# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007229
**Filing Date:** 2026-5
**Character Count:** 206989
**Document Hash:** 56b97b145db1892db9e73ea7ff94bd3a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007229.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007229

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043403

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

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

## Series and Classes Contracts Data

### PIMCO Short Asset Investment Fund (Series ID: S000037098)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000114208 | Institutional Class  | PAIDX           |
| C000114209 | I-2                  | PAIPX           |
| C000114210 | Administrative Class | PAIQX           |
| C000114212 | Class A              | PAIAX           |
| C000166287 | Class M              | PAMSX           |
| C000200464 | I-3                  | PANDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Short Asset Investment Fund

- **b. EDGAR series identifier (if any):** S000037098

- **c. LEI of Series:** 1O6WJSO68YQ4C8FMUN43

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2205947961.92

**Total Liabilities:** $17895179.67

**Net Assets:** $2188052782.25

**Cash Not Reported:** $7021322.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 166737.844000 | **1-Year:** 73911.530500 | **5-Year:** 20202.630800 | **10-Year:** 1552.684800 | **30-Year:** 0.000000

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

- **3-Month:** 632.126300 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000114210 | 0.38%                | 0.27%                | 0.29%                |
| Class ID C000114212 | 0.37%                | 0.26%                | 0.28%                |
| Class ID C000114209 | 0.39%                | 0.28%                | 0.30%                |
| Class ID C000200464 | 0.38%                | 0.28%                | 0.30%                |
| Class ID C000166287 | 0.40%                | 0.29%                | 0.31%                |
| Class ID C000114208 | 0.40%                | 0.29%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $109516.68               | $1685536.33                                |
| Month 2  | $226585.52               | $1115886.15                                |
| Month 3  | $1168757.64              | $-4039145.89                               |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                              | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157554.76    | 0.01%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC         | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76139 | PA      | $76235.19     | 0.00%             | 2074-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12224.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM         | CUSIP: 38376RRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2470 | PA      | $2483.21      | 0.00%             | 2066-02-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSECURED 09/26 VAR                | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5550000 | PA      | $5556028.47   | 0.25%             | 2026-09-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP SR UNSECURED 04/26 3.4                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1901069.47   | 0.09%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2024-6                                       | VERIZON MASTER TRUST VZMT 2024 6 A1B                   | CUSIP: 92348KDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10050034.00  | 0.46%             | 2030-08-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT         | CUSIP: 38376RC53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    657716 | PA      | $671918.43    | 0.03%             | 2066-09-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL REGS 07/26 VAR                  | CUSIP: F0803NAF9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2005985.80   | 0.09%             | 2026-07-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45            | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $2391734.89   | 0.11%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H08                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H08 LF         | CUSIP: 38380LED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3251464 | PA      | $3273872.24   | 0.15%             | 2068-06-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC SR UNSECURED 07/26 VAR          | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2446801.62   | 0.11%             | 2026-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                | DTE ENERGY CO SR UNSECURED 10/26 2.85                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992542.91    | 0.05%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162         | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  21552000 | PA      | $21548018.70  | 0.98%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 35 AF          | CUSIP: 38376WE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1230140 | PA      | $1233771.22   | 0.06%             | 2040-03-20      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                          | NATIONAL SECS CLEARING SR UNSECURED 144A 05/27 VAR     | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500814.04    | 0.02%             | 2027-05-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                      | MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 01/27 VAR     | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401132.87    | 0.02%             | 2027-01-29      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271KE18<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  13300000 | PA      | $13250630.40  | 0.61%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H12                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H12 F          | CUSIP: 38380QDH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331355 | PA      | $329722.82    | 0.02%             | 2070-07-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                            | CUSIP: 71855BEV0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4569309.26   | 0.21%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR REGS 04/26 1.625     | CUSIP: U37786AE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99793.77     | 0.00%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-3                                    | CARMAX AUTO OWNER TRUST CARMX 2023 3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1491033 | PA      | $1498069.92   | 0.07%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3305                                                  | FREDDIE MAC FHR 3305 KF                                | CUSIP: 31397GTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129228 | PA      | $127698.78    | 0.01%             | 2037-04-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 336200000 | NC      | $246064.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE 144A 02/27 5.25                       | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5300000 | PA      | $5333842.09   | 0.24%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  94800000 | NC      | $60150.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271      | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19485000 | PA      | $19400272.79  | 0.89%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                          | UBS AG STAMFORD CT SUBORDINATED 09/26 7.75             | CUSIP: 870845AC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    375000 | PA      | $379274.03    | 0.02%             | 2026-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                              | LOWE S COS INC SR UNSECURED 04/26 2.5                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    688000 | PA      | $687485.73    | 0.03%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                    | MARATHON PETROLEUM CORP SR UNSECURED 12/26 5.125       | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7726455.12   | 0.35%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | ENBRIDGE INC COMPANY GUAR 12/26 4.25                   | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199949.54    | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                   | XCEL ENERGY INC SR UNSECURED 12/26 3.35                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1337199.69   | 0.06%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                | CUSIP: 40412DE62<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $8363426.40   | 0.38%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H05 FA         | CUSIP: 38375BKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26877 | PA      | $26881.42     | 0.00%             | 2060-12-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CUBESMART LP COMPANY GUAR 09/26 3.125                  | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $2986652.37   | 0.14%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9             | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17400000 | PA      | $17378243.21  | 0.79%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9423000 | PA      | $9527631.86   | 0.44%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 C A2B 144A   | CUSIP: 44935GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7396779 | PA      | $7400271.69   | 0.34%             | 2028-01-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                      | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    156145 | PA      | $156308.57    | 0.01%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR            | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1860344.94   | 0.09%             | 2027-07-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2025-1A                                    | CHASE AUTO OWNER TRUST CHAOT 2025 1A A2 144A           | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10706504 | PA      | $10723086.55  | 0.49%             | 2028-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FA         | CUSIP: 38375U3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3109071 | PA      | $3124010.52   | 0.14%             | 2068-01-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| BANCO ITAU CHILE/NEW YORK                                         | BANCO ITAU CHILE 08/26 FIXED 4.15                      | CUSIP: 22000DGF6<br>LEI: 549300DDPTTIZ06NIV06 | Long             | DBT              | CORP              | CL        |   7400000 | PA      | $7398576.98   | 0.34%             | 2026-08-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                | CUSIP: 40412DD22<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    353000 | PA      | $352918.99    | 0.02%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H18 DF         | CUSIP: 38380LL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    903528 | PA      | $902392.62    | 0.04%             | 2069-10-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FK         | CUSIP: 38376R5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15073 | PA      | $15026.73     | 0.00%             | 2067-05-20      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY SR UNSECURED 08/26 1.4               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  14360000 | PA      | $14201644.38  | 0.65%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 57 EF          | CUSIP: 38381VSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175236 | PA      | $1155675.17   | 0.05%             | 2049-05-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA         | CUSIP: 38376RMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       902 | PA      | $905.71       | 0.00%             | 2065-10-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR   | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1002598.09   | 0.05%             | 2026-09-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 EM                                | CUSIP: 3137H0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13605495 | PA      | $12137101.20  | 0.55%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR          | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  15565000 | PA      | $15568913.82  | 0.71%             | 2027-03-08      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4400000 | PA      | $4371506.74   | 0.20%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                         | ALCON FINANCE CORP COMPANY GUAR 144A 09/26 2.75        | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7143065.93   | 0.33%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 05/26 VAR          | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1295861.11   | 0.06%             | 2026-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H13                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H13 FC         | CUSIP: 38380QGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    850852 | PA      | $844825.34    | 0.04%             | 2070-07-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                            | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4484333.25   | 0.20%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 08/27 4.703             | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1810000 | PA      | $1810598.51   | 0.08%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A3 144A    | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2487505 | PA      | $2498190.34   | 0.11%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR            | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3176000 | PA      | $3188037.99   | 0.15%             | 2027-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR         | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1069000.14   | 0.05%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FT         | CUSIP: 38380LNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22265 | PA      | $22268.83     | 0.00%             | 2068-10-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                        | SYDNEY AIRPORT FINANCE SR SECURED REGS 04/26 3.625     | CUSIP: Q8809VAH2<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    996000 | PA      | $995173.32    | 0.05%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A        | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030283 | PA      | $984526.52    | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB REGS 06/26 VAR                             | CUSIP: ACI2GM5T7<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2203830.44   | 0.10%             | 2026-06-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                    | CARMAX AUTO OWNER TRUST CARMX 2025 2 A2B               | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6484036 | PA      | $6493510.79   | 0.30%             | 2028-07-17      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NSLT-2021-BA                                                      | NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A        | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1086574 | PA      | $1029851.82   | 0.05%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ          | CUSIP: 38381WUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3643189 | PA      | $3587902.99   | 0.16%             | 2049-06-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A LLC                                                 | DLLAD LLC DLLAD 2024 1A A2 144A                        | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1107070 | PA      | $1110156.71   | 0.05%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R                                     | ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A             | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2112104 | PA      | $1928086.88   | 0.09%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                  | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A          | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5911280 | PA      | $5808513.44   | 0.27%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                   | WEA FINANCE LLC COMPANY GUAR 144A 01/27 2.875          | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2469596.35   | 0.11%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                      | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3714992 | PA      | $3733964.83   | 0.17%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                      | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A         | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2819154 | PA      | $2822322.95   | 0.13%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4722                                           | FREDDIE MAC FHR 4722 FA                                | CUSIP: 3137FAWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    328878 | PA      | $318999.64    | 0.01%             | 2038-05-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                    | KOREA NATIONAL OIL CORP SR UNSECURED REGS 11/26 VAR    | CUSIP: Y4938AAH2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |   3623000 | PA      | $3638390.50   | 0.17%             | 2026-11-14      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/27 VAR    | CUSIP: 44891CCW1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1316034.81   | 0.06%             | 2027-01-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542      | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6391730.88   | 0.29%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P4                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A2        | CUSIP: 14689AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14997178.50  | 0.69%             | 2029-03-12      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                          | CONSTELLATION BRANDS INC COMPANY GUAR 12/26 3.7        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   7446000 | PA      | $7415280.41   | 0.34%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                           | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $7387904.70   | 0.34%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST 1                             | GENERAL MOTORS GFORT 2023 1 A1 144A                    | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10029210.00  | 0.46%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1632589.34   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT JUN26 XCBT 20260618                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -15 | NC      | $63058.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2614                                                  | FREDDIE MAC FHR 2614 FV                                | CUSIP: 31393QMP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64362 | PA      | $65608.74     | 0.00%             | 2033-05-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                          | SVENSKA HANDELSBANKEN AB REGS 06/26 VAR                | CUSIP: 86959NAN9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $501075.33    | 0.02%             | 2026-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2006-27                                         | FANNIE MAE FNR 2006 27 BF                              | CUSIP: 31395BZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3105 | PA      | $3083.77      | 0.00%             | 2036-04-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | TORONTO DOMINION BANK SR UNSECURED 03/27 2.8           | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    761000 | PA      | $751342.62    | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 12/26 6.05             | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1252650.93   | 0.06%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FH         | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4594546 | PA      | $4598512.41   | 0.21%             | 2054-04-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271KDU5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3189309.76   | 0.15%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-6                                          | FANNIE MAE FNR 2012 6 F                                | CUSIP: 3136A3RV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154896 | PA      | $153743.26    | 0.01%             | 2042-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   5300000 | NC      | $5614.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5068000 | PA      | $5070490.82   | 0.23%             | 2027-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                           | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103      | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   9200000 | PA      | $9163639.67   | 0.42%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                     | AMAZON.COM INC SR UNSECURED 03/28 VAR                  | CUSIP: 023135CZ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9997936.30   | 0.46%             | 2028-03-13      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                 | FEDEX CORP COMPANY GUAR 04/26 3.25                     | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    709000 | PA      | $709000.00    | 0.03%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP (AKA: ELEMENT FINANCIAL CORP)       | ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 06/26 6.271 | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4308000 | PA      | $4319450.32   | 0.20%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75        | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1979415.10   | 0.09%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 F          | CUSIP: 38376RB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    301859 | PA      | $302749.12    | 0.01%             | 2066-10-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1                       | MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A3         | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515215 | PA      | $515654.95    | 0.02%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4603000 | PA      | $4598178.45   | 0.21%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2026-A                                   | TOYOTA LEASE OWNER TRUST TLOT 2026 A A2B 144A          | CUSIP: 89240MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4793928.48   | 0.22%             | 2028-02-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 06/26 5.25                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1411000 | PA      | $1411852.67   | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FC         | CUSIP: 38375BQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44927 | PA      | $44981.84     | 0.00%             | 2062-04-20      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5068                                           | FREDDIE MAC FHR 5068 AB                                | CUSIP: 3137F8NS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3487461 | PA      | $2681102.62   | 0.12%             | 2050-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FG         | CUSIP: 38385K4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6656511 | PA      | $6662829.18   | 0.30%             | 2053-12-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-74                                                | FANNIE MAE FNR 2010 74 AF                              | CUSIP: 31398RV36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28703 | PA      | $28629.89     | 0.00%             | 2037-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 06/26 3.75                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1427815.23   | 0.07%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 11/26 VAR             | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  17358000 | PA      | $17388781.29  | 0.79%             | 2026-11-04      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK COVERED 144A 07/26 1.15         | CUSIP: 13607GRX4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3670709.69   | 0.17%             | 2026-07-08      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                                | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A        | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1344481 | PA      | $1351460.90   | 0.06%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2026-1 LLC 2026-1                      | ENTERPRISE FLEET FINANCING LLC EFF 2026 1 A1 144A      | CUSIP: 29376JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4614039 | PA      | $4613425.20   | 0.21%             | 2027-02-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.37644 07/06/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $132016.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401280.80    | 0.02%             | 2027-08-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5990597.40   | 0.27%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PMTS INC                                        | CUSIP: 37961DD64<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14989600.50  | 0.69%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA         | CUSIP: 38376RKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19211 | PA      | $19280.12     | 0.00%             | 2061-08-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15            | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2553416.84   | 0.12%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE REGS 01/28 VAR                        | CUSIP: 83368TBH0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1478688.71   | 0.07%             | 2028-01-19      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC                                   | CUSIP: 26882SDL7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  15100000 | PA      | $15065531.23  | 0.69%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP SR UNSECURED 05/26 2.6                      | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995033.68   | 0.09%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $16221.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999272.67    | 0.05%             | 2027-10-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4842                                           | FREDDIE MAC FHR 4842 FW                                | CUSIP: 3137FJG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3851484 | PA      | $3779857.71   | 0.17%             | 2037-10-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR-2019-H13             | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H13 FT         | CUSIP: 38380LXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25585 | PA      | $25599.28     | 0.00%             | 2069-08-20      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                  | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A        | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5717137 | PA      | $5167896.16   | 0.24%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR    | CUSIP: 44891CCZ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    720000 | PA      | $722479.38    | 0.03%             | 2027-03-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  16600000 | PA      | $16599334.17  | 0.76%             | 2027-01-07      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-54                                         | FANNIE MAE FNR 2024 54 FC                              | CUSIP: 3136BSSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5038634 | PA      | $5065628.33   | 0.23%             | 2054-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-84                                         | FANNIE MAE FNR 2014 84 BF                              | CUSIP: 3136AL2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6422652 | PA      | $6358203.26   | 0.29%             | 2044-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 26-A                                      | NISSAN AUTO LEASE TRUST NALT 2026 A A2A                | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5587779.68   | 0.26%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 09/27 VAR          | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   7487000 | PA      | $7493641.27   | 0.34%             | 2027-09-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 07/26 1.05               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   8324000 | PA      | $8244963.95   | 0.38%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                            | MACQUARIE BANK LTD SR UNSECURED REGS 12/26 VAR         | CUSIP: 55608RBS8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    955000 | PA      | $960269.03    | 0.04%             | 2026-12-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                                   | CUSIP: 28103BDT6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9470131.05   | 0.43%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 1.5    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3081448.98   | 0.14%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                | CUSIP: 40412DDH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2195601.54   | 0.10%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55            | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $698438.33    | 0.03%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                     | VW CR INC                                              | CUSIP: 91842KE69<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991712.00   | 0.09%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                   | KIA CORP SR UNSECURED REGS 04/26 3.25                  | CUSIP: Y47606AE1<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1350000 | PA      | $1349008.88   | 0.06%             | 2026-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A             | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3583866 | PA      | $3581994.99   | 0.16%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65            | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1013903.33   | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7385000 | PA      | $7332940.70   | 0.34%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 01/27 5.203                               | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $906151.02    | 0.04%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                   | NY STATE ELECTRIC + GAS SR UNSECURED 144A 12/26 3.25   | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   4306000 | PA      | $4275234.62   | 0.20%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                              | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125     | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2321260.79   | 0.11%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                        | VMWARE LLC SR UNSECURED 08/26 1.4                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3265653.14   | 0.15%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                            | SEMPRA SR UNSECURED 08/26 5.4                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602678.56   | 0.07%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/27 5.35  | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3474120.21   | 0.16%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                       | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |  19353523 | PA      | $189954829.35 | 8.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                                           | BLACK HILLS CORP SR UNSECURED 01/27 3.15               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1808762.94   | 0.08%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PMTS INC 04/26 ZCP                              | CUSIP: 37961DD15<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1899780.36   | 0.09%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                | CONAGRA BRANDS INC SR UNSECURED 10/26 5.3              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014253.06   | 0.14%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75            | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1355881.01   | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                  | TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A          | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3194119 | PA      | $2992886.47   | 0.14%             | 2061-11-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP SR UNSECURED 06/26 VAR         | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171177.99    | 0.01%             | 2026-06-08      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                           | FREDDIE MAC FHR 5508 FC                                | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7629268 | PA      | $7697509.23   | 0.35%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-2                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A    | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607143 | PA      | $610188.68    | 0.03%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                  | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR        | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3306297.69   | 0.15%             | 2027-09-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM           | CUSIP: 38376TX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    493500 | PA      | $494305.94    | 0.02%             | 2040-01-16      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 04/26 4.125             | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9852000 | PA      | $9851846.41   | 0.45%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS-3913                                           | FREDDIE MAC FHR 3913 FA                                | CUSIP: 3137AER98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6243 | PA      | $6205.34      | 0.00%             | 2041-08-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 02/28 VAR                             | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9164000 | PA      | $9241869.44   | 0.42%             | 2028-02-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                        | BUNGE LTD FINANCE CORP COMPANY GUAR 04/26 2            | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6990049.36   | 0.32%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                              | VNO MORTGAGE TRUST VNDO 2016 350P B 144A               | CUSIP: 91831UAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1597463.36   | 0.07%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                        | LCM LTD PARTNERSHIP LCM 30A AR 144A                    | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    434532 | PA      | $435016.40    | 0.02%             | 2031-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                   | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3         | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1486224 | PA      | $1500067.48   | 0.07%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 09/27 VAR                    | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4015951.80   | 0.18%             | 2027-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO COMPANY GUAR 01/27 4.35         | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18423000 | PA      | $18400577.18  | 0.84%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA 144A 07/26 VAR                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1370000 | PA      | $1373269.00   | 0.06%             | 2026-07-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                    | NISSAN AUTO LEASE TRUST NALT 2024 B A2B                | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3691807 | PA      | $3692542.70   | 0.17%             | 2027-06-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                         | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046   | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14471000 | PA      | $14310947.56  | 0.65%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH         | CUSIP: 38376RPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58165 | PA      | $58518.42     | 0.00%             | 2066-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                      | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11870077.20  | 0.54%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-57                                         | FANNIE MAE FNR 2013 57 FN                              | CUSIP: 3136AEHA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80350 | PA      | $79239.43     | 0.00%             | 2043-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A        | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8759767 | PA      | $8498693.06   | 0.39%             | 2062-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                        | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/26 1.45         | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2769959.60   | 0.13%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                            | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65         | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2253512.38   | 0.10%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FL         | CUSIP: 38380LPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41251 | PA      | $41229.54     | 0.00%             | 2068-12-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 144A 01/28 VAR                             | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3800000 | PA      | $3742280.39   | 0.17%             | 2028-01-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 04/26 ZCP                      | CUSIP: 40412DDG1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4092298.15   | 0.19%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHEAA STUDENT LOAN TRUST 2016-2A                                  | PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A     | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1413588 | PA      | $1413694.99   | 0.06%             | 2065-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A        | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390231 | PA      | $397454.29    | 0.02%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR       | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   6165000 | PA      | $6170316.33   | 0.28%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR REGS 03/27 VAR         | CUSIP: U09513KH1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7017916.78   | 0.32%             | 2027-03-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                           | FREDDIE MAC FHR 5508 AF                                | CUSIP: 3137HJFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6749334 | PA      | $6810064.60   | 0.31%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR REGS 04/26 VAR         | CUSIP: U09513JY6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   9245000 | PA      | $9245100.96   | 0.42%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUST                                   | COLT FUNDING LLC COLT 2021 4 A1 144A                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9640026 | PA      | $8236662.03   | 0.38%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A           | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2331 | PA      | $2331.71      | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A2B 144A   | CUSIP: 44935WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6629527 | PA      | $6632716.03   | 0.30%             | 2027-06-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25  | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2600000 | PA      | $2571398.54   | 0.12%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                         | ROGERS COMMUNICATIONS                                  | CUSIP: 77511MDG3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $5989138.80   | 0.27%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                               | GEORGIA PACIFIC LLC SR UNSECURED 144A 05/26 0.95       | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313816.38    | 0.01%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 3.05    | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  14044000 | PA      | $14029565.02  | 0.64%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT JUN26 XCBT 20260618                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -127 | NC      | $340259.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB         | CUSIP: 38376R6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2216689 | PA      | $2249623.88   | 0.10%             | 2067-09-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6     | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    970000 | PA      | $970229.11    | 0.04%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBOIA7 PIMCO SWAPTION 3.0 CALL USD 20260728         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 352400000 | NC      | $223597.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                          | UBS AG STAMFORD CT SR UNSECURED 05/27 VAR              | CUSIP: 90261AAE2<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3500000 | PA      | $3498657.96   | 0.16%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4904                                           | FREDDIE MAC FHR 4904 FA                                | CUSIP: 3137FN6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1746893 | PA      | $1712419.22   | 0.08%             | 2049-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85   | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802930.91    | 0.04%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3339                                                  | FREDDIE MAC FHR 3339 FL                                | CUSIP: 31397JYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282604 | PA      | $281834.48    | 0.01%             | 2037-07-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-93                                         | FANNIE MAE FNR 2012 93 CF                              | CUSIP: 3136A8JQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232095 | PA      | $229079.93    | 0.01%             | 2042-06-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                        | ZIMMER BIOMET HOLDINGS SR UNSECURED 02/27 4.7          | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200635.58    | 0.01%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   8609000 | PA      | $8556367.16   | 0.39%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR           | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14153249.36  | 0.65%             | 2028-01-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-A                                     | SLM STUDENT LOAN TRUST SLMA 2005 A A4                  | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746405 | PA      | $740203.16    | 0.03%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8404702 | PA      | $7625015.35   | 0.35%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                              | VNO MORTGAGE TRUST VNDO 2016 350P E 144A               | CUSIP: 91831UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4979000 | PA      | $4971106.29   | 0.23%             | 2035-01-10      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                      | HYUNDAI CAPITAL SERVICES SR UNSECURED REGS 02/27 5.125 | CUSIP: Y3815NBG5<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $5026421.15   | 0.23%             | 2027-02-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 117 FA         | CUSIP: 38380ANR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    253545 | PA      | $254045.43    | 0.01%             | 2043-07-20      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 08/26 VAR         | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3103208.59   | 0.14%             | 2026-08-13      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                       | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR     | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12014164.44  | 0.55%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                  | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR         | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $7506638.78   | 0.34%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A LLC                                                 | DLLAD LLC DLLAD 2023 1A A3 144A                        | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092433 | PA      | $1096013.69   | 0.05%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CITIGROUP REPO REPO                     5807           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   2500000 | PA      | $2500000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                       | EQUINIX INC SR UNSECURED 05/26 1.45                    | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2941170.00   | 0.13%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                       | EQUINIX INC SR UNSECURED 11/26 2.9                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    213000 | PA      | $211107.65    | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AUTOZONE INC SR UNSECURED 07/26 5.05                   | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184317.15    | 0.01%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS-3977                                           | FREDDIE MAC FHR 3977 FB                                | CUSIP: 3137AJZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178018 | PA      | $177027.83    | 0.01%             | 2041-12-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  11792000 | PA      | $11739178.80  | 0.54%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 GF         | CUSIP: 38375UF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6205232 | PA      | $6292902.67   | 0.29%             | 2067-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG          | CUSIP: 38376XJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    959727 | PA      | $964233.01    | 0.04%             | 2040-03-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-44                                                | FANNIE MAE FNR 2007 44 FK                              | CUSIP: 31396VWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    231168 | PA      | $228450.58    | 0.01%             | 2037-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A         | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858111 | PA      | $780126.05    | 0.04%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                            | CENTERPOINT ENERGY INC SR UNSECURED 06/26 1.45         | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3396000 | PA      | $3379550.15   | 0.15%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                        | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2637201.72   | 0.12%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                     | JONES LANG LASALLE FIN BV                              | CUSIP: 48002BDP4<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |   8400000 | PA      | $8378511.96   | 0.38%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF          | CUSIP: 38376YGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    914575 | PA      | $917980.61    | 0.04%             | 2040-04-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | FISERV INC SR UNSECURED 03/27 5.15                     | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010159.88   | 0.09%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3838                                           | FREDDIE MAC FHR 3838 FG                                | CUSIP: 3137A9YG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4730 | PA      | $4728.26      | 0.00%             | 2040-03-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PMTS INC                                        | CUSIP: 37961DD23<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1799584.02   | 0.08%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                      | WP CAREY INC SR UNSECURED 10/26 4.25                   | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299908.11    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 07/26 VAR                  | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5657000 | PA      | $5673930.84   | 0.26%             | 2026-07-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2006-56                                                | FANNIE MAE FNR 2006 56 PF                              | CUSIP: 31395NWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31098 | PA      | $30913.01     | 0.00%             | 2036-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-9                                   | JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A         | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1141489 | PA      | $1144385.58   | 0.05%             | 2055-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR            | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  31851000 | PA      | $31866822.94  | 1.46%             | 2026-08-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                 | MARS INC SR UNSECURED REGS 07/26 0.875                 | CUSIP: U57346AJ4<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    123000 | PA      | $121889.61    | 0.01%             | 2026-07-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H10                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H10 FM         | CUSIP: 38380LVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126077 | PA      | $125925.02    | 0.01%             | 2069-05-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $37894.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016197.74   | 0.09%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                        | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 B A3           | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3640601 | PA      | $3673302.97   | 0.17%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                            | CUSIP: 71855BDL3<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3192833.28   | 0.15%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC         | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4436940 | PA      | $4442657.75   | 0.20%             | 2074-02-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                     | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3             | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  11627000 | PA      | $11583544.09  | 0.53%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H09                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H09 AF         | CUSIP: 38375BLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18233 | PA      | $18236.32     | 0.00%             | 2061-03-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 08/26 VAR        | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168208.65    | 0.01%             | 2026-08-07      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/27 6.45       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $407623.39    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF         | CUSIP: 38375UG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297664 | PA      | $298873.14    | 0.01%             | 2067-08-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                    | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145992 | PA      | $146140.75    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                            | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR     | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3415281.95   | 0.16%             | 2027-09-02      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                              | GNMA II POOL 785555 G2 06/71 FLOATING VAR              | CUSIP: 3622ABBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2152987 | PA      | $2202419.05   | 0.10%             | 2071-06-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR         | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13970000 | PA      | $13746756.89  | 0.63%             | 2028-02-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSECURED 10/26 VAR          | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2584238.30   | 0.12%             | 2026-10-30      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H12                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H12 FA         | CUSIP: 38375BLS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11975 | PA      | $11976.22     | 0.00%             | 2061-02-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                               | ENTERGY CORP SR UNSECURED 09/26 2.95                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5661000 | PA      | $5628777.42   | 0.26%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3505                                           | FREDDIE MAC FHR 3505 FA                                | CUSIP: 31397YPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18786 | PA      | $19030.91     | 0.00%             | 2039-01-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                      | SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A             | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276547 | PA      | $276621.13    | 0.01%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6469712 | PA      | $6529399.36   | 0.30%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR        | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6144000 | PA      | $6153294.27   | 0.28%             | 2026-09-29      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125      | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220495.72    | 0.01%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                            | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3120000 | PA      | $3116051.20   | 0.14%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H33 FA         | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27947 | PA      | $27992.24     | 0.00%             | 2065-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2011-H08                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H08 FG         | CUSIP: 38375BLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24565 | PA      | $24562.34     | 0.00%             | 2061-03-20      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                        | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625     | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   5500000 | PA      | $5495435.00   | 0.25%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)JUN26 XCBT 20260618                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -86 | NC      | $192092.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2011-99                                         | FANNIE MAE FNR 2011 99 GF                              | CUSIP: 3136A1KL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50469 | PA      | $50268.99     | 0.00%             | 2041-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                   | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25     | CUSIP: BD9FJKII6<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |   3010000 | PA      | $3001789.74   | 0.14%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5297295.68   | 0.24%             | 2027-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125           | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $5837451.56   | 0.27%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC COMPANY GUAR 11/26 5.55                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2917266.08   | 0.13%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                   | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2B 144A          | CUSIP: 89239NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7538012 | PA      | $7541274.19   | 0.34%             | 2027-07-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H14 FA         | CUSIP: 38376RVV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    188639 | PA      | $189305.18    | 0.01%             | 2066-06-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) JUN26 XCBT 20260630                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      2493 | NC      | $-3304387.60  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2026-1 LLC 2026-1                      | ENTERPRISE FLEET FINANCING LLC EFF 2026 1 A2 144A      | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4989415.00   | 0.23%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                         | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1185449.93   | 0.05%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329           | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4800000 | PA      | $4720658.45   | 0.22%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2399                                                  | FREDDIE MAC FHR 2399 XF                                | CUSIP: 31339MXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68028 | PA      | $68604.43     | 0.00%             | 2032-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD AUTO TRUST 2023-1                                     | FIFTH THIRD AUTO TRUST FITAT 2023 1 A3                 | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1406525 | PA      | $1416128.68   | 0.06%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FH         | CUSIP: 38375UYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1089929 | PA      | $1101046.74   | 0.05%             | 2067-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST               | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7           | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1624785 | PA      | $1619398.77   | 0.07%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 04/26 VAR            | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3311000 | PA      | $3311803.41   | 0.15%             | 2026-04-27      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                           | CUSIP: 22823QDG3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8983184.40   | 0.41%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9090000 | PA      | $8991323.14   | 0.41%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTGAGE ASSOC SERIES 2007-26                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2007 26 FJ          | CUSIP: 38375KCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268602 | PA      | $267261.19    | 0.01%             | 2037-04-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169581.97    | 0.01%             | 2027-03-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3        | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2404379.66   | 0.11%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H02                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H02 FB         | CUSIP: 38375UCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25023 | PA      | $25098.06     | 0.00%             | 2063-12-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                        | AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177886.31    | 0.01%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-135                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 135 FE         | CUSIP: 38381QDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19369329 | PA      | $19546194.01  | 0.89%             | 2055-08-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  12997000 | PA      | $12983525.10  | 0.59%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 01/27 3.75       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    690000 | PA      | $687259.75    | 0.03%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT CORPORATION USA                                     | KUBOTA CREDIT USA COMPANY GUAR REGS 05/26 4.958        | CUSIP: ACI2G94D2<br>LEI: 549300AU3IAKTN5NZ764 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4567845.16   | 0.21%             | 2026-05-31      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A3 144A    | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1990394 | PA      | $1991430.90   | 0.09%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON/THE                                       | BANK OF NEW YORK MELLON SR UNSECURED 04/27 VAR         | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    712000 | PA      | $712187.55    | 0.03%             | 2027-04-20      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11701986.84  | 0.53%             | 2027-07-22      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                    | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548415 | PA      | $1550126.40   | 0.07%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 11/27 VAR                    | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  13775000 | PA      | $13568377.89  | 0.62%             | 2027-11-24      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA REGS 07/26 VAR                      | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2035000 | PA      | $2039855.77   | 0.09%             | 2026-07-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5472                                           | FREDDIE MAC FHR 5472 FA                                | CUSIP: 3137HHEK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14427642 | PA      | $14476505.20  | 0.66%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO SR UNSECURED 05/26 VAR             | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   6834000 | PA      | $6833024.58   | 0.31%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSECURED 01/28 VAR                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3483618.32   | 0.16%             | 2028-01-10      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR           | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11643000 | PA      | $11650264.07  | 0.53%             | 2026-07-16      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SECURED 144A 02/27 VAR              | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999742.24   | 0.09%             | 2027-02-04      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-204                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 204 FH         | CUSIP: 38385KEJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8452722 | PA      | $8476442.03   | 0.39%             | 2055-12-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653           | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4479000 | PA      | $4446717.52   | 0.20%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                             | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    261598 | PA      | $261598.43    | 0.01%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR     | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $12316492.21  | 0.56%             | 2027-06-11      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2018-BX                                | NAVIENT STUDENT LOAN TRUST NAVSL 2018 BX A2B REGS      | CUSIP: U6379HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28088 | PA      | $28088.67     | 0.00%             | 2059-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 01/27 2.2                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5837000 | PA      | $5730044.97   | 0.26%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA    | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2727940 | PA      | $2732672.91   | 0.12%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                                           | NATIONAL BK KUWAIT NY BRH INST                         | CUSIP: 63376F4N7<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |  21800000 | PA      | $21801536.90  | 1.00%             | 2026-05-26      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75             | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  15480000 | PA      | $15368208.70  | 0.70%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 05/27 VAR                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18302000 | PA      | $18251465.25  | 0.83%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                    | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607039 | PA      | $610148.70    | 0.03%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR         | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80204.76     | 0.00%             | 2027-03-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3826                                           | FREDDIE MAC FHR 3826 AF                                | CUSIP: 3137A7Q94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41484 | PA      | $41162.13     | 0.00%             | 2041-03-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5510                                           | FREDDIE MAC FHR 5510 FA                                | CUSIP: 3137HJMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4004667 | PA      | $4033202.25   | 0.18%             | 2055-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                      | ILLUMINA INC SR UNSECURED 09/26 4.65                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4000956.36   | 0.18%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORPORATION                                                  | ORIX CORP SR UNSECURED REGS 01/27 3.95                 | CUSIP: ACI0RXQL9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $299101.16    | 0.01%             | 2027-01-19      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4                          | ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A         | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9232432 | PA      | $7978746.41   | 0.36%             | 2061-10-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR          | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3217170.53   | 0.15%             | 2027-06-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H04                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H04 FN         | CUSIP: 38380VPN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1864567 | PA      | $1871454.11   | 0.09%             | 2068-02-20      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13400000 | PA      | $13378542.04  | 0.61%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-CA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232927 | PA      | $230755.83    | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A2B 144A  | CUSIP: 81885FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4400181.28   | 0.20%             | 2029-08-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4067118.04   | 0.19%             | 2028-03-24      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2021-H16                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD         | CUSIP: 38382YGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2201403 | PA      | $2216643.80   | 0.10%             | 2071-09-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2A                                 | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492012 | PA      | $1493931.11   | 0.07%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSECURED 06/27 VAR                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10340364.74  | 0.47%             | 2027-06-09      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC COMPANY GUAR 144A 12/26 3.3       | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1607227.58   | 0.07%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                         | VALERO ENERGY CORP SR UNSECURED 09/26 3.4              | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493862.36   | 0.07%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A             | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1791536 | PA      | $1790729.83   | 0.08%             | 2027-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY         | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 10/26 1.9   | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    900000 | PA      | $887506.84    | 0.04%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                          | SVENSKA HANDELSBANKEN AB 144A 06/26 VAR                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   8450000 | PA      | $8468172.99   | 0.39%             | 2026-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                           | FREDDIE MAC FHR 5500 QF                                | CUSIP: 3137HJBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2634245 | PA      | $2654730.57   | 0.12%             | 2054-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 02/27 2.7                       | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    329000 | PA      | $324469.04    | 0.01%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                | CUSIP: 40412DEJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4075924.80   | 0.19%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 08/26 1.875                | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6859000 | PA      | $6789916.15   | 0.31%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                        | BUNGE LTD FINANCE CORP COMPANY GUAR 08/26 3.25         | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136377.73    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5721080.50   | 0.26%             | 2027-09-22      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | FISERV INC SR UNSECURED 07/26 3.2                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453661.32    | 0.02%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                        | MARRIOTT INTERNATIONAL SR UNSECURED 09/26 5.45         | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104431.72   | 0.05%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                        | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                 | CUSIP: 48130PEL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21884704.60  | 1.00%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL         | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76328 | PA      | $77298.22     | 0.00%             | 2073-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR        | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $796768.09    | 0.04%             | 2026-07-13      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                      | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6522033 | PA      | $6542402.28   | 0.30%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H07 FT         | CUSIP: 38380Q2Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    976712 | PA      | $973473.43    | 0.04%             | 2071-02-20      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1                      | GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A9 144A   | CUSIP: 36262RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682434 | PA      | $638221.34    | 0.03%             | 2052-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1                       | MERCEDES BENZ AUTO RECEIVABLES MBART 2024 1 A3         | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370224 | PA      | $3386241.01   | 0.15%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H28                               | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H28 FE         | CUSIP: 38375BJE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34362 | PA      | $34316.53     | 0.00%             | 2060-12-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2A                                     | HPEFS EQUIPMENT TRUST HPEFS 2025 2A A1 144A            | CUSIP: 442927AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6147845 | PA      | $6150245.91   | 0.28%             | 2026-10-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H19                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H19 DF         | CUSIP: 38384LXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  78562615 | PA      | $79377309.27  | 3.63%             | 2075-09-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSECURED 09/27 VAR                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1715000 | PA      | $1716507.85   | 0.08%             | 2027-09-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                               | WELLS FARGO BANK NA SR UNSECURED 08/26 VAR             | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405782.71    | 0.02%             | 2026-08-07      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3344                                           | FREDDIE MAC FHR 3344 FL                                | CUSIP: 31397JX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135504 | PA      | $134190.18    | 0.01%             | 2037-07-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 548000000 | NC      | $580551.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FA         | CUSIP: 38376RFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130040 | PA      | $130008.26    | 0.01%             | 2065-08-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H21                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H21 FD         | CUSIP: 38375UQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3110851 | PA      | $3152616.20   | 0.14%             | 2067-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR REGS 07/26 VAR       | CUSIP: U5876JAV7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002587.02   | 0.14%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2        | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4204733 | PA      | $4201993.90   | 0.19%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2025-1A                             | TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A      | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9900000 | PA      | $9943908.48   | 0.45%             | 2030-09-26      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3367                                           | FREDDIE MAC FHR 3367 YF                                | CUSIP: 31397KGG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    277705 | PA      | $276863.74    | 0.01%             | 2037-09-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 05/26 5.75  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6313000 | PA      | $6317822.06   | 0.29%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR             | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008514.74   | 0.09%             | 2028-01-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 05/26 VAR          | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131991.01    | 0.01%             | 2026-05-11      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR           | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1667797.69   | 0.08%             | 2026-08-10      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC                                   | CUSIP: 26882SDD5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299560.59    | 0.01%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-27                                         | FANNIE MAE FNR 2012 27 FC                              | CUSIP: 3136A4CH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23749 | PA      | $23594.43     | 0.00%             | 2042-03-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR REGS 08/26 VAR         | CUSIP: U09513KA6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1404452.15   | 0.06%             | 2026-08-13      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375           | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1142490.93   | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                             | CAMPBELLS COMPANY/THE SR UNSECURED 03/27 5.2           | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   5722000 | PA      | $5754413.76   | 0.26%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)   | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2534000 | PA      | $2526765.46   | 0.12%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                           | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5187241.28   | 0.24%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-69                                         | FANNIE MAE FNR 2014 69 AF                              | CUSIP: 3136ALXW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1164598 | PA      | $1173193.03   | 0.05%             | 2044-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3382                                           | FREDDIE MAC FHR 3382 FG                                | CUSIP: 31397PHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34122 | PA      | $34087.39     | 0.00%             | 2037-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H20 FA         | CUSIP: 38375UQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273560 | PA      | $273328.48    | 0.01%             | 2064-10-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC (AKA: HSBC AMERICAS INC)                             | HSBC USA INC SR UNSECURED 03/27 VAR                    | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200788.36    | 0.01%             | 2027-03-04      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR            | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1110000 | PA      | $1111084.28   | 0.05%             | 2027-07-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                            | CUSIP: 71855BD82<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |  18300000 | PA      | $18283648.95  | 0.84%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR-2020-H01             | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H01 FM         | CUSIP: 38380LX65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3856537 | PA      | $3859301.81   | 0.18%             | 2070-01-20      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4419                                           | FREDDIE MAC FHR 4419 AF                                | CUSIP: 3137BFMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    724845 | PA      | $707043.75    | 0.03%             | 2040-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A3         | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160953 | PA      | $1162999.95   | 0.05%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2549004 | PA      | $2423365.66   | 0.11%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                          | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                 | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5638 | PA      | $5643.79      | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                              | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    969000 | PA      | $969313.48    | 0.04%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                 | DLLAA LLC DLLAA 2025 1A A2 144A                        | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6619213 | PA      | $6635620.24   | 0.30%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 02/27 4.5                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1796197.16   | 0.08%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 03/27 4.4              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $759804.70    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                    | CARMAX AUTO OWNER TRUST CARMX 2024 1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6734623 | PA      | $6773359.15   | 0.31%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.65   | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    735000 | PA      | $737031.66    | 0.03%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-3 LTD 2025-3A                     | PALMER SQUARE LOAN FUNDING LTD PSTAT 2025 3A A1 144A   | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900378.30    | 0.04%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 04/27 VAR                    | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1500000.00   | 0.07%             | 2027-04-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/27 VAR        | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  14200000 | PA      | $14199153.25  | 0.65%             | 2027-06-09      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | DEUTSCHE BANK REPO REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   6100000 | PA      | $6100000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H06                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H06 FL         | CUSIP: 38376RX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1222247 | PA      | $1236079.94   | 0.06%             | 2067-02-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3448390 | PA      | $3471778.40   | 0.16%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                                           | NATIONAL BK KUWAIT NY BRH INST                         | CUSIP: 63376F4D9<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |  10600000 | PA      | $10589483.74  | 0.48%             | 2026-11-12      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                                     | TEMASEK FINANCIAL I LTD COMPANY GUAR 144A 08/27 VAR    | CUSIP: 87976EAD8<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  10000000 | PA      | $10017336.30  | 0.46%             | 2027-08-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-53                                         | FANNIE MAE FNR 2019 53 FA                              | CUSIP: 3136B5K95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2963149 | PA      | $2893461.37   | 0.13%             | 2049-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H17 FC         | CUSIP: 38375UNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153185 | PA      | $153215.49    | 0.01%             | 2064-07-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H13                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H13 FA         | CUSIP: 38380QGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61133 | PA      | $60760.27     | 0.00%             | 2070-07-20      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FC         | CUSIP: 38375U3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29298 | PA      | $29258.75     | 0.00%             | 2068-01-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $162694.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                             | GENUINE PTS CO DISC COML PAPER                         | CUSIP: 37255GDU9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6777283.24   | 0.31%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/27 4.2   | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2588526.38   | 0.12%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML 04/26 ZCP                     | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11797294.26  | 0.54%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A2B 144A   | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3826060 | PA      | $3832124.58   | 0.18%             | 2027-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FP         | CUSIP: 38380LPD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    821774 | PA      | $830719.55    | 0.04%             | 2068-12-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-64                                         | FANNIE MAE FNR 2015 64 FK                              | CUSIP: 3136AP3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1189469 | PA      | $1162552.67   | 0.05%             | 2055-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM 2019-521F MORTGAGE TRUST                                     | COMM MORTGAGE TRUST COMM 2019 521F A 144A              | CUSIP: 20048GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2601450.00   | 0.12%             | 2034-06-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A1        | CUSIP: 14689FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3900218.79   | 0.18%             | 2027-03-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL AL5548 FN 05/38 FLOATING VAR                 | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500782 | PA      | $1560616.95   | 0.07%             | 2038-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA         | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179524 | PA      | $180332.59    | 0.01%             | 2074-02-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | TORONTO DOMINION BANK SR UNSECURED 07/26 5.532         | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $803448.85    | 0.04%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-21M                             | BX TRUST BX 2021 21M A 144A                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5652835 | PA      | $5650028.19   | 0.26%             | 2036-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR          | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13400000 | PA      | $13442685.43  | 0.61%             | 2026-10-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5442                                           | FREDDIE MAC FHR 5442 FB                                | CUSIP: 3137HF4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6848583 | PA      | $6895412.97   | 0.32%             | 2054-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR        | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192011.75    | 0.01%             | 2026-05-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                | CNO GLOBAL FUNDING SECURED 144A 10/26 1.75             | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1283718.71   | 0.06%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  DEC27 XCME 20280314                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       893 | NC      | $-468200.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR         | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002002.75   | 0.23%             | 2027-09-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA) INC                                           | AMCOR FINANCE USA INC COMPANY GUAR 04/26 3.625         | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $21188541.61  | 0.97%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2020-54                                                | FANNIE MAE FNR 2020 54 WF                              | CUSIP: 3136BBGN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1414563 | PA      | $1400132.65   | 0.06%             | 2050-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H09                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H09 NF         | CUSIP: 38380QBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43919 | PA      | $44530.02     | 0.00%             | 2070-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 10/26 VAR          | CUSIP: 02665WGN5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2800227.00   | 0.13%             | 2026-10-06      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                        | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A       | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  13000000 | PA      | $13043422.60  | 0.60%             | 2029-10-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4263                                           | FREDDIE MAC FHR 4263 FB                                | CUSIP: 3137B5QC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151127 | PA      | $149874.32    | 0.01%             | 2043-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $43533.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11459000 | PA      | $11514312.82  | 0.53%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPRA4 PIMCO SWAPTION 3.0 CALL USD 20260803         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 319100000 | NC      | $214977.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NATWEST GROUP PLC SR UNSECURED 06/27 VAR               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8100000 | PA      | $8051096.49   | 0.37%             | 2027-06-14      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 02/27 3      | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2064337.30   | 0.09%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.25000 06/18/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1787059.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF          | CUSIP: 38376WXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398311 | PA      | $399417.52    | 0.02%             | 2040-02-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AUTOZONE INC SR UNSECURED 04/26 3.125                  | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1481156.33   | 0.07%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F          | CUSIP: 38375UXM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348958 | PA      | $350266.44    | 0.02%             | 2066-05-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                   | BACARDI LTD COMPANY GUAR 144A 07/26 2.75               | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1493108.48   | 0.07%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION ENERGY INC SR UNSECURED 04/26 1.45            | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7432000 | PA      | $7423007.87   | 0.34%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-1                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 1 AF           | CUSIP: 38385CEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395469 | PA      | $397420.76    | 0.02%             | 2055-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 07/27 VAR                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3725000 | PA      | $3750353.39   | 0.17%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                        | TOYOTA AUTO RECEIVABLES OWNER TAOT 2025 B A2B          | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6073263 | PA      | $6078142.57   | 0.28%             | 2028-03-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                   | AOZORA BANK SR UNSECURED REGS 09/26 5.9                | CUSIP: ACI2JJCB2<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |   3290000 | PA      | $3310863.37   | 0.15%             | 2026-09-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                               | FORD CREDIT AUTO OWNER TRUST FORDO 2025 B A2B          | CUSIP: 34532BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14995510.50  | 0.69%             | 2028-06-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $6180729.56   | 0.28%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SECURED 144A 01/28 VAR              | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000826.20  | 0.46%             | 2028-01-27      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR    | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5593000 | PA      | $5607661.43   | 0.26%             | 2027-06-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                | CUSIP: 40412DDP1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495900.05   | 0.07%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3957                                           | FREDDIE MAC FHR 3957 FA                                | CUSIP: 3137AHC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34052 | PA      | $33919.80     | 0.00%             | 2041-11-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H09                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H09 FA         | CUSIP: 38380LFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    852521 | PA      | $869390.46    | 0.04%             | 2068-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.625     | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $297761.05    | 0.01%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 5.7   | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  17200000 | PA      | $17293045.81  | 0.79%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                      | SABINE PASS LIQUEFACTION SR SECURED 03/27 5            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1862713.91   | 0.09%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 04/27 VAR                    | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  12400000 | PA      | $12400000.00  | 0.57%             | 2027-04-01      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                  | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    683585 | PA      | $684047.45    | 0.03%             | 2036-10-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                         | DANONE SA SR UNSECURED 144A 11/26 2.947                | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1986916.00   | 0.09%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-2                                    | CARMAX AUTO OWNER TRUST CARMX 2024 2 A3                | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1267904 | PA      | $1280658.48   | 0.06%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-9                                          | FANNIE MAE FNR 2012 9 FC                               | CUSIP: 3136A3D24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197368 | PA      | $195681.80    | 0.01%             | 2042-02-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION          | NATIONAL RURAL UTIL COOP SR UNSECURED 11/26 VAR        | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8009531.44   | 0.37%             | 2026-11-22      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 10/26 VAR          | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    358000 | PA      | $358269.36    | 0.02%             | 2026-10-05      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-43                                                | FANNIE MAE FNR 2006 43 JF                              | CUSIP: 31395DE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153458 | PA      | $151887.43    | 0.01%             | 2036-06-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                    | CARMAX AUTO OWNER TRUST CARMX 2025 4 A2B               | CUSIP: 14320HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9300000 | PA      | $9300173.91   | 0.43%             | 2029-03-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-2                                    | BMW VEHICLE LEASE TRUST BMWLT 2024 2 A2B               | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278889 | PA      | $278907.79    | 0.01%             | 2027-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 12/26 VAR          | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5991240.48   | 0.27%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2026-1                                    | CARMAX AUTO OWNER TRUST CARMX 2026 1 A2B               | CUSIP: 14320XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5002513.00   | 0.23%             | 2029-04-16      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| US BANK NA/CINCINNATI BRANCH                                      | US BANK NA CINCINNATI SR UNSECURED 10/27 VAR           | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   5926000 | PA      | $5931474.32   | 0.27%             | 2027-10-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                             | GEORGIA POWER CO SR UNSECURED 09/26 VAR                | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    923000 | PA      | $921571.43    | 0.04%             | 2026-09-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 144A 06/26 VAR                             | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $250435.28    | 0.01%             | 2026-06-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5          | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    517000 | PA      | $514013.31    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 VAR         | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400004.37    | 0.02%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                         | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3              | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   9166000 | PA      | $9144242.67   | 0.42%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                               | MFRA TRUST MFRA 2020 NQM2 A1 144A                      | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878945 | PA      | $864312.25    | 0.04%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4521                                           | FREDDIE MAC FHR 4521 AF                                | CUSIP: 3137BLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    315224 | PA      | $311188.61    | 0.01%             | 2041-05-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 07/27 VAR             | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1922378.40   | 0.09%             | 2027-07-28      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-41                                         | FANNIE MAE FNR 2019 41 FC                              | CUSIP: 3136B5SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211476 | PA      | $207249.99    | 0.01%             | 2049-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 06/26 3.7                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    782000 | PA      | $780803.82    | 0.04%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                         | COREBRIDGE GLOB FUNDING SECURED 144A 06/26 5.35        | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    530000 | PA      | $531480.26    | 0.02%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05    | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7197000 | PA      | $7222534.96   | 0.33%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4             | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1099876.95   | 0.05%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-1                                                      | CARMAX AUTO OWNER TRUST CARMX 2025 1 A2B               | CUSIP: 14319WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4454568 | PA      | $4454371.87   | 0.20%             | 2028-03-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                          | SOUTHERN CO GAS CAPITAL COMPANY GUAR 06/26 3.25        | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1696771.55   | 0.08%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION          | NATIONAL RURAL UTIL COOP SR UNSECURED 08/27 VAR        | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1899140.74   | 0.09%             | 2027-08-09      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR   | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $270701.48    | 0.01%             | 2026-09-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8058627.63   | 0.37%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-29                                                | FANNIE MAE FNR 2020 29 FC                              | CUSIP: 3136B9TM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3869284 | PA      | $3858306.27   | 0.18%             | 2050-05-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING                                               | PPL CAPITAL FUNDING INC COMPANY GUAR 05/26 3.1         | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1280948.01   | 0.06%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  20700000 | NC      | $13945.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer