# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004447
**Filing Date:** 2025-11
**Character Count:** 152823
**Document Hash:** 8e5d6e37e5dbf2b62b5bfb53acb9e1f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004447.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004447

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**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:** 251528265

**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-Term Floating NAV Portfolio III (Series ID: S000037048)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000113894 | PIMCO Short-Term Floating NAV Portfolio III |  |

## 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-Term Floating NAV Portfolio III

- **b. EDGAR series identifier (if any):** S000037048

- **c. LEI of Series:** LWVQWTQCFH3YG7CVH718

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $33505175469.22

**Total Liabilities:** $268430346.48

**Net Assets:** $33236745122.74

**Cash Not Reported:** $60045634.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 198841.365800 | **1-Year:** 30299.106600 | **5-Year:** 65.529100 | **10-Year:** 0.000000 | **30-Year:** 0.000000

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

- **3-Month:** 0.000000 | **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 C000113894 | 0.35%                | 0.42%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4585210.19              | $-68399866.25                              |
| Month 2  | $-13663902.43            | $45157190.49                               |
| Month 3  | $6534062.32              | $-8723126.76                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 05/26 3.1                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19376000 | PA      | $19249667.51   | 0.06%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                        | CANADIAN NATL RAILWAY SR UNSECURED 03/26 2.75          | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3518000 | PA      | $3497917.36    | 0.01%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED REGS 04/26 4.05    | CUSIP: ACI0LWJJ0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2850000 | PA      | $2846525.14    | 0.01%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   75000000 | PA      | $75000000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  109000000 | PA      | $108999999.99  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                     | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    4341000 | PA      | $4353438.48    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA      | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   49800000 | PA      | $49868441.63   | 0.15%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2400000 | PA      | $2385370.01    | 0.01%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 01/26 VAR            | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   21778000 | PA      | $21802878.10   | 0.07%             | 2026-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR   | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2003730.74    | 0.01%             | 2026-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD AUD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-5890.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                    | STARBUCKS CORP SR UNSECURED 02/26 4.75                 | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2432000 | PA      | $2437731.03    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                              | WESTPAC BANKING CORP SR UNSECURED 144A 01/26 VAR       | CUSIP: 9612E0DK0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    1035000 | PA      | $1036003.08    | 0.00%             | 2026-01-29      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED 144A 06/26 VAR     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    6200000 | PA      | $6211362.74    | 0.02%             | 2026-06-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                      | AMERICAN ELECTRIC POWER SR UNSECURED 11/25 1           | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2177000 | PA      | $2170341.49    | 0.01%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 01/26 5.103         | CUSIP: 89115A2K7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     876000 | PA      | $878016.16     | 0.00%             | 2026-01-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1550000000 | PA      | $1550000000.00 | 4.66%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                         | ALTRIA GROUP INC COMPANY GUAR 02/26 4.4                | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   15692000 | PA      | $15681501.11   | 0.05%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $643.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | RVPO BANK OF NOVA SCOTIA                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |  590000000 | PA      | $423941941.51  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-423.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-13915.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR          | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   29261000 | PA      | $29261902.70   | 0.09%             | 2025-10-03      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 5.65  | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    4101000 | PA      | $4127715.64    | 0.01%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 06/27 VAR                        | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   15689000 | PA      | $15383717.16   | 0.05%             | 2027-06-16      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH                             | SUMITOMO MITSUI BKG CORP 04/26 VAR                     | CUSIP: 86565GTN0<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |   25200000 | PA      | $25200458.64   | 0.08%             | 2026-04-07      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAP HLDGS INC 10/25 ZCP                 | CUSIP: 65339MX68<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3297660.30    | 0.01%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                          | NATIONAL AUSTRALIA BANK SR UNSECURED REGS 12/25 VAR    | CUSIP: Q6535DBQ6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     455000 | PA      | $455464.35     | 0.00%             | 2025-12-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62       | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     777000 | PA      | $783754.29     | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/25 VAR    | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     195000 | PA      | $195180.36     | 0.00%             | 2025-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 02/26 4.4             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     717000 | PA      | $717073.38     | 0.00%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION ENERGY INC SR UNSECURED 10/25 3.9             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     632000 | PA      | $632000.00     | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSECURED 01/27 VAR                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   45478000 | PA      | $45011724.53   | 0.14%             | 2027-01-28      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  220600000 | PA      | $220600000.00  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 10/25 0.00000     | CUSIP: 313385NG7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    8000000 | PA      | $7980346.64    | 0.02%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 01/26 VAR          | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2312000 | PA      | $2316426.79    | 0.01%             | 2026-01-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A1 144A      | CUSIP: 29375TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7967267 | PA      | $7973250.11    | 0.02%             | 2026-05-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4233.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   18452000 | PA      | $18327051.54   | 0.06%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SUBORDINATED 06/26 4.1           | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     614000 | PA      | $613624.97     | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  150000000 | PA      | $149999999.99  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                          | SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR        | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   15243000 | PA      | $15288675.80   | 0.05%             | 2026-11-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 10/26 VAR                      | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $553270.33     | 0.00%             | 2026-10-05      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP               | CUSIP: 40412BXF5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $14372390.88   | 0.04%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  750000000 | PA      | $750000000.00  | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5214.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                        | DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02        | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19818000 | PA      | $19980548.62   | 0.06%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                          | AUST + NZ BANKING GROUP SR UNSECURED REGS 12/26 VAR    | CUSIP: 05252BDP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5011308.00    | 0.02%             | 2026-12-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $37125.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC BMW US CAPITAL LLC                  | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1176557.25    | 0.00%             | 2026-04-02      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5983.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SR UNSECURED 04/26 3             | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   30282000 | PA      | $30110120.88   | 0.09%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR           | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1201859.02    | 0.00%             | 2027-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED REGS 01/27 VAR               | CUSIP: H42097BT3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2670000 | PA      | $2643278.96    | 0.01%             | 2027-01-30      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  200000000 | PA      | $199999999.99  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5977.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1450000000 | PA      | $1450000000.00 | 4.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $5396.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                           | JOHN DEERE CAPITAL CORP SR UNSECURED 03/26 VAR         | CUSIP: 24422EWU9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9730000 | PA      | $9744893.03    | 0.03%             | 2026-03-03      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD                              | BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/27 3.875      | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2656000 | PA      | $2655089.92    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CMH1 MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $36210.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                            | BAT INTL FINANCE PLC COMPANY GUAR 03/26 1.668          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  128176000 | PA      | $126643826.39  | 0.38%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1200000000 | PA      | $1200000000.00 | 3.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                    | CITIGROUP GLOBAL MARKETS COMPANY GUAR 01/26 VAR        | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   45100000 | PA      | $45069753.69   | 0.14%             | 2026-01-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-155624.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FIN CORP 10/25 1                        | CUSIP: 02665WFF3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   21300000 | PA      | $21301786.01   | 0.06%             | 2025-10-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                               | PENFED AUTO RECEIVABLES OWNER PNFED 2025 A A1 144A     | CUSIP: 706916AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3200827.20    | 0.01%             | 2026-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  150000000 | PA      | $150000000.00  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $119.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 07/26 4.85                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $14551612.90   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | 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        |    3000000 | PA      | $3006469.11    | 0.01%             | 2026-09-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  650000000 | PA      | $649999999.98  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4887.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC BMW US CAPITAL LLC                  | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     655000 | PA      | $657217.10     | 0.00%             | 2026-08-13      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-10552.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A1 144A      | CUSIP: 29390HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     446352 | PA      | $446397.55     | 0.00%             | 2026-02-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV SR UNSECURED REGS 06/27 VAR           | CUSIP: BKP8W5II6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $294162.48     | 0.00%             | 2027-06-16      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                         | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  118326000 | PA      | $117958137.48  | 0.35%             | 2026-01-01      | Fixed         | 3.15%                 | 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        |     175000 | PA      | $175402.65     | 0.00%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   10600000 | PA      | $10600000.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1850000000 | PA      | $1849999999.98 | 5.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1600000000 | PA      | $1600000000.00 | 4.81%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2979237.99    | 0.01%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                               | ZIMMER BIOMET HOLDINGS SR UNSECURED 01/26 3.05         | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   34396000 | PA      | $34257450.50   | 0.10%             | 2026-01-15      | Fixed         | 3.05%                 | 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        |   10125000 | PA      | $10138371.48   | 0.03%             | 2026-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                          | RTX CORP SR UNSECURED 02/26 5                          | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     846000 | PA      | $848168.85     | 0.00%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                               | CATERPILLAR FINL SERVICE SR UNSECURED 02/26 VAR        | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1744000 | PA      | $1745862.82    | 0.01%             | 2026-02-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT AUD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $50113.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SECURED 144A 01/26 5.5        | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2010066.35    | 0.01%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 2.632      | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13238000 | PA      | $13095847.58   | 0.04%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-3549.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $995342.02     | 0.00%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 10/26 VAR             | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2768000 | PA      | $2770719.73    | 0.01%             | 2026-10-30      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CMH1 MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-151126.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP SR UNSECURED 03/26 1.75                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   20610000 | PA      | $20396579.12   | 0.06%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 01/27 VAR               | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1300000 | PA      | $1304684.34    | 0.00%             | 2027-01-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+7/91282CLG4 SOG                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $90103.75      | 0.00%             |  |  |  | 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        |   13075000 | PA      | $13078595.23   | 0.04%             | 2026-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                       | ORACLE CORP SR UNSECURED 07/26 2.65                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  108985000 | PA      | $107732632.66  | 0.32%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT AUD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $2069396.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                        | KOMMUNALBANKEN AS SR UNSECURED REGS 06/26 VAR          | CUSIP: ACI21RVQ9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |    3200000 | PA      | $3216885.02    | 0.01%             | 2026-06-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                       | ORACLE CORP SR UNSECURED 03/26 1.65                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  140423000 | PA      | $138785573.74  | 0.42%             | 2026-03-25      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13520793.59   | 0.04%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 01/26 1.45       | CUSIP: 04685A2U4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    7901000 | PA      | $7838386.00    | 0.02%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 11/26 VAR               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   19581000 | PA      | $19642961.92   | 0.06%             | 2026-11-10      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SECURED 144A 03/26 VAR              | CUSIP: 6944PL3B3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     325000 | PA      | $325568.94     | 0.00%             | 2026-03-27      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $698429.28     | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SECURED 144A 04/26 VAR        | CUSIP: 64953BBA5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501821.00     | 0.00%             | 2026-04-02      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-13856.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251010                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-581995.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                           | HOME DEPOT INC HOME DEPOT INC                          | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     354000 | PA      | $354208.05     | 0.00%             | 2025-12-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  800000000 | PA      | $800000000.05  | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/25 1.2   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1244819.20    | 0.00%             | 2025-11-15      | Fixed         | 1.20%                 | 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        |    1950000 | PA      | $1952584.37    | 0.01%             | 2026-04-02      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5762.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC ENERGY GROUP INC SR UNSECURED 01/26 4.75           | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4355006.28    | 0.01%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSECURED 01/27 VAR                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51683000 | PA      | $51796949.13   | 0.16%             | 2027-01-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3095.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1100000000 | PA      | $1099999999.92 | 3.31%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $299493.88     | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-BA           | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 BA A1 144A   | CUSIP: 858933AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20131335 | PA      | $20149896.36   | 0.06%             | 2026-08-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                | COREBRIDGE GLOB FUNDING COREBRIDGE GLOB FUNDING        | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    5647000 | PA      | $5696068.93    | 0.02%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 07/26 VAR           | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   15656000 | PA      | $15758306.48   | 0.05%             | 2026-07-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  400000000 | PA      | $400000000.03  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 09/26 VAR           | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     419000 | PA      | $420047.17     | 0.00%             | 2026-09-10      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                             | DNB BANK ASA 144A 10/26 VAR                            | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2450000 | PA      | $2450662.43    | 0.01%             | 2026-10-09      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA SR UNSECURED 144A 01/27 VAR                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   32273000 | PA      | $32396460.68   | 0.10%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-75.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR   | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2961797.82    | 0.01%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $424.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T MOBILE USA INC COMPANY GUAR 02/26 2.25               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8653000 | PA      | $8586136.19    | 0.03%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1300000000 | PA      | $1300000000.00 | 3.91%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625 | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8247637.94    | 0.02%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1807800000 | PA      | $1807800000.05 | 5.44%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                      | WELLS FARGO BANK NA WELLS FARGO BANK NA                | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    7270000 | PA      | $7277669.85    | 0.02%             | 2026-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| KEYBANK NA/CLEVELAND OH                                                  | KEY BANK NA SR UNSECURED 01/26 4.7                     | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     250000 | PA      | $250172.20     | 0.00%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 06/26 1.25         | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $784431.54     | 0.00%             | 2026-06-22      | Fixed         | 1.25%                 | 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        |   10432000 | PA      | $10283848.49   | 0.03%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                                                 | ING BANK (AUSTRALIA) LTD COVERED 12/25 VAR             | CUSIP: ACI2BHL57<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   44100000 | PA      | $29221381.25   | 0.09%             | 2025-12-08      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR           | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     700000 | PA      | $701985.82     | 0.00%             | 2026-06-04      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 11/26 VAR               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5950000 | PA      | $5964232.76    | 0.02%             | 2026-11-03      | Floating      | 7.34%                 | 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        |   11500000 | PA      | $11538759.03   | 0.03%             | 2027-04-22      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 01/26 4.75             | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7764000 | PA      | $7766424.46    | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                 | BAXTER INTERNATIONAL INC SR UNSECURED 08/26 2.6        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3053064.36    | 0.01%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                    | THE CAMPBELLS COMPANY SR UNSECURED 03/26 5.3           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    6427000 | PA      | $6450582.40    | 0.02%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH                             | SUMITOMO MITSUI BKG CORP 12/25 VAR                     | CUSIP: 86565GLG3<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |   15400000 | PA      | $15404356.66   | 0.05%             | 2025-12-05      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CLY5 MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $17729.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $875.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                              | FED CAISSES DESJARDINS COVERED REGS 10/25 4.85         | CUSIP: C34201QQ6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    8900000 | PA      | $8901903.35    | 0.03%             | 2025-10-14      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/26 VAR        | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   33012000 | PA      | $33049074.13   | 0.10%             | 2026-04-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                        | SYSCO CORPORATION COMPANY GUAR 07/26 3.3               | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     139000 | PA      | $138152.77     | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BNP PARIBAS SECURITIES CO REPO DUMMY ASSET        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | GB        |  500000000 | PA      | $672449734.38  | 2.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA CITIBANK NA                                | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $503957.58     | 0.00%             | 2026-12-04      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 08/26 VAR     | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $12982829.93   | 0.04%             | 2026-08-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                                     | UBS AG AUSTRALIA SR UNSECURED REGS 02/26 VAR           | CUSIP: ACI1W1TV6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   19100000 | PA      | $12644535.45   | 0.04%             | 2026-02-26      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTL INC SR UNSECURED 02/26 4.875        | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5813205.67    | 0.02%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  350000000 | PA      | $350000000.00  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                              | WESTPAC BANKING CORP SR UNSECURED 11/25 VAR            | CUSIP: 961214FM0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6292000 | PA      | $6297059.96    | 0.02%             | 2025-11-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR          | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9464000 | PA      | $9481223.72    | 0.03%             | 2026-01-29      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 06/26 VAR                | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4504000 | PA      | $4537016.80    | 0.01%             | 2026-06-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $26294.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                       | BANK OF AMERICA NA SR UNSECURED 08/26 VAR              | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1508703.15    | 0.00%             | 2026-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                           | JOHN DEERE CAPITAL CORP SR UNSECURED 03/26 VAR         | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1852137.55    | 0.01%             | 2026-03-06      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY FRN 07/27 VAR                              | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  272200000 | PA      | $272008801.28  | 0.82%             | 2027-07-31      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD AUD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3348095.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                               | CATERPILLAR FINL SERVICE SR UNSECURED 10/26 VAR        | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     825000 | PA      | $828981.23     | 0.00%             | 2026-10-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 10/25 0.00000     | CUSIP: 313385NP7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    2600000 | PA      | $2591580.34    | 0.01%             | 2025-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1619.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $35376.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4233.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 09/26 0.875                            | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  225000000 | PA      | $218803990.50  | 0.66%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 11/26 4.25                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100000000 | PA      | $100605469.00  | 0.30%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                    | DUPONT DE NEMOURS INC SR UNSECURED 11/25 4.493         | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     955000 | PA      | $954692.72     | 0.00%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7565000 | PA      | $7534607.61    | 0.02%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  800000000 | PA      | $800000000.00  | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   29801000 | PA      | $29940066.66   | 0.09%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV SUBORDINATED REGS 04/26 4.8           | CUSIP: ACI0LXVF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $400735.43     | 0.00%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA 144A 01/26 5.1                                 | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3140000 | PA      | $3147972.33    | 0.01%             | 2026-01-26      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A1 144A      | CUSIP: 29375UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5507655 | PA      | $5515303.21    | 0.02%             | 2026-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 02/26 5.875                       | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3003946.05    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON COMPANY                                                      | HALLIBURTON CO SR UNSECURED 11/25 3.8                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     541000 | PA      | $540416.58     | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | 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        |    7200000 | PA      | $7212651.62    | 0.02%             | 2026-10-06      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                             | ARI FLEET LEASE TRUST ARIFL 2025 B A1 144A             | CUSIP: 00193GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14498755 | PA      | $14510228.87   | 0.04%             | 2026-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-975.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1750000000 | PA      | $1749999999.95 | 5.27%             |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                    | STARBUCKS CORP SR UNSECURED 06/26 2.45                 | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1780936.99    | 0.01%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 11/25 1.25  | CUSIP: U9273ADE2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248828.06     | 0.00%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 05/27 VAR                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   66457000 | PA      | $67052303.20   | 0.20%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 06/26 1.2           | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10778000 | PA      | $10581203.20   | 0.03%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 02/26 4.45               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4817822.61    | 0.01%             | 2026-02-15      | Fixed         | 4.45%                 | 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        |     660000 | PA      | $665341.49     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD/SYDNEY BRANCH                                   | UNITED OVERSEAS BANK/SYD SR UNSECURED 08/26 VAR        | CUSIP: ACI208GH9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |    5000000 | PA      | $3309624.62    | 0.01%             | 2026-08-27      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1793194.16    | 0.01%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 5.4   | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   72650000 | PA      | $73039252.89   | 0.22%             | 2026-03-20      | Fixed         | 5.40%                 | 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        |   62356000 | PA      | $61281336.12   | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED REGS 01/26 1.45       | CUSIP: 04686E2X9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     820000 | PA      | $813501.65     | 0.00%             | 2026-01-08      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                       | CONAGRA BRANDS INC SR UNSECURED 11/25 4.6              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     577000 | PA      | $576835.54     | 0.00%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $31115.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT AUD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $37890.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2025-1A                         | AMERICAN HERITAGE AUTO RECEIVA AHART 2025 1A A1 144A   | CUSIP: 02650VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5494208 | PA      | $5497264.76    | 0.02%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  800000000 | PA      | $800000000.01  | 2.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625      | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5145000 | PA      | $5135628.28    | 0.02%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  150000000 | PA      | $150000000.01  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1197050.17    | 0.00%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/26 3.3             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     110000 | PA      | $109609.52     | 0.00%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                           | JOHN DEERE CAPITAL CORP JOHN DEERE CAPITAL CORP        | CUSIP: 24422EXW4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3619000 | PA      | $3644322.65    | 0.01%             | 2027-07-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $3.27          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 01/26 VAR          | CUSIP: 02665WFM8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1300690.12    | 0.00%             | 2026-01-12      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NBN CO LIMITED                                                           | NBN CO LTD SR UNSECURED REGS 12/25 1                   | CUSIP: ACI1T4W65<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6583743.82    | 0.02%             | 2025-12-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR           | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   36335000 | PA      | $36532203.85   | 0.11%             | 2026-08-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-11273.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED 144A 03/26 VAR     | CUSIP: 2027A0KQ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     566000 | PA      | $567399.37     | 0.00%             | 2026-03-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 08/26 VAR                     | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   33500000 | PA      | $33599617.28   | 0.10%             | 2026-08-06      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                           | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR          | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   43800000 | PA      | $43833403.63   | 0.13%             | 2026-07-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CITIGROUP REPO REPO                     5807           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   24000000 | PA      | $24000000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA (EDC)                                          | EXPORT DEVELOPMNT CANADA SR UNSECURED 144A 08/26 VAR   | CUSIP: 30216BKN1<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |  144000000 | PA      | $143943840.00  | 0.43%             | 2026-08-13      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3618.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE                                            | TAKE TWO INTERACTIVE SOF SR UNSECURED 03/26 5          | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5118641.11    | 0.02%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) | INTL BK RECON + DEVELOP SR UNSECURED 01/27 VAR         | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   27930000 | PA      | $27974432.16   | 0.08%             | 2027-01-12      | Floating      | 4.72%                 | 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        |    2891000 | PA      | $2846119.22    | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 08/27 3.75                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1064530000 | PA      | $1066879449.65 | 3.21%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)                    | EUROPEAN BK RECON + DEV UNSECURED 04/26 VAR            | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   51270000 | PA      | $51260948.28   | 0.15%             | 2026-04-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $74.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                               | SUMITOMO MITSUI SYD CERT OF DEPO REGS 10/26 VAR        | CUSIP: ACI2KH9P7<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    4200000 | PA      | $2793174.43    | 0.01%             | 2026-10-23      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-8733.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-679.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                             | BRISTOL MYERS SQUIBB CO SR UNSECURED 02/26 VAR         | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52086.23      | 0.00%             | 2026-02-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $154.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $16537.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  400000000 | PA      | $399999999.98  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                           | JOHN DEERE CAPITAL CORP SR UNSECURED 04/27 VAR         | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1277000 | PA      | $1281932.23    | 0.00%             | 2027-04-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                                   | MITSUBISHI CORP SR UNSECURED 144A 07/26 1.125          | CUSIP: 606769AG2<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $342281.89     | 0.00%             | 2026-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $661.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $17665.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  400000000 | PA      | $400000000.00  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT AUD SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $5885.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  200000000 | PA      | $200000000.00  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                      | INTESA SANPAOLO SPA 144A 11/25 7                       | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $2007353.98    | 0.01%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                            | KOMMUNEKREDIT SR UNSECURED REGS 07/26 VAR              | CUSIP: ACI28PZP4<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | CORP              | DK        |   14500000 | PA      | $14597957.51   | 0.04%             | 2026-07-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                     | GENERAL MOTORS FINL CO SR UNSECURED 10/25 6.05         | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3612000 | PA      | $3613352.84    | 0.01%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $48871.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | MILLENIUM REPO                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1250000000 | PA      | $1250000000.00 | 3.76%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD AUD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2066765.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-26296.91     | -0.00%            |  |  |  | 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        |    3100000 | PA      | $3109073.64    | 0.01%             | 2026-11-04      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                   | ASIAN DEVELOPMENT BANK SR UNSECURED 06/26 VAR          | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   17400000 | PA      | $17503269.00   | 0.05%             | 2026-06-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3584265.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $7560.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA        | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7146000 | PA      | $7156649.68    | 0.02%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2025 C A1         | CUSIP: 981936AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21645241 | PA      | $21657455.27   | 0.07%             | 2026-08-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                  | CHARLES SCHWAB CORP SR UNSECURED 05/26 VAR             | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7309077.40    | 0.02%             | 2026-05-13      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1619.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T MOBILE USA INC COMPANY GUAR 04/26 2.625              | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   21073000 | PA      | $20904775.72   | 0.06%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                          | NATIONAL AUSTRALIA BANK SR UNSECURED 144A 12/25 VAR    | CUSIP: 632525BM2<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     313000 | PA      | $313319.44     | 0.00%             | 2025-12-10      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                                 | BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 12/25 3.85  | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |     603000 | PA      | $602384.33     | 0.00%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $34810.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 10/25 VAR           | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7900000 | PA      | $7900532.30    | 0.02%             | 2025-10-10      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  350000000 | PA      | $350000000.00  | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-37152.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $42458.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE          | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   28658000 | PA      | $28691071.33   | 0.09%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1250000000 | PA      | $1250000000.00 | 3.76%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                  | GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625       | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2400694.23    | 0.01%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1035000 | PA      | $1031628.68    | 0.00%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 06/26 5.25                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $701436.62     | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $265.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA COVERED 10/25 VAR                  | CUSIP: ACI29DC34<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   12800000 | PA      | $8472814.11    | 0.03%             | 2025-10-27      | Floating      | 4.60%                 | 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        |   17135000 | PA      | $16811406.21   | 0.05%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 1100000000 | PA      | $1100000000.11 | 3.31%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   63168000 | PA      | $63098934.64   | 0.19%             | 2027-01-29      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4895.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR         | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12090000 | PA      | $12015059.29   | 0.04%             | 2026-12-09      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-7632.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                          | NATIONAL AUSTRALIA BANK SR UNSECURED 144A 01/26 VAR    | CUSIP: 632525BP5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1000913.87    | 0.00%             | 2026-01-29      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | PARIBAS REPO                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     800000 | PA      | $800000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CCZ2 MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1003940.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA CITIBANK NA                                | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $6833968.12    | 0.02%             | 2026-04-30      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD AUD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $77585.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 03/26 3.784      | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   29200000 | PA      | $29164458.64   | 0.09%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW)                                    | KFW GOVT GUARANT REGS 10/26 VAR                        | CUSIP: ACI2MVK06<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   25000000 | PA      | $25223051.50   | 0.08%             | 2026-10-30      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65         | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4013000 | PA      | $3954911.26    | 0.01%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $681.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSK EXPORTKREDIT AB (SEK)                                             | SWEDISH EXPORT CREDIT SR UNSECURED 05/27 VAR           | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |  125200000 | PA      | $126493581.42  | 0.38%             | 2027-05-05      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  250000000 | PA      | $250000000.01  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR         | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1697839.97    | 0.01%             | 2026-12-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-7072.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                            | ALLSTATE CORP SR UNSECURED 12/25 0.75                  | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1012652.71    | 0.00%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $378.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-31057.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA SR UNSECURED REGS 01/27 VAR                    | CUSIP: 05584KAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     750000 | PA      | $752869.13     | 0.00%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                        | CPPIB CAPITAL INC COMPANY GUAR 144A 07/26 VAR          | CUSIP: 22411VBB3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4009935.84    | 0.01%             | 2026-07-27      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                              | BNG BANK NV SR UNSECURED 144A 08/26 VAR                | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |   27900000 | PA      | $28072159.74   | 0.08%             | 2026-08-05      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $35880.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                              | GLAXOSMITHKLINE CAPITAL COMPANY GUAR 03/27 VAR         | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     387000 | PA      | $388234.12     | 0.00%             | 2027-03-12      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 02/27 VAR             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6429020.78    | 0.02%             | 2027-02-04      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $98.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                        | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR           | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1056000 | PA      | $1059328.13    | 0.00%             | 2026-06-10      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                               | SUMITOMO MITSUI SYD CERT OF DEPO 11/25 VAR             | CUSIP: ACI2BNVF1<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   20200000 | PA      | $13379300.53   | 0.04%             | 2025-11-07      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $441.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK BRANCH                         | MUFG BK LTD 12/25 VAR                                  | CUSIP: 55381BFG8<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | US        |   26600000 | PA      | $26607828.38   | 0.08%             | 2025-12-03      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 VAR   | CUSIP: J7771YRY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1350000 | PA      | $1355516.28    | 0.00%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-5327.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK)                            | L BANK BW FOERDERBANK L BANK BW FOERDERBANK            | CUSIP: ACI2NYN48<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |   34800000 | PA      | $34967559.22   | 0.11%             | 2026-05-08      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SECURED 144A 01/26 VAR        | CUSIP: 64953BBK3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13014535.69   | 0.04%             | 2026-01-16      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  750000000 | PA      | $750000000.00  | 2.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL      | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7655000 | PA      | $7712064.66    | 0.02%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 1.25  | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6708404.43    | 0.02%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $9552.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC BANK NA SR UNSECURED 01/27 VAR                     | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   68350000 | PA      | $68375683.88   | 0.21%             | 2027-01-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  400000000 | PA      | $400000000.00  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 10/25 2.6                       | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1996929.06    | 0.01%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                          | AUST + NZ BANKING GROUP SR UNSECURED 144A 10/25 VAR    | CUSIP: 05252ADH1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1000035.07    | 0.00%             | 2025-10-03      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  250000000 | PA      | $249999999.99  | 0.75%             |  |  |  | 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        |     373000 | PA      | $370490.58     | 0.00%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH                           | MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR            | CUSIP: ACI2CXPL2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |   19700000 | PA      | $13064818.80   | 0.04%             | 2026-02-17      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA/MCLEAN VA BRANCH                                          | CAPITAL ONE NA SR UNSECURED 03/26 4.25                 | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1649486.73    | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                          | NORDEA BANK ABP 144A 09/26 1.5                         | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    3800000 | PA      | $3706950.12    | 0.01%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                       | ORACLE CORPORATION 11/25 ZCP                           | CUSIP: 6840C2YK5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  103600000 | PA      | $102992313.48  | 0.31%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 12/26 VAR           | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6011000 | PA      | $6031209.70    | 0.02%             | 2026-12-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 03/26 VAR             | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2482000 | PA      | $2485005.23    | 0.01%             | 2026-03-02      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+7/91282CLG4 SOG                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-189163.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 12/25 0.00000     | CUSIP: 313385QK5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   13100000 | PA      | $12997861.79   | 0.04%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                 | NATIONAL RURAL UTIL COOP SR UNSECURED 12/25 VAR        | CUSIP: 63743HFV9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     955000 | PA      | $955396.35     | 0.00%             | 2025-12-03      | Floating      | 4.71%                 | 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        |   22455000 | PA      | $21901236.12   | 0.07%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                                     | UBS AG AUSTRALIA SR UNSECURED REGS 05/26 VAR           | CUSIP: ACI2FYK57<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    3100000 | PA      | $2063392.84    | 0.01%             | 2026-05-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  400000000 | PA      | $400000000.03  | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                                                 | ING BANK (AUSTRALIA) LTD COVERED REGS 08/26 VAR        | CUSIP: ACI1ZSKZ4<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   17250000 | PA      | $11422770.68   | 0.03%             | 2026-08-19      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+7/91282CLG4 SOG                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $339030.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED REGS 11/26 VAR     | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   40600000 | PA      | $40689281.02   | 0.12%             | 2026-11-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                               | SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR             | CUSIP: ACI2CYNV0<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   88470000 | PA      | $58668798.20   | 0.18%             | 2026-02-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $499944.22     | 0.00%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 03/27 VAR            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1334547.85    | 0.00%             | 2027-03-11      | Floating      | 1.66%                 | 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        |    7900000 | PA      | $7919417.17    | 0.02%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $385.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 01/26 4.375                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   24299000 | PA      | $24300901.40   | 0.07%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                          | CIGNA GROUP/THE SR UNSECURED 03/26 1.25                | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1786000 | PA      | $1761533.94    | 0.01%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $51811.11      | 0.00%             |  |  |  | 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        |     735000 | PA      | $732117.98     | 0.00%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 09/26 5.375                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13684000 | PA      | $13744860.96   | 0.04%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  200000000 | PA      | $199999999.99  | 0.60%             |  |  |  | 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        |    5138000 | PA      | $5148721.57    | 0.02%             | 2026-04-27      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                      | SOUTHWESTERN ELEC POWER SR UNSECURED 03/26 1.65        | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   29194000 | PA      | $28854526.91   | 0.09%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-3                                           | CARMAX AUTO OWNER TRUST CARMX 2025 3 A1                | CUSIP: 14290FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29310898 | PA      | $29327912.90   | 0.09%             | 2026-07-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5981.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 01/27 4.125                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  550000000 | PA      | $553040037.00  | 1.66%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2025-1A                                           | CHASE AUTO OWNER TRUST CHAOT 2025 1A A1 144A           | CUSIP: 16145NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11311211 | PA      | $11317022.86   | 0.03%             | 2026-07-27      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | J P MORGAN TERM REPO                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    1000000 | PA      | $1000000.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1082.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3610.00       | 0.00%             |  |  |  | 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        |    1500000 | PA      | $1501539.87    | 0.00%             | 2026-12-11      | Floating      | 4.89%                 | 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        |    4811000 | PA      | $4769649.79    | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED 144A 11/26 VAR     | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     534000 | PA      | $535174.29     | 0.00%             | 2026-11-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CITIGROUP REPO REPO                     5807           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  224500000 | PA      | $224500000.00  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                              | PEPSICO INC SR UNSECURED 02/26 VAR                     | CUSIP: 713448FP8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2757000 | PA      | $2759012.17    | 0.01%             | 2026-02-13      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 3 A1         | CUSIP: 379965AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2357834 | PA      | $2359875.62    | 0.01%             | 2026-08-20      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                  | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25   | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3796924.36    | 0.01%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5983.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 01/27 VAR            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   67841000 | PA      | $67971940.59   | 0.20%             | 2027-01-20      | Floating      | 5.08%                 | 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        |   19850000 | PA      | $19931062.24   | 0.06%             | 2026-11-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-167933.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 11/26 VAR                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $3508136.59    | 0.01%             | 2026-11-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $53756.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CMH1 MYC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $36210.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   28960000 | PA      | $28744321.85   | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $18390.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 03/26 1.686                           | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1620000 | PA      | $1601570.30    | 0.00%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/NEW YORK BRANCH                         | MUFG BK LTD 02/26 VAR                                  | CUSIP: 55381BLB2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10303496.85   | 0.03%             | 2026-02-04      | Floating      | 4.44%                 | 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        |      74000 | PA      | $74178.92      | 0.00%             | 2027-01-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer