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | QUIKRETE HOLDINGS, INC. 2024 TERM LOAN B2                  | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1050600 | PA      | $1050898.92    | 0.05%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPT CORP 2006-AF1                                             | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF1 1A2            | CUSIP: 65536PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12560849 | PA      | $2195126.45    | 0.10%             | 2036-05-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2025-4 DAC 25-4A                                          | GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A                | CUSIP: ACI379GR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1300000 | PA      | $1502568.47    | 0.07%             | 2039-08-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $6587.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5            | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6801637.70    | 0.31%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 04/28 4.95                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599314.82     | 0.03%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $46428.47      | 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      | $-2595.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2004-IN1                    | ACE SECURITIES CORP. ACE 2004 IN1 M1                       | CUSIP: 004421FG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     569047 | PA      | $603547.52     | 0.03%             | 2034-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                          | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR              | CUSIP: 92853KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $250012.50     | 0.01%             | 2031-01-08      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/27 VAR                   | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5600000 | PA      | $5539966.49    | 0.25%             | 2027-08-10      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A       | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160073 | PA      | $2076436.02    | 0.09%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| QUERCUS RE DESIGNATED ACTIVITY COMPANY                                        | QUERCUS RE DAC BONDS 144A 01/31 VAR                        | CUSIP: ACI2Q34M4<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $298729.49     | 0.01%             | 2031-01-06      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 02/52 3.4                         | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1258504.67    | 0.06%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-18N                                                      | LEHMAN XS TRUST LXS 2006 18N A3                            | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     531927 | PA      | $539708.01     | 0.02%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                       | CGI INC SR UNSECURED 09/31 2.3                             | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1399994.51    | 0.06%             | 2031-09-14      | Fixed         | 2.30%                 | 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