# EDGAR Filing Document

**Accession Number:** 0000892071
**File Stem:** 0001410368-26-066086
**Filing Date:** 2026-6
**Character Count:** 174185
**Document Hash:** 28a8d34a41c21e4cd4169ebe26cc9bc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066086.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066086

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW FUNDS INC
- **CENTRAL INDEX KEY:** 0000892071

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07170
- **FILM NUMBER:** 261120389

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TCW GALILEO FUNDS INC
- **DATE OF NAME CHANGE:** 19950113

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TCW FUNDS INC
- **DATE OF NAME CHANGE:** 19930714

## Series and Classes Contracts Data

### TCW Global Bond Fund (Series ID: S000034415)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000105877 | Class I      | TGGBX           |
| C000105878 | Class N      | TGGFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TCW FUNDS INC

- **b. Investment Company Act file number:** 811-07170

- **c. CIK number of Registrant:** 0000892071

- **d. LEI of Registrant:** 54930078E2I2DS4UJ217

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** LOS ANGELES

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

- **a. Name of Series:** TCW Global Bond Fund

- **b. EDGAR series identifier (if any):** S000034415

- **c. LEI of Series:** 549300LNSLRWNNL82Q34

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $23250713.80

**Total Liabilities:** $2867966.48

**Net Assets:** $20382747.32

**Delayed Delivery Securities:** $205286.42

**Cash Not Reported:** $315754.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16.91000000 | **1-Year:** -293.43000000 | **5-Year:** -580.23000000 | **10-Year:** -707.89000000 | **30-Year:** -400.22000000

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

- **3-Month:** -10.49000000 | **1-Year:** -130.87000000 | **5-Year:** -328.07000000 | **10-Year:** -157.19000000 | **30-Year:** -17.53000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000105878 | 1.28%                | -3.48%               | 1.19%                |
| Class ID C000105877 | 1.29%                | -3.47%               | 1.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $123591.31               | $15477.35                                  |
| Month 2  | $-363922.78              | $-322608.17                                |
| Month 3  | $13750.05                | $220500.61                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Bond Index

- **Index Identifier:** LEGASTAT

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                                        | Sunoco LP                                                                       | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10367.80     | 0.05%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14, LTD.                                                 | AGL CLO 14 Ltd                                                                  | CUSIP: 00851WAL3<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | KY        |      50000 | PA      | $50024.35     | 0.25%             | 2034-12-02      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2006-WMC1                                | CUSIP: 61744CXM3<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-O            | CORP              | US        |      39757 | PA      | $39306.77     | 0.19%             | 2035-12-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12535 | PA      | $11663.05     | 0.06%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-1332.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Avenue of Americas                                               | 1301 Trust 2025-AOA                                                             | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $50205.77     | 0.25%             | 2042-08-11      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                         | Bear Stearns ALT-A Trust 2005-8                                                 | CUSIP: 07386HWR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17916 | PA      | $16819.26     | 0.08%             | 2035-10-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac REMICS                                                              | CUSIP: 31397TAZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24041 | PA      | $1448.51      | 0.01%             | 2038-04-15      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO XX Ltd                                                             | CUSIP: 87166VAW8<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |      37809 | PA      | $37935.19     | 0.19%             | 2032-01-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $272.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                              | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      23000 | PA      | $20168.70     | 0.10%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     525000 | PA      | $492541.61    | 2.42%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                        | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $69837.50     | 0.34%             | 2049-12-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-81.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -1 | NC      | $-623.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |      87000 | PA      | $97827.15     | 0.48%             | 2029-12-04      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3096.39      | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $246372.25    | 1.21%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     181000 | PA      | $205353.54    | 1.01%             | 2028-01-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     429611 | PA      | $565090.51    | 2.77%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ING Baring U.S. Capital Markets                                  | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: Z0MI2JT14K8OXYZWX446 | N/A              | DFE              |  | GB        |          1 | NC      | $5404.49      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          5 | NC      | $-7195.80     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                         | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      11000 | PA      | $10641.84     | 0.05%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $288.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      12000 | PA      | $7932.24      | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                           | Sumisho Air Lease Corp                                                          | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20385.60     | 0.10%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-1166.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161491 | PA      | $152219.50    | 0.75%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     479000 | PA      | $639720.24    | 3.14%             | 2031-03-07      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-268.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     125000 | PA      | $83185.23     | 0.41%             | 2037-02-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-509.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                 | IndyMac INDX Mortgage Loan Trust 2005-AR15                                      | CUSIP: 45660LVM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34913 | PA      | $28370.81     | 0.14%             | 2035-09-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60402 | PA      | $58449.20     | 0.29%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                       | Arbour CLO III DAC                                                              | CUSIP: 000000000<br>LEI: 635400X5BNQEUMNXGO22 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117345.76    | 0.58%             | 2034-07-15      | Floating      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED CHF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CH        |          1 | NC      | $1222.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: GBP 3.836000 16-MAR-2028 SON                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1330000 | OU      | $-15557.53    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                          | Aurizon Network Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $12667.90     | 0.06%             | 2030-09-02      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FWGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1117400 | PA      | $17569.27     | 0.09%             | 2027-05-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP II                                          | Farmers Exchange Capital II                                                     | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29213.10     | 0.14%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5028.30      | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4987 | PA      | $4608.01      | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     725000 | PA      | $660346.31    | 3.24%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $20017.60     | 0.10%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     196000 | PA      | $120437.98    | 0.59%             | 2031-06-21      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                               | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8526.88      | 0.04%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     325000 | PA      | $302966.30    | 1.49%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                           | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |      50000 | PA      | $53439.02     | 0.26%             | 2073-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      92429 | PA      | $89367.92     | 0.44%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                            | Virgin Media O2 Vendor Financing Notes VI DAC                                   | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |       5000 | PA      | $4503.30      | 0.02%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                                       | Adagio IV CLO Ltd                                                               | CUSIP: 000000000<br>LEI: 635400LSWYRCKPZTOJ42 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117469.99    | 0.58%             | 2038-07-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2047.26      | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                          | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |          1 | NC      | $-1883.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                              | JP Morgan Mortgage Acquisition Trust 2006-CH2                                   | CUSIP: 46629QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142478 | PA      | $83626.44     | 0.41%             | 2029-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                         | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $4941.65      | 0.02%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                              | General Electric Co                                                             | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47197.00     | 0.23%             | 2036-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED KRW / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-477.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                      | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBL2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |      30000 | PA      | $29587.05     | 0.15%             | 2028-09-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                 | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5071.55      | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    4010000 | PA      | $590903.82    | 2.90%             | 2030-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378B2G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1048053 | PA      | $11989.94     | 0.06%             | 2053-01-16      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD CZK                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2900.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $19948.83     | 0.10%             | 2028-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9967.40      | 0.05%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                               | Alternative Loan Trust 2006-HY12                                                | CUSIP: 02146PAF2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |      93769 | PA      | $88719.64     | 0.44%             | 2036-08-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                       | Singapore Government Bonds                                                      | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     165000 | PA      | $134663.74    | 0.66%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24507.25     | 0.12%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                             | Deephaven Residential Mortgage Trust 2021-3                                     | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59715 | PA      | $53032.61     | 0.26%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                             | Octagon Investment Partners 41 Ltd                                              | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      50000 | PA      | $50024.00     | 0.25%             | 2033-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuers LLC                                 | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $40035.71     | 0.20%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     328703 | PA      | $11236.38     | 0.06%             | 2039-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     640000 | PA      | $93839.63     | 0.46%             | 2027-12-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                         | CAN 10YR BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         -1 | NC      | $2157.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      20000 | PA      | $19835.20     | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-19098.94    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                               | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |       2000 | PA      | $1983.34      | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | BDL37UY43 METRO WEST                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -807000 | NC      | $-298.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $927.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $1443.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Alternative Note Asset                             | Merrill Lynch Alternative Note Asset Trust Series 2007-A1                       | CUSIP: 59023MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257654 | PA      | $76830.14     | 0.38%             | 2037-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                            | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9884.00      | 0.05%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20026.80     | 0.10%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      10000 | PA      | $10337.60     | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      22000 | PA      | $13164.53     | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                | Xerox Corp                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8361.90      | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2170.72      | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                    | Valvoline Inc                                                                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9112.20      | 0.04%             | 2031-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                            | Aqueduct European CLO 8 DAC                                                     | CUSIP: 000000000<br>LEI: 549300A05ZPXICHJJR61 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117886.54    | 0.58%             | 2039-01-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                              | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     338000 | PA      | $91438.30     | 0.45%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                           | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |          1 | NC      | $112.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                          | Yorkshire Water Finance PLC                                                     | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $83610.09     | 0.41%             | 2041-04-18      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     218000 | PA      | $245360.25    | 1.20%             | 2028-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                 | CUSIP: 61753EAB6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |     129847 | PA      | $59608.59     | 0.29%             | 2037-01-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3280000 | PA      | $142472.98    | 0.70%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                     | New Zealand Government Bonds                                                    | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      46000 | PA      | $26518.91     | 0.13%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       5000 | PA      | $3581.30      | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-447.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2012-CCRE4 Mortgage Trust                                                  | CUSIP: 12624QAS2<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     167201 | PA      | $3851.48      | 0.02%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19951.40     | 0.10%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20492 | PA      | $18500.97     | 0.09%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                         | CAN 2YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          5 | NC      | $-3261.85     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD THB                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-244.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                              | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29167.50     | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      63000 | PA      | $64897.14     | 0.32%             | 2056-05-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED IDR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-1295.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MODIVCARE                                                        | MODIVCARE                                                                       | CUSIP: 000000000<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |        285 | NS      | $1852.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1430000 | PA      | $193011.76    | 0.95%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      20000 | PA      | $18191.40     | 0.09%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DYNO NOBEL LTD                                                   | Dyno Nobel Ltd                                                                  | CUSIP: 000000000<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |      40000 | PA      | $27568.58     | 0.14%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-251.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX 2021-LBA3 Mortgage Trust                                                     | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99717.61     | 0.49%             | 2036-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED CAD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |          1 | NC      | $5373.88      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1030 | PA      | $1008.65      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     294000 | PA      | $398954.80    | 1.96%             | 2028-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417ACR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31453 | PA      | $29777.57     | 0.15%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150000 | PA      | $128504.70    | 0.63%             | 2056-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9822.20      | 0.05%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7601.92      | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34462.75     | 0.17%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | PURCHASED USD / SOLD PLN                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-47.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |      20000 | PA      | $18266.00     | 0.09%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bombardier Capital Mortgage Securitization Corp.                 | BCMSC Trust 2000-A                                                              | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     189525 | PA      | $10829.39     | 0.05%             | 2030-06-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                            | Province of Ontario Canada                                                      | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $33797.66     | 0.17%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                    | UBS Commercial Mortgage Trust 2017-C3                                           | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59052.70     | 0.29%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7478 | PA      | $6910.34      | 0.03%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED PLN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $712.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                       | Lightpath Fiber Issuer LLC                                                      | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      35000 | PA      | $35168.63     | 0.17%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      36506 | PA      | $33832.61     | 0.17%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      30000 | PA      | $19385.70     | 0.10%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AP78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41347 | PA      | $39183.48     | 0.19%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9304.00      | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                               | Province of Quebec Canada                                                       | CUSIP: 74814ZFQ1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      35000 | PA      | $24397.66     | 0.12%             | 2055-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |          1 | NC      | $13325.52     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10757 | PA      | $10252.82     | 0.05%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Last Mile Securities                                             | Last Mile Securities PE 2021 DAC                                                | CUSIP: 000000000<br>LEI: 635400UJZKP57EXKMQ33 | Long             | ABS-MBS          | CORP              | IE        |      99979 | PA      | $117384.24    | 0.58%             | 2031-08-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |       5000 | PA      | $5068.20      | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| eStruxture Issuer Limited Partnership                            | eStruxture Issuer LP                                                            | CUSIP: 000000000<br>LEI: 8945009YAF8AMRRYIY30 | Long             | ABS-O            | CORP              | CA        |      55000 | PA      | $40294.80     | 0.20%             | 2055-07-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31398NQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25504 | PA      | $2217.72      | 0.01%             | 2040-10-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29915.40     | 0.15%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24404 | PA      | $23585.43     | 0.12%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                          | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      23000 | PA      | $20241.38     | 0.10%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          5 | NC      | $-9117.72     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PERU                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DZ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      51000 | PA      | $15963.66     | 0.08%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED CNY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $-15.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                  | Ardagh Group SA                                                                 | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       5000 | PA      | $4500.95      | 0.02%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 20 Ltd                                                            | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |      55000 | PA      | $54919.92     | 0.27%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      37000 | PA      | $35576.98     | 0.17%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |       3612 | PA      | $4325.10      | 0.02%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34048 | PA      | $32963.60     | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD NOK                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $292.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78692 | PA      | $76172.09     | 0.37%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      13000 | PA      | $12997.97     | 0.06%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159852 | PA      | $128723.46    | 0.63%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                          | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4322.15      | 0.02%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C3                    | CUSIP: 46635TAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700705 | PA      | $26706.38     | 0.13%             | 2046-02-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| ING Baring U.S. Capital Markets                                  | PURCHASED USD / SOLD BRL                                                        | CUSIP: 000000000<br>LEI: Z0MI2JT14K8OXYZWX446 | N/A              | DFE              |  | US        |          1 | NC      | $-15.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                    | FirstCash Inc                                                                   | CUSIP: 33767DAF2<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9986.90      | 0.05%             | 2034-05-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $-9819.78     | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111839 | PA      | $108298.98    | 0.53%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     112592 | PA      | $129742.20    | 0.64%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| VONOVIA SE                                                       | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $77628.89     | 0.38%             | 2041-06-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CLP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-633.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                                              | AUST 3YR BOND FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -2 | NC      | $727.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                      | PURCHASED AUD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |          1 | NC      | $856.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED ZAR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |          1 | NC      | $-42.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1224 | PA      | $1136.01      | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                     | VT Topco Inc                                                                    | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8194.32      | 0.04%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                 | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5238.70      | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39045 | PA      | $36819.00     | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29805.30     | 0.15%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $1.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         10 | NC      | $-26055.89    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36313.20     | 0.18%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED DKK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | DK        |          1 | NC      | $605.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                            | CWABS Asset-Backed Certificates Trust 2007-13                                   | CUSIP: 126698AC3<br>LEI: 549300H6I2066O1LC673 | Long             | ABS-O            | CORP              | US        |      48790 | PA      | $45140.28     | 0.22%             | 2047-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                   | Amazon.com Inc                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14786.25     | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                     | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30033.90     | 0.15%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MortgageIT Trust                                                 | MortgageIT Trust 2005-1                                                         | CUSIP: 61913PAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5149 | PA      | $5136.39      | 0.03%             | 2035-02-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19515.00     | 0.10%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -2 | NC      | $5558.86      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI GOVT INT'L                                             | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      50000 | PA      | $48753.00     | 0.24%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                         | Thailand Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3054000 | PA      | $88866.04     | 0.44%             | 2035-12-17      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                            | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   30000000 | PA      | $33402.73     | 0.16%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                          | Dryden 98 CLO Ltd                                                               | CUSIP: 26248AAL8<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |      60000 | PA      | $59999.58     | 0.29%             | 2035-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      48723 | PA      | $47443.03     | 0.23%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                       | MFA 2021-RPL1 Trust                                                             | CUSIP: 55283QAB0<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $85391.42     | 0.42%             | 2060-07-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                           | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     255000 | PA      | $68694.16     | 0.34%             | 2030-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     152912 | NS      | $152911.99    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT INC                                                    | Open Text Holdings Inc                                                          | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4273.70      | 0.02%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OWNIT Mortgage Loan Asset-Backed Certificates                    | Ownit Mortgage Loan Trust Series 2006-3                                         | CUSIP: 69121PDY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18589 | PA      | $18108.04     | 0.09%             | 2037-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Valley Stream Park CLO, Ltd                                      | Valley Stream Park CLO LTD                                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |      55000 | PA      | $55031.79     | 0.27%             | 2037-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Netherlands Government Bonds                                     | Netherlands Government Bonds                                                    | CUSIP: 000000000<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |      35000 | PA      | $39483.85     | 0.19%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12031 | PA      | $11168.84     | 0.05%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31396WAS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24017 | PA      | $1901.89      | 0.01%             | 2037-06-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                           | Residential Asset Securitization Trust 2005-A15                                 | CUSIP: 45660L4B2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422103 | PA      | $34325.04     | 0.17%             | 2036-02-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31398GMG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14710 | PA      | $1273.40      | 0.01%             | 2040-01-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                               | Diamond Issuer LLC                                                              | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      40000 | PA      | $38681.54     | 0.19%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     311000 | PA      | $352918.00    | 1.73%             | 2035-08-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AD3L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28128 | PA      | $26830.71     | 0.13%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD MYR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-36.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Five Year Bonds                                 | Japan Government Five Year Bonds                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   32650000 | PA      | $206144.73    | 1.01%             | 2030-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                         | Castlelake Aircraft Structured Trust 2019-1                                     | CUSIP: 14855MAA6<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |      37401 | PA      | $36807.18     | 0.18%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9232 | PA      | $9060.54      | 0.04%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                                    | PURCHASED USD / SOLD ILS                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |          1 | NC      | $-296.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WTSC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14867 | PA      | $13995.31     | 0.07%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                              | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                               | CUSIP: 07336PAD6<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |      74197 | PA      | $75202.37     | 0.37%             | 2047-06-25      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425000 | PA      | $408965.60    | 2.01%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50000 | PA      | $50353.50     | 0.25%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                       | OPAL BIDCO                                                                      | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       5000 | PA      | $5106.10      | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                      | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      11000 | PA      | $10795.18     | 0.05%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD IDR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2263.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares Euro CLO                                                    | Ares European CLO XVII DAC                                                      | CUSIP: 000000000<br>LEI: 635400RATIIQWHWBAX69 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117558.67    | 0.58%             | 2040-01-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22769 | PA      | $21019.34     | 0.10%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                | Post Holdings Inc                                                               | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11634.60     | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11802 | PA      | $10955.36     | 0.05%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $97.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED ILS / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |          1 | NC      | $134.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                         | Bundesrepublik Deutschland Bundesanleihe                                        | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     205000 | PA      | $211974.02    | 1.04%             | 2056-08-15      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9936.80      | 0.05%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5241.05      | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      93000 | PA      | $89548.83     | 0.44%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $85.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                   | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                   | CUSIP: 863579FW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1582 | PA      | $1577.64      | 0.01%             | 2034-12-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                 | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      11000 | PA      | $9527.54      | 0.05%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-68.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKG INC                                                          | UKG Inc                                                                         | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4868.75      | 0.02%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4640.10      | 0.02%             | 2031-02-11      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |    1530000 | PA      | $237142.00    | 1.16%             | 2030-06-18      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14740.20     | 0.07%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      10000 | PA      | $6819.67      | 0.03%             | 2038-08-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62045 | PA      | $61543.41     | 0.30%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                                         | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      10000 | PA      | $10040.90     | 0.05%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1848.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                   | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5116.00      | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                              | Egypt Treasury Bills                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    1225000 | PA      | $20578.86     | 0.10%             | 2026-10-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4873.55      | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-764.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      11000 | PA      | $10663.95     | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD CNH                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-232.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED JPY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $9956.84      | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $21893.95     | 0.11%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                   | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      10000 | PA      | $6873.67      | 0.03%             | 2038-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                         | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20191.60     | 0.10%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Caister Finance                                                  | Caister Finance DAC                                                             | CUSIP: 000000000<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-MBS          | CORP              | IE        |     100000 | PA      | $135401.59    | 0.66%             | 2035-08-17      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13930.95     | 0.07%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14714.70     | 0.07%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-SCHATZ FUT JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          6 | NC      | $-1838.47     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FINANCING SA                                              | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       9000 | PA      | $6986.25      | 0.03%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED CNH / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $4389.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                              | Kingdom of Belgium Government Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     281022 | PA      | $293938.13    | 1.44%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Norway Government Bonds                                          | Norway Government Bonds                                                         | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     279000 | PA      | $28520.83     | 0.14%             | 2034-04-13      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     238000 | PA      | $233007.58    | 1.14%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                     | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25009.75     | 0.12%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36578 | PA      | $30879.83     | 0.15%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      43267 | PA      | $37964.47     | 0.19%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8907.20      | 0.04%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $34.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                          | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    2250000 | PA      | $6468.99      | 0.03%             | 2030-08-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1457 | PA      | $1466.15      | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                 | Bain Capital Credit CLO 2020-2 Ltd                                              | CUSIP: 05683EBE1<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |      55000 | PA      | $54895.28     | 0.27%             | 2034-07-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-OAT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          2 | NC      | $-8237.76     | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     670000 | PA      | $32024.08     | 0.16%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      45000 | PA      | $27994.95     | 0.14%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41433.78     | 0.20%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     410000 | PA      | $63794.44     | 0.31%             | 2032-10-24      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CENTRAL GARDEN & PET CO                                          | Central Garden & Pet Co                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5684.22      | 0.03%             | 2030-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |      40000 | PA      | $36416.40     | 0.18%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64818 | PA      | $61071.81     | 0.30%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE2P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11626 | PA      | $11066.77     | 0.05%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      25000 | PA      | $25671.75     | 0.13%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2022-CLS                                                               | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $88306.24     | 0.43%             | 2027-10-13      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGKG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77689 | PA      | $65489.23     | 0.32%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD KRW                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-283.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3502 | PA      | $3154.02      | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   97920000 | PA      | $45915.18     | 0.23%             | 2051-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101365 | PA      | $95506.23     | 0.47%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8688.15      | 0.04%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae REMICS                                                               | CUSIP: 31396YXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24470 | PA      | $2541.10      | 0.01%             | 2038-03-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                       | Clover CLO 2021-3 LLC                                                           | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $49981.00     | 0.25%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    2010000 | PA      | $367599.05    | 1.80%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6642 | PA      | $6401.21      | 0.03%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                         | FSWP: GBP 3.933000 20-MAR-2028 SON                                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1573000 | OU      | $-14787.67    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      44765 | PA      | $40263.80     | 0.20%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal                         | CAN 5YR BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |          2 | NC      | $-2987.20     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                          | Ausgrid Finance Pty Ltd                                                         | CUSIP: 000000000<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $14012.63     | 0.07%             | 2035-12-10      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2006-AR8                         | CUSIP: 86361WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98651 | PA      | $90908.57     | 0.45%             | 2036-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | BDL389C50 METRO WEST                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | US        |     460000 | NC      | $2415.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57324 | PA      | $46502.20     | 0.23%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      55000 | PA      | $37677.84     | 0.18%             | 2028-05-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| TCW Central Cash Fund                                            | TCW Central Cash Fund                                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |    2474788 | NS      | $2474788.00   | 12.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD PEN                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $39.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                           | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |      30000 | PA      | $30158.70     | 0.15%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                                  | Contego CLO VI DAC                                                              | CUSIP: 000000000<br>LEI: 5493004ELE0S8SSAAJ29 | Long             | ABS-CBDO         | CORP              | IE        |      98029 | PA      | $114865.93    | 0.56%             | 2034-04-15      | Floating      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4906.05      | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                          | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20580 | PA      | $20683.52     | 0.10%             | 2045-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED USD / SOLD HUF                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $78.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                         | Pacific National Finance Pty Ltd                                                | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      20000 | PA      | $13127.89     | 0.06%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $100527.50    | 0.49%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                         | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19495.00     | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                        | BPR 2023-STON Mortgage Trust                                                    | CUSIP: 05593GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $103040.16    | 0.51%             | 2039-12-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20000 | PA      | $20342.02     | 0.10%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4400.95      | 0.02%             | 2032-07-21      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                       | Morgan Stanley ABS Capital I Inc Trust 2006-HE4                                 | CUSIP: 61748BAD6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |     203174 | PA      | $100207.91    | 0.49%             | 2036-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5273 | PA      | $5366.11      | 0.03%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28954.50     | 0.14%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                            | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      13000 | PA      | $15015.26     | 0.07%             | 2035-11-25      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                      | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     254000 | PA      | $172211.68    | 0.84%             | 2035-12-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      50000 | PA      | $52435.00     | 0.26%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                               | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   55600000 | PA      | $266413.78    | 1.31%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2461 | PA      | $2216.55      | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                          | Sweden Government Bonds                                                         | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     355000 | PA      | $34030.41     | 0.17%             | 2031-05-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1071 | PA      | $989.86       | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                      | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     113000 | PA      | $124945.28    | 0.61%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TCW Emerging Markets Income Fund                                 | TCW Emerging Markets Income Fund                                                | CUSIP: 87234N765<br>LEI: 549300TJW8MTVSLYJW58 | Long             | EC               | RF                | US        |      30580 | NS      | $213445.08    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA TREASURY BOND                                              | Korea Treasury Bond                                                             | CUSIP: 000000000<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  334600000 | PA      | $208630.95    | 1.02%             | 2031-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6923.91      | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5160.10      | 0.03%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-SVEN                                 | CUSIP: 949937AA4<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102004.07    | 0.50%             | 2037-06-10      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      10000 | PA      | $9896.30      | 0.05%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     150000 | PA      | $161326.55    | 0.79%             | 2029-07-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AQ5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101915 | PA      | $5.82         | 0.00%             | 2036-04-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B5E99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      38539 | PA      | $32489.74     | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AURIUM CLO                                                       | Aurium CLO IX DAC                                                               | CUSIP: 000000000<br>LEI: 549300LYSVOQTKM0B642 | Long             | ABS-CBDO         | CORP              | IE        |     100000 | PA      | $117318.43    | 0.58%             | 2034-10-28      | Floating      | 3.11%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO Ltd                                                      | RAD CLO 21 Ltd                                                                  | CUSIP: 750099AJ2<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |      55000 | PA      | $54876.36     | 0.27%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                  | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     102000 | PA      | $116950.52    | 0.57%             | 2033-02-04      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60187 | PA      | $58239.13     | 0.29%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                            | China Government Bond                                                           | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    3370000 | PA      | $495840.47    | 2.43%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57620 | PA      | $58134.17     | 0.29%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED CLP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |          1 | NC      | $241.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $28656.24     | 0.14%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED TRY / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $469.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                 | GGAM Finance Ltd                                                                | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      15000 | PA      | $15144.45     | 0.07%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED NZD / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NZ        |          1 | NC      | $993.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30730.20     | 0.15%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                           | Treasury Corp of Victoria                                                       | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      45000 | PA      | $21959.76     | 0.11%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AZS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10900 | PA      | $10630.99     | 0.05%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                             | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1400000000 | PA      | $80047.49     | 0.39%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4846.75      | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX 2021-LBA3 Mortgage Trust                                                     | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99800.38     | 0.49%             | 2036-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $-18882.88    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| China Development Bank                                           | China Development Bank                                                          | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |     200000 | PA      | $30780.92     | 0.15%             | 2029-01-08      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                        | Structured Asset Mortgage Investments II Trust 2005-AR6                         | CUSIP: 86359LNA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14926 | PA      | $13968.21     | 0.07%             | 2045-09-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-722.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15228.60     | 0.07%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-11646.97    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                        | Sunoco LP                                                                       | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4934.85      | 0.02%             | 2034-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                         | Queensland Treasury Corp                                                        | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     125000 | PA      | $84358.92     | 0.41%             | 2037-07-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                 | LONG GILT FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         -2 | NC      | $6125.13      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $674.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD SGD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-663.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17731 | PA      | $17509.32     | 0.09%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | BDL37USS7 METRO WEST                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |    -807000 | NC      | $-2875.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                           | PURCHASED SEK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |          1 | NC      | $790.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                           | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-26649.93    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     620000 | PA      | $35741.34     | 0.18%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151551 | PA      | $122006.22    | 0.60%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bonds                                  | Japan Government Ten Year Bonds                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  103550000 | PA      | $640542.37    | 3.14%             | 2035-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CQN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      25000 | PA      | $24875.00     | 0.12%             | 2033-04-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED HUF / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | HU        |          1 | NC      | $2020.65      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED NOK / SOLD USD                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |          1 | NC      | $1854.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71339 | PA      | $63716.40     | 0.31%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED RON / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $4.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bonds                                         | Ireland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      43761 | PA      | $49428.82     | 0.24%             | 2034-10-18      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                          | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      65000 | PA      | $14533.42     | 0.07%             | 2034-07-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                    | PURCHASED GBP / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $16.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED MXN / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $243.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Government National Mortgage Association                                        | CUSIP: 38378AMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      22825 | PA      | $4145.24      | 0.02%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                         | Finland Government Bonds                                                        | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |     156000 | PA      | $180605.79    | 0.89%             | 2030-04-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51833 | PA      | $48911.26     | 0.24%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONTRA GCB144A MODIVCA                                           | CONTRA GCB144A MODIVCA                                                          | CUSIP: 607PMTAB0<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      22050 | PA      | $330.75       | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56837 | PA      | $53633.35     | 0.26%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                                | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4437.35      | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19054.40     | 0.09%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                      | PURCHASED MYR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |          1 | NC      | $-114.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      25000 | PA      | $26050.75     | 0.13%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-647.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2115.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      36000 | PA      | $32458.68     | 0.16%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                             | Republic of Austria Government Bonds                                            | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     205300 | PA      | $247076.51    | 1.21%             | 2030-10-20      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| CRSO TR 2023 BRND                                                | CRSO TR 2023 BRND                                                               | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $102958.44    | 0.51%             | 2040-07-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                                         | Suburban Propane Partners LP/Suburban Energy Finance Corp                       | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4954.60      | 0.02%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING Baring U.S. Capital Markets                                  | PURCHASED USD / SOLD AUD                                                        | CUSIP: 000000000<br>LEI: Z0MI2JT14K8OXYZWX446 | N/A              | DFE              |  | US        |          1 | NC      | $-184.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                         | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10493.90     | 0.05%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                         | Province of British Columbia Canada                                             | CUSIP: 110709GP1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     105000 | PA      | $73711.37     | 0.36%             | 2055-12-18      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137663 | PA      | $133376.28    | 0.65%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                                          | CARS-DB4 LP                                                                     | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94031.42     | 0.46%             | 2050-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $28919.52     | 0.14%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20738.00     | 0.10%             | 2054-12-10      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                         | International Flavors & Fragrances Inc                                          | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     100000 | PA      | $116814.61    | 0.57%             | 2026-09-25      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94526 | PA      | $84425.53     | 0.41%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10137.90     | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25000 | PA      | $20945.50     | 0.10%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     153000 | PA      | $181838.47    | 0.89%             | 2031-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      50000 | PA      | $49580.98     | 0.24%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE                                           | Sydney Airport Finance Co Pty Ltd                                               | CUSIP: 000000000<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      10000 | PA      | $7073.89      | 0.03%             | 2034-04-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23558 | PA      | $22805.44     | 0.11%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government Bonds - Fixed                                  | Israel Government Bonds - Fixed                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     142000 | PA      | $41640.15     | 0.20%             | 2032-04-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** TCW FUNDS INC

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer