# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004466
**Filing Date:** 2025-11
**Character Count:** 168347
**Document Hash:** abe0ac4ecc1f5a92effc24fcdfb7bb9a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004466.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004466

**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:** 251528285

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $2228195774.42

**Total Liabilities:** $30604246.51

**Net Assets:** $2197591527.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 170222.548000 | **1-Year:** 53280.776600 | **5-Year:** 22145.565000 | **10-Year:** 4600.217900 | **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 C000114210 | 0.46%                | 0.36%                | 0.33%                |
| Class ID C000114212 | 0.45%                | 0.35%                | 0.32%                |
| Class ID C000114209 | 0.47%                | 0.37%                | 0.34%                |
| Class ID C000200464 | 0.47%                | 0.37%                | 0.34%                |
| Class ID C000166287 | 0.48%                | 0.38%                | 0.35%                |
| Class ID C000114208 | 0.48%                | 0.38%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-136631.20              | $-170540.85                                |
| Month 2  | $-138312.19              | $2383818.00                                |
| Month 3  | $109111.40               | $663034.27                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WELLS FARGO BANK NA                                               | WELLS FARGO BANK NA SR UNSECURED 08/26 VAR             | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    405000 | PA      | $407330.51    | 0.02%             | 2026-08-07      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 07/27 VAR             | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251156.71    | 0.01%             | 2027-07-28      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL REGS 07/26 VAR                  | CUSIP: F0803NAF9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2016586.60   | 0.09%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 06/26 5.25                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004104.64   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                     | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3             | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  11627000 | PA      | $11527066.75  | 0.52%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                 | FEDEX CORP COMPANY GUAR 04/26 3.25                     | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    709000 | PA      | $705591.49    | 0.03%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG          | CUSIP: 38376XJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1016012 | PA      | $1020963.27   | 0.05%             | 2040-03-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2024-1A                               | MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A           | CUSIP: 576339DZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  20000000 | PA      | $20033024.00  | 0.91%             | 2028-01-21      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-2                                | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A2            | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690250 | PA      | $690363.00    | 0.03%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                           | MANUF + TRADERS TRUST CO SR UNSECURED 11/25 5.4        | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000620.39   | 0.05%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 A A3 144A    | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8157114 | PA      | $8180784.92   | 0.37%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                               | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A          | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1391073 | PA      | $1393416.68   | 0.06%             | 2027-12-15      | Fixed         | 5.45%                 | 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        |    540000 | PA      | $540168.63    | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 02/26 VAR             | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    476000 | PA      | $476786.52    | 0.02%             | 2026-02-13      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF          | CUSIP: 38376WXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423133 | PA      | $424473.16    | 0.02%             | 2040-02-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2024-A                                      | USAA AUTO OWNER TRUST USAOT 2024 A A2 144A             | CUSIP: 90327VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2149521 | PA      | $2151742.26   | 0.10%             | 2027-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/26 5.5    | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $4037873.26   | 0.18%             | 2026-03-30      | Fixed         | 5.50%                 | 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        |  16800000 | PA      | $16794243.48  | 0.76%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CATAMARAN CLO LTD 2014-1A                                         | CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A               | CUSIP: 14889DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1180378 | PA      | $1181853.85   | 0.05%             | 2030-04-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1                       | MERCEDES BENZ AUTO RECEIVABLES MBART 2023 1 A3         | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1261391 | PA      | $1263746.74   | 0.06%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CUBESMART LP COMPANY GUAR 09/26 3.125                  | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2380366.10   | 0.11%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                              | TARGA RES CORP 10/25 ZCP                               | CUSIP: 87613EXH3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20454535.10  | 0.93%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SECURED 144A 02/27 VAR              | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004386.22   | 0.09%             | 2027-02-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   8609000 | PA      | $8450189.52   | 0.38%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9             | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17400000 | PA      | $17458415.45  | 0.79%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                    | AUTONATION, INC                                        | CUSIP: 05330LX81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2397462.24   | 0.11%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB         | CUSIP: 38376R6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557021 | PA      | $565852.57    | 0.03%             | 2067-09-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC COMPANY GUAR REGS 12/25 4.25   | CUSIP: U07265AE8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1748583.59   | 0.08%             | 2025-12-15      | Fixed         | 4.25%                 | 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        |  11500000 | PA      | $11529058.89  | 0.52%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                           | FREDDIE MAC FHR 5508 FC                                | CUSIP: 3137HJGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8962172 | PA      | $8981388.50   | 0.41%             | 2055-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA    | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3747533 | PA      | $3764991.67   | 0.17%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                      | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11716368.00  | 0.53%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVIII LTD 2021-48A                          | MADISON PARK FUNDING LTD MDPK 2021 48A A 144A          | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4995780 | PA      | $5008040.81   | 0.23%             | 2033-04-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC         | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5543057 | PA      | $5541103.17   | 0.25%             | 2074-02-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35            | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    935000 | PA      | $938755.25    | 0.04%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.65   | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    735000 | PA      | $741991.58    | 0.03%             | 2026-06-26      | Fixed         | 5.65%                 | 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        |  19847000 | PA      | $19688668.77  | 0.90%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2024-A           | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2024 A A2B         | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554693 | PA      | $554922.36    | 0.03%             | 2027-02-16      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  SEP25 XCME 20251216                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       152 | NC      | $-623.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 57 EF          | CUSIP: 38381VSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1231523 | PA      | $1224573.53   | 0.06%             | 2049-05-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                  | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A     | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1339890 | PA      | $1340832.15   | 0.06%             | 2036-10-16      | Floating      | 5.33%                 | 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        |  10049000 | PA      | $10049000.00  | 0.46%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-6                                          | FANNIE MAE FNR 2012 6 F                                | CUSIP: 3136A3RV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    170886 | PA      | $169468.20    | 0.01%             | 2042-02-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR     | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3013606.65   | 0.14%             | 2027-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A             | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5087768 | PA      | $5097026.26   | 0.23%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A2B 144A   | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5013804.00   | 0.23%             | 2027-09-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                | ROCHE HOLDINGS INC COMPANY GUAR 144A 11/25 3           | CUSIP: 771196BJ0<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798861.78    | 0.04%             | 2025-11-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3344                                           | FREDDIE MAC FHR 3344 FL                                | CUSIP: 31397JX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144236 | PA      | $142874.36    | 0.01%             | 2037-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                   | CIGNA GROUP/THE COMPANY GUAR 02/26 4.5                 | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1837317.91   | 0.08%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                                | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2B           | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185531 | PA      | $1186414.38   | 0.05%             | 2026-12-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                       | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR     | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12006531.24  | 0.55%             | 2027-01-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUST                                   | COLT FUNDING LLC COLT 2021 4 A1 144A                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10346915 | PA      | $8887675.46   | 0.40%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 EM                                | CUSIP: 3137H0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14783235 | PA      | $13180669.13  | 0.60%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSECURED 09/26 VAR                | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5550000 | PA      | $5561967.85   | 0.25%             | 2026-09-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORPORATION 01/26 ZCP                           | CUSIP: 6840C3AG8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  22200000 | PA      | $21925963.20  | 1.00%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP      | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002606.48   | 0.09%             | 2026-01-05      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.10000 02/11/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $619992.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-3                                  | TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A          | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6731097 | PA      | $6630747.89   | 0.30%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5200000 | PA      | $5207258.26   | 0.24%             | 2026-01-15      | Fixed         | 5.50%                 | 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        |   1200000 | PA      | $1191874.15   | 0.05%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ          | CUSIP: 38381WUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3757286 | PA      | $3672792.84   | 0.17%             | 2049-06-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR   | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $272125.15    | 0.01%             | 2026-09-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 117 FA         | CUSIP: 38380ANR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    273628 | PA      | $270808.12    | 0.01%             | 2043-07-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                  | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A        | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6311263 | PA      | $5710838.70   | 0.26%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA          | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2598191.24   | 0.12%             | 2026-10-30      | Floating      | 5.50%                 | 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        |  22500000 | PA      | $22484910.38  | 1.02%             | 2026-01-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-B                               | FORD CREDIT AUTO LEASE TRUST FORDL 2024 B A2B          | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3695006 | PA      | $3696228.05   | 0.17%             | 2027-02-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                | DIAGEO CAPITAL PLC COMPANY GUAR 10/25 5.2              | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $600333.38    | 0.03%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A   | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18216 | PA      | $18220.64     | 0.00%             | 2027-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H05                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H05 FA         | CUSIP: 38375BKD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33102 | PA      | $33118.81     | 0.00%             | 2060-12-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-53                                         | FANNIE MAE FNR 2019 53 FA                              | CUSIP: 3136B5K95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3396831 | PA      | $3324358.25   | 0.15%             | 2049-09-25      | Floating      | 4.86%                 | 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        |  15380000 | PA      | $15212052.25  | 0.69%             | 2027-02-04      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                        | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375       | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248192.18    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC COMPANY GUAR 144A 12/26 3.3       | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1601514.88   | 0.07%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3339                                                  | FREDDIE MAC FHR 3339 FL                                | CUSIP: 31397JYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    292377 | PA      | $291559.37    | 0.01%             | 2037-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                          | RELIANCE STAND LIFE II SECURED 144A 02/26 5.243        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15736407.99  | 0.72%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                 | MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A         | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691859 | PA      | $693410.78    | 0.03%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-54                                         | FANNIE MAE FNR 2024 54 FC                              | CUSIP: 3136BSSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7104392 | PA      | $7138039.75   | 0.32%             | 2054-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                            | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3120000 | PA      | $3112733.64   | 0.14%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 01/26 2.875                | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3284000 | PA      | $3269789.41   | 0.15%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-1                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 1 AF           | CUSIP: 38385CEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397892 | PA      | $399071.80    | 0.02%             | 2055-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT         | CUSIP: 38376RC53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1045722 | PA      | $1062682.45   | 0.05%             | 2066-09-20      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FC         | CUSIP: 38375BQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69411 | PA      | $69506.27     | 0.00%             | 2062-04-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC COMPANY GUAR 01/26 5.85                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5710000 | PA      | $5725674.35   | 0.26%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4419                                           | FREDDIE MAC FHR 4419 AF                                | CUSIP: 3137BFMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    811380 | PA      | $792035.77    | 0.04%             | 2040-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FA         | CUSIP: 38375U3L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3746015 | PA      | $3766620.21   | 0.17%             | 2068-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 5.65  | CUSIP: J7771YRZ2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $855537.26    | 0.04%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1A LLC                                                 | DLLAD LLC DLLAD 2024 1A A2 144A                        | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2630556 | PA      | $2644796.83   | 0.12%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA        | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5593000 | PA      | $5622720.25   | 0.26%             | 2027-06-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF         | CUSIP: 38375UG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395695 | PA      | $397367.14    | 0.02%             | 2067-08-20      | Floating      | 5.22%                 | 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        |  17100000 | PA      | $17118040.50  | 0.78%             | 2026-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 10/26 VAR            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $8932886.44   | 0.41%             | 2026-10-24      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                      | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11075286.20  | 0.50%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                   | AES CORP/THE SR UNSECURED 01/26 1.375                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3798000 | PA      | $3763337.89   | 0.17%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-27                                         | FANNIE MAE FNR 2012 27 FC                              | CUSIP: 3136A4CH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24385 | PA      | $24211.88     | 0.00%             | 2042-03-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-29                                                | FANNIE MAE FNR 2020 29 FC                              | CUSIP: 3136B9TM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4162205 | PA      | $4148928.76   | 0.19%             | 2050-05-25      | Floating      | 5.26%                 | 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        |   1039000 | PA      | $1039431.22   | 0.05%             | 2025-12-03      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                 | DLLAA LLC DLLAA 2025 1A A2 144A                        | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11194091 | PA      | $11238179.61  | 0.51%             | 2027-10-20      | Fixed         | 4.70%                 | 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        |   5167000 | PA      | $5163542.97   | 0.23%             | 2026-02-14      | Fixed         | 4.40%                 | 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        |   3000000 | PA      | $2999141.07   | 0.14%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $66964.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                      | SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A             | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476021 | PA      | $2480224.00   | 0.11%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE SR SECURED 144A 02/26 VAR     | CUSIP: 29449GAA0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3301580.70   | 0.15%             | 2026-02-04      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR        | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    795000 | PA      | $800834.66    | 0.04%             | 2026-07-13      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 06/26 3.75                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1422647.96   | 0.06%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  16600000 | PA      | $16640135.98  | 0.76%             | 2027-01-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SGSP (AUSTRALIA) ASSETS PTY LTD                                   | SGSP AUSTRALIA ASSETS COMPANY GUAR REGS 07/26 3.25     | CUSIP: BD9FJKII6<br>LEI: 254900BJJ12X7PJT5072 | Long             | DBT              | CORP              | AU        |   3010000 | PA      | $2985251.21   | 0.14%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                    | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215712 | PA      | $1224448.22   | 0.06%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                                | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A        | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2457607 | PA      | $2477897.75   | 0.11%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                          | SVENSKA HANDELSBANKEN AB 144A 06/26 VAR                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   8450000 | PA      | $8509732.21   | 0.39%             | 2026-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-35                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 35 AF          | CUSIP: 38376WE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1305186 | PA      | $1309327.53   | 0.06%             | 2040-03-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-44                                                | FANNIE MAE FNR 2007 44 FK                              | CUSIP: 31396VWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    244523 | PA      | $241063.68    | 0.01%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7400000 | PA      | $7506938.73   | 0.34%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45            | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1268902.28   | 0.06%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP               | CUSIP: 40412BXL2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097168.38   | 0.05%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 10/26 VAR          | CUSIP: 02665WGN5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2804920.08   | 0.13%             | 2026-10-06      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED REGS 11/25 1.2   | CUSIP: U71000BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    273000 | PA      | $271868.51    | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | 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        |  12000000 | PA      | $12035123.76  | 0.55%             | 2026-11-04      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                         | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3              | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   7323000 | PA      | $7263506.04   | 0.33%             | 2026-06-01      | Fixed         | 3.00%                 | 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        |   1422000 | PA      | $1419409.80   | 0.06%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                    | KOREA NATIONAL OIL CORP SR UNSECURED REGS 11/26 VAR    | CUSIP: Y4938AAH2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |   3623000 | PA      | $3662900.10   | 0.17%             | 2026-11-14      | Floating      | 5.42%                 | 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        |   3844000 | PA      | $3818138.80   | 0.17%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)              | FREDDIE MAC NOTES 07/27 4.5                            | CUSIP: 3134HBXX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $10002260.00  | 0.46%             | 2027-07-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-43                                                | FANNIE MAE FNR 2006 43 JF                              | CUSIP: 31395DE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    174622 | PA      | $172886.91    | 0.01%             | 2036-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VENTURE XXIX CLO LTD 2017-29A                                     | VENTURE CDO LTD VENTR 2017 29A AR 144A                 | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2066426 | PA      | $2069481.69   | 0.09%             | 2030-09-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2020-54                                                | FANNIE MAE FNR 2020 54 WF                              | CUSIP: 3136BBGN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1580238 | PA      | $1507221.51   | 0.07%             | 2050-08-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM         | CUSIP: 38376RRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2610 | PA      | $2620.51      | 0.00%             | 2066-02-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6088604.90   | 0.28%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP SR UNSECURED 06/26 VAR         | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    171000 | PA      | $171771.24    | 0.01%             | 2026-06-08      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3382                                           | FREDDIE MAC FHR 3382 FG                                | CUSIP: 31397PHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35548 | PA      | $35508.26     | 0.00%             | 2037-11-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTGAGE ASSOC SERIES 2007-26                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2007 26 FJ          | CUSIP: 38375KCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316577 | PA      | $313217.97    | 0.01%             | 2037-04-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                        | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625     | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $2289787.82   | 0.10%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR 144A 01/26 VAR       | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   7932000 | PA      | $7940971.09   | 0.36%             | 2026-01-09      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/27 VAR    | CUSIP: 44891CCW1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1320380.15   | 0.06%             | 2027-01-08      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA 03/26 1.849                         | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1581989.86   | 0.07%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                           | FREDDIE MAC FHR 5500 QF                                | CUSIP: 3137HJBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3717942 | PA      | $3738616.12   | 0.17%             | 2054-09-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                           | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 A A2         | CUSIP: 412922AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145134 | PA      | $145218.53    | 0.01%             | 2027-02-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5510                                           | FREDDIE MAC FHR 5510 FA                                | CUSIP: 3137HJMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4712799 | PA      | $4736255.55   | 0.22%             | 2055-02-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST 2015-C3                           | CSAIL COMMERCIAL MORTGAGE TRUS CSAIL 2015 C3 A4        | CUSIP: 12635FAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89893 | PA      | $89695.42     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA SR UNSECURED 144A 01/27 VAR                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $702677.86    | 0.03%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3957                                           | FREDDIE MAC FHR 3957 FA                                | CUSIP: 3137AHC30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36609 | PA      | $36427.15     | 0.00%             | 2041-11-15      | Floating      | 5.04%                 | 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        |   1960000 | PA      | $1970501.52   | 0.09%             | 2026-03-20      | Fixed         | 5.40%                 | 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        |   3115000 | PA      | $3105315.81   | 0.14%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.25000 06/18/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $787840.71    | 0.04%             |  |  |  | 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        |   6343205 | PA      | $6348225.14   | 0.29%             | 2026-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                 | KOMMUNALBANKEN AS SR UNSECURED 144A 06/27 VAR          | CUSIP: 50048MDS6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |  40000000 | PA      | $40011910.00  | 1.82%             | 2027-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/25 VAR    | CUSIP: 44891CCS0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2702497.28   | 0.12%             | 2025-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP               | CUSIP: 40412BX99<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198631.16   | 0.05%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 02/27 VAR               | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6900000 | PA      | $6831639.56   | 0.31%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML PAPER 10/25 ZCP               | CUSIP: 00913WXE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  15400000 | PA      | $15372621.88  | 0.70%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75             | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  12630000 | PA      | $12385876.50  | 0.56%             | 2026-06-30      | Fixed         | 1.75%                 | 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        |  11400000 | PA      | $11404283.78  | 0.52%             | 2027-01-15      | Floating      | 4.84%                 | 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        |   4665000 | PA      | $4665477.46   | 0.21%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                  | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR        | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3306674.28   | 0.15%             | 2027-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                   | AUST + NZ BANKING GROUP AUST + NZ BANKING GROUP        | CUSIP: 05252ADK4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2671000 | PA      | $2675490.86   | 0.12%             | 2026-03-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML PAPER 10/25 ZCP               | CUSIP: 00913WXA8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5293338.43   | 0.24%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                      | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6212300 | PA      | $6262967.61   | 0.28%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC SR UNSECURED 07/26 VAR          | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2448228.96   | 0.11%             | 2026-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5          | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    517000 | PA      | $507377.09    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                    | HOME DEPOT INC HOME DEPOT INC                          | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250146.93    | 0.01%             | 2025-12-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                            | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4300000 | PA      | $4307654.47   | 0.20%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                      | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3011759.95   | 0.14%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2838781.15   | 0.13%             | 2027-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375     | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $294118.62    | 0.01%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2011-99                                         | FANNIE MAE FNR 2011 99 GF                              | CUSIP: 3136A1KL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53145 | PA      | $52877.03     | 0.00%             | 2041-10-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A3         | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2311701 | PA      | $2317351.21   | 0.11%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   6300000 | PA      | $6300000.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6468896.28   | 0.29%             | 2027-07-22      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                      | SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A             | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198278 | PA      | $198374.01    | 0.01%             | 2026-11-20      | Fixed         | 4.94%                 | 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        |   3000000 | PA      | $2981404.29   | 0.14%             | 2026-12-09      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3838                                           | FREDDIE MAC FHR 3838 FG                                | CUSIP: 3137A9YG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11408 | PA      | $11400.48     | 0.00%             | 2040-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR    | CUSIP: 44891CCZ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    720000 | PA      | $722645.57    | 0.03%             | 2027-03-19      | Floating      | 5.21%                 | 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        |    882000 | PA      | $883688.77    | 0.04%             | 2026-01-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                             | CRSNT TRUST CRSNT 2021 MOON A 144A                     | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $14901178.50  | 0.68%             | 2036-04-15      | Floating      | 5.09%                 | 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        |  10377000 | PA      | $10252956.77  | 0.47%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-21M                             | BX TRUST BX 2021 21M A 144A                            | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5652835 | PA      | $5648886.88   | 0.26%             | 2036-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REPO BANK AMERICA REPO                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  90100000 | PA      | $90100000.00  | 4.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                    | NISSAN AUTO LEASE TRUST NALT 2024 B A2B                | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7074080 | PA      | $7079799.19   | 0.32%             | 2027-06-15      | Floating      | 4.78%                 | 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        |   4033000 | PA      | $4020664.79   | 0.18%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA         | CUSIP: 38376RKZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20049 | PA      | $20073.95     | 0.00%             | 2061-08-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                    | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400732 | PA      | $401624.09    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3505                                           | FREDDIE MAC FHR 3505 FA                                | CUSIP: 31397YPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20639 | PA      | $20893.63     | 0.00%             | 2039-01-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-64                                         | FANNIE MAE FNR 2015 64 FK                              | CUSIP: 3136AP3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1284067 | PA      | $1256975.97   | 0.06%             | 2055-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   8200000 | PA      | $8149682.50   | 0.37%             | 2026-12-14      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                           | SARANAC CLO LTD SRANC 2018 6A A1R 144A                 | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    301542 | PA      | $302060.74    | 0.01%             | 2031-08-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-2                                    | BMW VEHICLE LEASE TRUST BMWLT 2024 2 A2B               | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3745654 | PA      | $3748872.91   | 0.17%             | 2027-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                     | FLEX LTD SR UNSECURED 02/26 3.75                       | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1508000 | PA      | $1502450.17   | 0.07%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3305                                                  | FREDDIE MAC FHR 3305 KF                                | CUSIP: 31397GTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139646 | PA      | $137655.55    | 0.01%             | 2037-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4521                                           | FREDDIE MAC FHR 4521 AF                                | CUSIP: 3137BLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    355451 | PA      | $351043.90    | 0.02%             | 2041-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2        | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5001608.50   | 0.23%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 11/26 VAR                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  16775000 | PA      | $16714321.30  | 0.76%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) DEC25 XCBT 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      4459 | NC      | $694233.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC SR SECURED 01/26 1.57                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9022476.92   | 0.41%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A2 144A   | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763878 | PA      | $764776.59    | 0.03%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5068                                           | FREDDIE MAC FHR 5068 AB                                | CUSIP: 3137F8NS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3578886 | PA      | $2774646.39   | 0.13%             | 2050-11-25      | Fixed         | 1.00%                 | 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        |    923000 | PA      | $923253.80    | 0.04%             | 2026-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  JUN26 XCME 20260915                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      1009 | NC      | $80892.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR   | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   5822000 | PA      | $5845789.45   | 0.27%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 C A2B 144A   | CUSIP: 44935GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8200000 | PA      | $8209972.84   | 0.37%             | 2028-01-18      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 02/26 1.2             | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3459889.97   | 0.16%             | 2026-02-01      | Fixed         | 1.20%                 | 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        |   3500000 | PA      | $3511796.23   | 0.16%             | 2027-04-22      | Floating      | 5.23%                 | 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        |  12500000 | PA      | $12441402.88  | 0.57%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY MORTGAGE LOAN TRUST 2021-NQM4                          | ONSLOW BAY FINANCIAL LLC OBX 2021 NQM4 A1 144A         | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9621782 | PA      | $8268451.23   | 0.38%             | 2061-10-25      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R                                     | ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A             | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394199 | PA      | $2170280.39   | 0.10%             | 2048-10-25      | Variable      | 1.18%                 | 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        |  24907000 | PA      | $24721506.36  | 1.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                            | NORTHWEST PIPELINE LLC SR UNSECURED 12/25 7.125        | CUSIP: 667748AF4<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1941833.56   | 0.09%             | 2025-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                               | MFRA TRUST MFRA 2020 NQM2 A1 144A                      | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149846 | PA      | $1126114.24   | 0.05%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                    | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6025945 | PA      | $6048784.96   | 0.28%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-57                                         | FANNIE MAE FNR 2013 57 FN                              | CUSIP: 3136AEHA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84471 | PA      | $83195.52     | 0.00%             | 2043-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H02                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H02 FH         | CUSIP: 38375UYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1608239 | PA      | $1623996.49   | 0.07%             | 2067-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FA         | CUSIP: 38376RFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219813 | PA      | $219836.92    | 0.01%             | 2065-08-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2018-BX                                | NAVIENT STUDENT LOAN TRUST NAVSL 2018 BX A2B REGS      | CUSIP: U6379HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488162 | PA      | $488292.37    | 0.02%             | 2059-12-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A  | CUSIP: 46654PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12400000 | PA      | $12393292.84  | 0.56%             | 2038-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                | CONAGRA BRANDS INC SR UNSECURED 10/26 5.3              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031439.55   | 0.14%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                          | CONSTELLATION BRANDS INC COMPANY GUAR 12/26 3.7        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   7446000 | PA      | $7408511.62   | 0.34%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                              | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60171.92     | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | 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        |   1500000 | PA      | $1500125.78   | 0.07%             | 2025-10-10      | Floating      | 4.84%                 | 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        |   2460000 | PA      | $2459298.83   | 0.11%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-CA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335459 | PA      | $331468.40    | 0.02%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4722                                           | FREDDIE MAC FHR 4722 FA                                | CUSIP: 3137FAWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371139 | PA      | $361657.29    | 0.02%             | 2038-05-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSECURED 09/27 VAR                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003974.30   | 0.05%             | 2027-09-10      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-2                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 2 A3 144A    | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1244535 | PA      | $1254494.86   | 0.06%             | 2028-02-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 144A 01/27 VAR                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6600000 | PA      | $6540511.16   | 0.30%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/26 0.125                            | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33151944 | PA      | $33038644.58  | 1.50%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-74                                                | FANNIE MAE FNR 2010 74 AF                              | CUSIP: 31398RV36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30562 | PA      | $30485.26     | 0.00%             | 2037-07-25      | Floating      | 5.01%                 | 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        |  18663000 | PA      | $18407339.30  | 0.84%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS-3913                                           | FREDDIE MAC FHR 3913 FA                                | CUSIP: 3137AER98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6697 | PA      | $6649.07      | 0.00%             | 2041-08-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                         | TYCO ELECTRONICS GROUP S COMPANY GUAR 02/26 3.7        | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    980000 | PA      | $977149.55    | 0.04%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3046745 | PA      | $2885118.26   | 0.13%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT DEC25 XCBT 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -15 | NC      | $-46076.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-135                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 135 FE         | CUSIP: 38381QDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20245010 | PA      | $20336088.57  | 0.93%             | 2055-08-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2025-1A                                    | CHASE AUTO OWNER TRUST CHAOT 2025 1A A2 144A           | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14700000 | PA      | $14756824.32  | 0.67%             | 2028-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SECURED 144A 01/28 VAR              | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10034564.70  | 0.46%             | 2028-01-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF          | CUSIP: 38376YGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    971228 | PA      | $975018.34    | 0.04%             | 2040-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000870.30   | 0.23%             | 2026-11-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                          | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                 | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130869 | PA      | $131058.96    | 0.01%             | 2030-10-24      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-93                                         | FANNIE MAE FNR 2012 93 CF                              | CUSIP: 3136A8JQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241064 | PA      | $237696.64    | 0.01%             | 2042-06-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-41                                         | FANNIE MAE FNR 2019 41 FC                              | CUSIP: 3136B5SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    224901 | PA      | $218831.14    | 0.01%             | 2049-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   6011000 | PA      | $5968413.21   | 0.27%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2006-27                                         | FANNIE MAE FNR 2006 27 BF                              | CUSIP: 31395BZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3696 | PA      | $3669.79      | 0.00%             | 2036-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4             | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102169.13   | 0.05%             | 2026-09-06      | Fixed         | 4.40%                 | 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        |    400000 | PA      | $400530.13    | 0.02%             | 2026-04-02      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 01/27 VAR                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  31931000 | PA      | $32001400.51  | 1.46%             | 2027-01-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                       | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |  15595561 | PA      | $153008048.62 | 6.96%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR        | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192235.33    | 0.01%             | 2026-05-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                        | LCM LTD PARTNERSHIP LCM 30A AR 144A                    | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890855 | PA      | $892413.95    | 0.04%             | 2031-04-20      | Floating      | 5.67%                 | 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        |   7085000 | PA      | $7030252.50   | 0.32%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP               | CUSIP: 40412BXM0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1894857.27   | 0.09%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR            | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  22000000 | PA      | $22036009.38  | 1.00%             | 2026-08-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                               | FORD CREDIT AUTO OWNER TRUST FORDO 2025 B A2B          | CUSIP: 34532BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15000231.00  | 0.68%             | 2028-06-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL AL5548 FN 05/38 FLOATING VAR                 | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1661415 | PA      | $1725018.89   | 0.08%             | 2038-05-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| MUNICIPALITY FINANCE PLC (AKA: KUNTARAHOITUS OYJ)                 | KUNTARAHOITUS OYJ LOCAL GOVT G 07/26 VAR               | CUSIP: ACI2M7SQ4<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | MUN               | FI        |   1000000 | PA      | $1005265.00   | 0.05%             | 2026-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4904                                           | FREDDIE MAC FHR 4904 FA                                | CUSIP: 3137FN6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1838192 | PA      | $1789341.33   | 0.08%             | 2049-06-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271JX10<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2299730.67   | 0.10%             | 2025-10-01      | None          | 0.00%                 | 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        |    287000 | PA      | $287347.50    | 0.01%             | 2026-03-02      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR     | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9910817.40   | 0.45%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1                      | GS MORTGAGE BACKED SECURITIES GSMBS 2021 HP1 A9 144A   | CUSIP: 36262RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    703162 | PA      | $658233.84    | 0.03%             | 2052-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A        | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1218233 | PA      | $1158936.31   | 0.05%             | 2069-05-15      | Fixed         | 1.69%                 | 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        |  11100000 | PA      | $11127282.36  | 0.51%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3367                                           | FREDDIE MAC FHR 3367 YF                                | CUSIP: 31397KGG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    298702 | PA      | $297750.11    | 0.01%             | 2037-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR          | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5100000 | PA      | $5140590.95   | 0.23%             | 2026-10-02      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR-2020-H01             | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H01 FM         | CUSIP: 38380LX65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4717434 | PA      | $4722081.36   | 0.21%             | 2070-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2614                                                  | FREDDIE MAC FHR 2614 FV                                | CUSIP: 31393QMP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71297 | PA      | $72792.59     | 0.00%             | 2033-05-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/26 2.125 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    481000 | PA      | $476109.80    | 0.02%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                   | AES CORP DISC COML PAPER 10/25 ZCP                     | CUSIP: 00809GX77<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  20900000 | PA      | $20881794.01  | 0.95%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                             | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2768714 | PA      | $2771684.05   | 0.13%             | 2031-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PHEAA STUDENT LOAN TRUST 2016-2A                                  | PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A     | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1527482 | PA      | $1529238.35   | 0.07%             | 2065-11-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709           | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2900000 | PA      | $2911269.57   | 0.13%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05      | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   5485000 | PA      | $5489857.19   | 0.25%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR          | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503090.57   | 0.07%             | 2027-03-08      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2399                                                  | FREDDIE MAC FHR 2399 XF                                | CUSIP: 31339MXK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80782 | PA      | $81431.36     | 0.00%             | 2032-01-15      | Floating      | 5.44%                 | 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        |    500000 | PA      | $500542.45    | 0.02%             | 2026-12-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                    | PROTECTIVE LIFE GLOBAL SECURED 144A 01/26 5.366        | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501363.34    | 0.02%             | 2026-01-06      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2A                                 | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5765344 | PA      | $5793003.91   | 0.26%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NSLT-2021-BA                                                      | NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A        | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1289049 | PA      | $1220042.44   | 0.06%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2024-6                                       | VERIZON MASTER TRUST VZMT 2024 6 A1B                   | CUSIP: 92348KDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10057710.00  | 0.46%             | 2030-08-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                    | CARMAX AUTO OWNER TRUST CARMX 2024 1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9195000 | PA      | $9263267.36   | 0.42%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H08                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H08 LF         | CUSIP: 38380LED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4409296 | PA      | $4432617.87   | 0.20%             | 2068-06-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                                   | VENTURE CDO LTD VENTR 2017 28A A2R 144A                | CUSIP: 92331AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    296802 | PA      | $296961.92    | 0.01%             | 2030-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                               | ENTERGY CORP SR UNSECURED 09/26 2.95                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1247841.02   | 0.06%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 07/26 VAR          | CUSIP: 02665WGC9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7010215.10   | 0.32%             | 2026-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                        | AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982530.38   | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q029 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q029 A             | CUSIP: 3137HHH38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6796971 | PA      | $6796580.17   | 0.31%             | 2027-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 144A 06/26 VAR                             | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $251883.54    | 0.01%             | 2026-06-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR        | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  19260000 | PA      | $19327058.89  | 0.88%             | 2026-01-13      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-3                                    | CARMAX AUTO OWNER TRUST CARMX 2023 3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2502402 | PA      | $2521262.61   | 0.11%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP               | CUSIP: 40412BXN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $21439122.75  | 0.98%             | 2025-10-22      | None          | 0.00%                 | 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        |  12861000 | PA      | $12899538.12  | 0.59%             | 2026-11-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    169000 | PA      | $169620.97    | 0.01%             | 2027-03-19      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                | PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.65       | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2135016.52   | 0.10%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION          | NATIONAL RURAL UTIL COOP SR UNSECURED 11/26 VAR        | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8032669.92   | 0.37%             | 2026-11-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                              | GNMA II POOL 785555 G2 06/71 FLOATING VAR              | CUSIP: 3622ABBY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3027152 | PA      | $3089474.71   | 0.14%             | 2071-06-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                         | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/26 3.407    | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2092338.40   | 0.10%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)DEC25 XCBT 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -86 | NC      | $-42435.76    | -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        |  24000000 | PA      | $24001878.00  | 1.09%             | 2026-01-12      | Fixed         | 4.38%                 | 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        |  16606000 | PA      | $16412902.44  | 0.75%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                  | NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A         | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940050 | PA      | $859180.72    | 0.04%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| KKR CLO 9 LTD                                                     | KKR FINANCIAL CLO LTD KKR 9 AR2 144A                   | CUSIP: 48250LAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1336070 | PA      | $1336763.50   | 0.06%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 07/27 VAR                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3725000 | PA      | $3805058.45   | 0.17%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T MOBILE USA INC COMPANY GUAR 02/26 1.5                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1759000 | PA      | $1740964.85   | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A LLC                                                 | DLLAD LLC DLLAD 2023 1A A3 144A                        | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1833162 | PA      | $1842529.35   | 0.08%             | 2028-01-20      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                        | TOYOTA AUTO RECEIVABLES OWNER TAOT 2025 B A2B          | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10016174.00  | 0.46%             | 2028-03-15      | Floating      | 4.91%                 | 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        |    159000 | PA      | $159365.84    | 0.01%             | 2026-05-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                        | SPACE COAST CREDIT UNION SCCU 2025 1A A1 144A          | CUSIP: 80620BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3315429 | PA      | $3316702.74   | 0.15%             | 2026-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                           | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9574128.00   | 0.44%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                      | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    417812 | PA      | $418421.49    | 0.02%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA SR UNSECURED REGS 07/26 VAR         | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2035000 | PA      | $2049266.57   | 0.09%             | 2026-07-05      | Floating      | 5.64%                 | 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        |  14257000 | PA      | $14245460.67  | 0.65%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8765000 | PA      | $8653302.78   | 0.39%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/26 1.75       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8994000 | PA      | $8921757.31   | 0.41%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR     | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $12341910.53  | 0.56%             | 2027-06-11      | Floating      | 4.81%                 | 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        |    970000 | PA      | $977230.92    | 0.04%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 10/26 VAR                                 | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  12912000 | PA      | $12906827.97  | 0.59%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/26 VAR     | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   5657000 | PA      | $5703915.20   | 0.26%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $33879.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB REGS 06/26 VAR                             | CUSIP: ACI2GM5T7<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2200000 | PA      | $2216575.17   | 0.10%             | 2026-06-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR         | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  12700000 | PA      | $12719434.56  | 0.58%             | 2027-03-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                    | CARMAX AUTO OWNER TRUST CARMX 2025 2 A2B               | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10032841.00  | 0.46%             | 2028-07-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT DEC25 XCBT 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -200 | NC      | $-220165.93   | -0.01%            |  |  |  | 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        |  13205000 | PA      | $13253452.71  | 0.60%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55            | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $696004.61    | 0.03%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                   | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2B 144A          | CUSIP: 89239NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18566988 | PA      | $18579550.30  | 0.85%             | 2027-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA 144A 11/25 7                       | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7618000 | PA      | $7646011.31   | 0.35%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2006-56                                                | FANNIE MAE FNR 2006 56 PF                              | CUSIP: 31395NWK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34805 | PA      | $34597.67     | 0.00%             | 2036-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                        | VMWARE LLC SR UNSECURED 08/26 1.4                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3227424.45   | 0.15%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR         | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61941.06     | 0.00%             | 2027-10-28      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS-3977                                           | FREDDIE MAC FHR 3977 FB                                | CUSIP: 3137AJZ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    190714 | PA      | $189696.80    | 0.01%             | 2041-12-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A2B 144A   | CUSIP: 44935WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10440583 | PA      | $10445314.53  | 0.48%             | 2027-06-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/25 4.45       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2100000 | PA      | $2100000.00   | 0.10%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                   | KIA CORP SR UNSECURED REGS 04/26 3.25                  | CUSIP: Y47606AE1<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1350000 | PA      | $1342655.31   | 0.06%             | 2026-04-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 144A 10/26 VAR                        | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  23300000 | PA      | $23313856.74  | 1.06%             | 2026-10-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A        | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471268 | PA      | $482094.01    | 0.02%             | 2058-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H17 FC         | CUSIP: 38375UNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    246465 | PA      | $246576.44    | 0.01%             | 2064-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                         | A SUSTAINABLE INFRASTRUCTURE C 10/25 ZCP               | CUSIP: 40460JX10<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7698916.61   | 0.35%             | 2025-10-01      | None          | 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        |   6000000 | PA      | $6006159.48   | 0.27%             | 2026-12-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR            | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1186506.88   | 0.05%             | 2027-09-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA         | CUSIP: 38376RMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1040 | PA      | $1042.54      | 0.00%             | 2065-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-69                                         | FANNIE MAE FNR 2014 69 AF                              | CUSIP: 3136ALXW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1279780 | PA      | $1294190.50   | 0.06%             | 2044-11-25      | Floating      | 4.81%                 | 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        |  10509000 | PA      | $10528125.54  | 0.48%             | 2026-01-29      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| COMM 2019-521F MORTGAGE TRUST                                     | COMM MORTGAGE TRUST COMM 2019 521F A 144A              | CUSIP: 20048GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2614612.50   | 0.12%             | 2034-06-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A           | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    773167 | PA      | $773743.94    | 0.04%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD AUTO TRUST 2023-1                                     | FIFTH THIRD AUTO TRUST FITAT 2023 1 A3                 | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2317009 | PA      | $2338601.17   | 0.11%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-2                                    | CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A               | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298698 | PA      | $299236.52    | 0.01%             | 2027-05-17      | Fixed         | 5.65%                 | 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        |   2279000 | PA      | $2235961.18   | 0.10%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-9                                          | FANNIE MAE FNR 2012 9 FC                               | CUSIP: 3136A3D24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215220 | PA      | $213407.05    | 0.01%             | 2042-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A        | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9542045 | PA      | $9235124.08   | 0.42%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4203000 | PA      | $4146773.48   | 0.19%             | 2026-04-15      | Fixed         | 1.60%                 | 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        |   3311000 | PA      | $3317909.13   | 0.15%             | 2026-04-27      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) DEC25 XCBT 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -2508 | NC      | $-430044.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                         | CNA FINANCIAL CORP SR UNSECURED 03/26 4.5              | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699963.29    | 0.03%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                      | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A         | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4035923 | PA      | $4043250.81   | 0.18%             | 2031-11-13      | Floating      | 5.48%                 | 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        |  28550000 | PA      | $28589237.12  | 1.30%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE 10/25 ZCP                                 | CUSIP: 22823PXP3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18943837.90  | 0.86%             | 2025-10-23      | None          | 0.00%                 | 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        |   1455000 | PA      | $1457714.11   | 0.07%             | 2026-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-1                                                      | CARMAX AUTO OWNER TRUST CARMX 2025 1 A2B               | CUSIP: 14319WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9417108 | PA      | $9419650.90   | 0.43%             | 2028-03-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                | BACARDI MARTINI B V                                    | CUSIP: 05634EX98<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8889851.33   | 0.40%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                           | FREDDIE MAC FHR 5508 AF                                | CUSIP: 3137HJFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8820006 | PA      | $8840945.36   | 0.40%             | 2055-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                      | ALIMENTATION COUCHE TARD INC 10/25 ZCP                 | CUSIP: 01626UX26<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   3800000 | PA      | $3799094.08   | 0.17%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                               | FORD CREDIT AUTO OWNER TRUST FORDO 2024 B A2B          | CUSIP: 34531QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6945915 | PA      | $6946896.88   | 0.32%             | 2027-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                | VOYA FINANCIAL INC COMPANY GUAR 06/26 3.65             | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   6158000 | PA      | $6135477.42   | 0.28%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A2B        | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8424499 | PA      | $8431727.64   | 0.38%             | 2027-01-20      | Floating      | 4.86%                 | 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        |    450000 | PA      | $450519.94    | 0.02%             | 2026-03-06      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8400859.94   | 0.38%             | 2029-11-20      | Fixed         | 5.33%                 | 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        |   4424000 | PA      | $4425656.96   | 0.20%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM           | CUSIP: 38376TX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530346 | PA      | $531177.28    | 0.02%             | 2040-01-16      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A           | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    285331 | PA      | $285589.48    | 0.01%             | 2027-05-26      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3826                                           | FREDDIE MAC FHR 3826 AF                                | CUSIP: 3137A7Q94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46768 | PA      | $46407.86     | 0.00%             | 2041-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                    | KOREA NATIONAL OIL CORP SR UNSECURED REGS 10/25 3.25   | CUSIP: 50065XAK0<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |   1950000 | PA      | $1950000.00   | 0.09%             | 2025-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-9                                   | JP MORGAN MORTGAGE TRUST JPMMT 2024 9 A11 144A         | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1769420 | PA      | $1774315.08   | 0.08%             | 2055-02-25      | Floating      | 5.71%                 | 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        |  11198000 | PA      | $11151588.32  | 0.51%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                       | CUSIP: 49271JXF9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4192506.36   | 0.19%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5442                                           | FREDDIE MAC FHR 5442 FB                                | CUSIP: 3137HF4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8692139 | PA      | $8733131.39   | 0.40%             | 2054-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4842                                           | FREDDIE MAC FHR 4842 FW                                | CUSIP: 3137FJG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4185002 | PA      | $4127538.16   | 0.19%             | 2037-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B                           | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2         | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4124776 | PA      | $4128246.55   | 0.19%             | 2027-08-16      | Fixed         | 4.62%                 | 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        |    460000 | PA      | $461681.36    | 0.02%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5472                                           | FREDDIE MAC FHR 5472 FA                                | CUSIP: 3137HHEK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17668549 | PA      | $17612405.38  | 0.80%             | 2054-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                  | TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A          | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3534956 | PA      | $3337982.62   | 0.15%             | 2061-11-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-A                                     | SLM STUDENT LOAN TRUST SLMA 2005 A A4                  | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880052 | PA      | $868314.35    | 0.04%             | 2038-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                            | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR     | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3403994.15   | 0.15%             | 2027-09-02      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FC         | CUSIP: 38375U3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49026 | PA      | $48986.23     | 0.00%             | 2068-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 04/26 4.125             | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11152000 | PA      | $11153681.94  | 0.51%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP SR UNSECURED 10/25 VAR         | CUSIP: 24422EXJ3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3900807.50   | 0.18%             | 2025-10-22      | Floating      | 4.83%                 | 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        |  19672000 | PA      | $19366605.77  | 0.88%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8906684 | PA      | $8086139.41   | 0.37%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  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        |   9806000 | PA      | $9677730.07   | 0.44%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 05/26 VAR          | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9585000 | PA      | $9605650.50   | 0.44%             | 2026-05-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4263                                           | FREDDIE MAC FHR 4263 FB                                | CUSIP: 3137B5QC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166328 | PA      | $164999.44    | 0.01%             | 2043-11-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML PAPER 10/25 ZCP               | CUSIP: 00913WX26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299675.26   | 0.06%             | 2025-10-02      | None          | 0.00%                 | 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        |  10965000 | PA      | $10972552.80  | 0.50%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP               | CUSIP: 40412BXH1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3592155.60   | 0.16%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                               | GEORGIA PACIFIC LLC SR UNSECURED 144A 05/26 0.95       | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309110.23    | 0.01%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-84                                         | FANNIE MAE FNR 2014 84 BF                              | CUSIP: 3136AL2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7032579 | PA      | $6961701.15   | 0.32%             | 2044-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                            | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A3 144A    | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4032899.60   | 0.18%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                            | SOUTHERN POWER CO SR UNSECURED 01/26 0.9               | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187207.51    | 0.01%             | 2026-01-15      | Fixed         | 0.90%                 | 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