# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007214
**Filing Date:** 2026-5
**Character Count:** 386501
**Document Hash:** e2caa54a9f4c7139b9a91bc6ab43f0f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007214.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043379

**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 Portfolio (Series ID: S000057874)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000187474 | PIMCO Short Asset Portfolio |  |

## 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 Portfolio

- **b. EDGAR series identifier (if any):** S000057874

- **c. LEI of Series:** 549300F9QJIJF2GM8419

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7219772250.63

**Total Liabilities:** $350597761.30

**Net Assets:** $6869174489.33

**Delayed Delivery Securities:** $22539079.30

**Cash Not Reported:** $20384357.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 785610.912400 | **1-Year:** 375024.748600 | **5-Year:** 118741.869500 | **10-Year:** 1031.964600 | **30-Year:** 431.772000

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

- **3-Month:** 872.188500 | **1-Year:** 375.038200 | **5-Year:** 74.465500 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000187474 | 0.40%                | 0.35%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1800172.08             | $16667667.28                               |
| Month 2  | $8672055.42              | $-1105353.87                               |
| Month 3  | $2758296.16              | $-29692248.56                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FANNIE MAE REMICS 2019-18                                         | FANNIE MAE FNR 2019 18 FM                               | CUSIP: 3136B4PY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7227486 | PA      | $7167536.89    | 0.10%             | 2049-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                           | HARVEST CLO HARVT 21A A1R 144A                          | CUSIP: ACI1WSV44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5757885 | PA      | $6662171.70    | 0.10%             | 2031-07-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                | FANNIE MAE FNR 2025 35 FB                               | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7024241 | PA      | $7079060.49    | 0.10%             | 2055-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC COMPANY GUAR 11/26 5.55                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     986000 | PA      | $991870.47     | 0.01%             | 2026-11-01      | Fixed         | 5.55%                 | 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        |   19191000 | PA      | $19188853.29   | 0.28%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                         | FANNIE MAE FNR 2025 88 KF                               | CUSIP: 3136BXZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1078462 | PA      | $1083866.36    | 0.02%             | 2055-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                          | STATE STREET CORP SR UNSECURED 04/28 VAR                | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401364.18     | 0.01%             | 2028-04-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-3                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A     | CUSIP: 17332RCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3681927 | PA      | $3703555.82    | 0.05%             | 2055-06-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5648                                           | FREDDIE MAC FHR 5648 CF                                 | CUSIP: 3137HQXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50800000 | PA      | $50542449.08   | 0.74%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                       | QATAR ENERGY SR UNSECURED 144A 09/26 1.375              | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    3900000 | PA      | $3848317.20    | 0.06%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                            | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR           | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    6015000 | PA      | $6016404.26    | 0.09%             | 2027-05-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-92                                         | FANNIE MAE FNR 2014 92 FB                               | CUSIP: 3136AMED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1577091 | PA      | $1539411.26    | 0.02%             | 2045-01-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                 | AIRCASTLE LTD COMPANY GUAR 06/26 4.25                   | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      98000 | PA      | $97883.84      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 03/27 2.9                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4858000 | PA      | $4786699.96    | 0.07%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4707                                           | FREDDIE MAC FHR 4707 FD                                 | CUSIP: 3137F2N36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4604124 | PA      | $4523219.49    | 0.07%             | 2044-09-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   13800000 | PA      | $13853651.92   | 0.20%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR          | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   49600000 | PA      | $49609833.70   | 0.72%             | 2027-08-11      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                  | LSEG US FIN CORP COMPANY GUAR 144A 03/27 4.875          | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |     277000 | PA      | $278342.20     | 0.00%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 03/27 3.125                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4683000 | PA      | $4624271.15    | 0.07%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4779                                           | FREDDIE MAC FHR 4779 WF                                 | CUSIP: 3137F4BX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1347233 | PA      | $1320253.44    | 0.02%             | 2044-07-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 03/28 VAR                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $6869142.37    | 0.10%             | 2028-03-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  DEC27 XCME 20280314                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       4064 | NC      | $-1669370.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA           | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1704731 | PA      | $1716451.26    | 0.02%             | 2054-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5496                                           | FREDDIE MAC FHR 5496 AF                                 | CUSIP: 3137HHZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19115829 | PA      | $19237325.29   | 0.28%             | 2055-01-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                    | NISSAN AUTO LEASE TRUST NALT 2024 B A3                  | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5027374.00    | 0.07%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-88                                         | FANNIE MAE FNR 2016 88 AF                               | CUSIP: 3136AUTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800652 | PA      | $793566.44     | 0.01%             | 2046-12-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 08/27 VAR                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $989279.73     | 0.01%             | 2027-08-10      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-248666.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                               | MFRA TRUST MFRA 2021 RPL1 A1 144A                       | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12714856 | PA      | $11664890.15   | 0.17%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR           | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21683991.26   | 0.32%             | 2027-08-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR REGS 04/27 VAR        | CUSIP: U37818BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1706800.48    | 0.02%             | 2027-04-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)            | CBRE SVCS INC DISC COML PAPER 06/26 ZCP                 | CUSIP: 12610CFC9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   67700000 | PA      | $67137927.52   | 0.98%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 01/28 VAR                              | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   31751000 | PA      | $31260869.34   | 0.46%             | 2028-01-07      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-895859.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA REGS 10/27 VAR                                  | CUSIP: 05584KAK4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     727000 | PA      | $716932.86     | 0.01%             | 2027-10-19      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   46850000 | PA      | $46815924.59   | 0.68%             | 2027-10-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2711000 | PA      | $2705543.35    | 0.04%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 07/27 VAR                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2175076.49    | 0.03%             | 2027-07-20      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | NORDEA BANK ABP REGS 03/28 VAR                          | CUSIP: X60003AE4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     250000 | PA      | $250670.94     | 0.00%             | 2028-03-17      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                             | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A            | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3100197.97    | 0.05%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A3          | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1780842 | PA      | $1789386.14    | 0.03%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                       | PNC BANK NA SR UNSECURED 07/28 VAR                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10719155.03   | 0.16%             | 2028-07-21      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR REGS 04/27 VAR        | CUSIP: U5876JBD6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3506066.90    | 0.05%             | 2027-04-01      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC                                    | CUSIP: 37790BE49<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25600000 | PA      | $25502950.40   | 0.37%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD          | CUSIP: 38383KZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16881440 | PA      | $17139559.17   | 0.25%             | 2074-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                    | TR FINANCE LLC COMPANY GUAR 05/26 3.35                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $5785733.10    | 0.08%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201521.36     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4913                                           | FREDDIE MAC FHR 4913 FB                                 | CUSIP: 3137FNJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144252 | PA      | $142620.44     | 0.00%             | 2037-01-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                   | AOZORA BANK SR UNSECURED REGS 09/26 5.9                 | CUSIP: ACI2JJCB2<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1006341.45    | 0.01%             | 2026-09-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                              | WEC ENERGY GROUP INC SR UNSECURED 09/26 5.6             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1964025.72    | 0.03%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     425000 | PA      | $423759.06     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | FISERV INC SR UNSECURED 02/31 4.55                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11461598.46   | 0.17%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)       | WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45          | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3485726.71    | 0.05%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 05/26 5.75   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10353000 | PA      | $10360907.93   | 0.15%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE 144A 06/27 VAR                         | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10626000 | PA      | $10570594.65   | 0.15%             | 2027-06-09      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                        | HARDWOOD FUNDING LLC 4A2                                | CUSIP: 990ACFQD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4578017.24    | 0.07%             | 2029-06-08      | Fixed         | 4.36%                 | Yes           |                  3 | 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        |    2339839 | PA      | $2374602.98    | 0.03%             | 2067-09-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC                                    | CUSIP: 26882SDD5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4493408.85    | 0.07%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2025-4 DAC 25-4A                              | GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A             | CUSIP: ACI379GR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   13600000 | PA      | $15719177.87   | 0.23%             | 2039-08-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-66                                         | FANNIE MAE FNR 2012 66 AK                               | CUSIP: 3136A6ZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000353 | PA      | $988024.00     | 0.01%             | 2027-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A      | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4067520 | PA      | $4130609.20    | 0.06%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-69.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2A         | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142412 | PA      | $142441.97     | 0.00%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $228.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                     | SLM STUDENT LOAN TRUST SLMA 2013 2 A                    | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10037112 | PA      | $9827441.59    | 0.14%             | 2043-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                       | CITADEL LP SR UNSECURED 144A 01/27 4.875                | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1074296.41    | 0.02%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5439                                           | FREDDIE MAC FHR 5439 FJ                                 | CUSIP: 3137HF3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     301972 | PA      | $303756.84     | 0.00%             | 2054-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PPM CLO LTD 2019-3A                                               | PPM CLO 3 LTD. PPMC 2019 3A A1R2 144A                   | CUSIP: 69355EAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12300000 | PA      | $12311087.59   | 0.18%             | 2034-07-17      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   10617000 | PA      | $10582469.27   | 0.15%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 03/27 4                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1603244.17    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR    | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5160895.70    | 0.08%             | 2027-03-25      | Floating      | 4.70%                 | 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        |    5385069 | PA      | $5382395.26    | 0.08%             | 2036-10-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DDN6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $897651.00     | 0.01%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                               | FORD CREDIT AUTO OWNER TRUST FORDO 2025 B A2A           | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8700000 | PA      | $8693326.23    | 0.13%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                               | ENTERGY CORP SR UNSECURED 09/26 2.95                    | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     416000 | PA      | $413632.12     | 0.01%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP 2023-C                                         | PFS FINANCING CORP. PFSFC 2023 C A 144A                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8058446.40    | 0.12%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                          | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4900000 | PA      | $4900935.51    | 0.07%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                          | WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7        | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1742000 | PA      | $1735875.51    | 0.03%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 09/26 2.55            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    9079000 | PA      | $8997359.73    | 0.13%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                         | FANNIE MAE FNR 2025 16 FM                               | CUSIP: 3136BU5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6876622 | PA      | $6924853.73    | 0.10%             | 2055-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 12/26 6.05              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9416000 | PA      | $9504400.61    | 0.14%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/27 VAR         | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24998509.25   | 0.36%             | 2027-06-09      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR REGS 03/27 4          | CUSIP: U37818AR9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1344384.46    | 0.02%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2019-2 DAC 19-2A                                 | CARLYLE EURO CLO CGMSE 2019 2A A1R 144A                 | CUSIP: ACI1ZPM05<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1925037 | PA      | $2227363.61    | 0.03%             | 2032-08-15      | Floating      | 2.87%                 | 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        |   42000000 | PA      | $42026203.80   | 0.61%             | 2026-07-16      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSECURED 09/28 VAR                 | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    9854000 | PA      | $9856506.56    | 0.14%             | 2028-09-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4876                                           | FREDDIE MAC FHR 4876 MF                                 | CUSIP: 3137FLY81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2673155 | PA      | $2641882.90    | 0.04%             | 2038-09-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298429.77     | 0.00%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4707                                           | FREDDIE MAC FHR 4707 FK                                 | CUSIP: 3137F2ND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3813629 | PA      | $3810320.03    | 0.06%             | 2037-10-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DEB1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   38600000 | PA      | $38407714.10   | 0.56%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPRA4 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  413600000 | NC      | $278642.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                              | KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1490639.83    | 0.02%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                         | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   34850000 | PA      | $35076525.00   | 0.51%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-72                                         | FANNIE MAE FNR 2025 72 FA                               | CUSIP: 3136BWW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5769842 | PA      | $5807433.36    | 0.08%             | 2055-08-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR    | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $6316367.97    | 0.09%             | 2026-09-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FINSBURY SQUARE 21-1GRA                                           | FINSBURY SQUARE FSQ 2021 1GRA AGRN 144A                 | CUSIP: ACI1YK6T2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     357637 | PA      | $473580.95     | 0.01%             | 2067-12-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A   | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19087503 | PA      | $18497390.23   | 0.27%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 144A 09/27 5.337                            | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    9955000 | PA      | $10096699.17   | 0.15%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-C                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A      | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3830992 | PA      | $3910370.53    | 0.06%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING 2024-3 PLC 24-3A                             | TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A               | CUSIP: ACI2R23Z7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     563103 | PA      | $745323.32     | 0.01%             | 2066-12-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| UWM-2021-INV4                                                     | UNITED WHOLSALE MORTGAGE LLC UWM 2021 INV4 A9 144A      | CUSIP: 918307AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9743191 | PA      | $9095132.03    | 0.13%             | 2051-12-25      | Floating      | 4.61%                 | 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        |     900000 | PA      | $903099.23     | 0.01%             | 2027-03-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 02/27 VAR           | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8998771.68    | 0.13%             | 2027-02-26      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   42114000 | PA      | $41656829.79   | 0.61%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A      | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2621251 | PA      | $2668057.25    | 0.04%             | 2053-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $40980.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR           | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4021463.16    | 0.06%             | 2027-06-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                           | FREDDIE MAC FHR 5584 DF                                 | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5497467 | PA      | $5523840.67    | 0.08%             | 2055-10-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD 2016-22A                                      | GALAXY CLO LTD GALXY 2016 22A AR4 144A                  | CUSIP: 36320TBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1154804 | PA      | $1154349.76    | 0.02%             | 2034-04-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3         | GM FINANCIAL SECURITIZED TERM GMCAR 2023 3 A3           | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1509225 | PA      | $1516897.37    | 0.02%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-39                                         | FANNIE MAE FNR 2018 39 FW                               | CUSIP: 3136B2CD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4419184 | PA      | $4370118.14    | 0.06%             | 2048-06-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                      | SYNOPSYS INC SR UNSECURED 04/28 4.65                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13051895.22   | 0.19%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GPMT LTD 2021-FL4                                                 | GPMT LTD. GPMT 2021 FL4 A 144A                          | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1618483 | PA      | $1616422.68    | 0.02%             | 2036-12-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                          | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6200000 | PA      | $6208483.96    | 0.09%             | 2034-10-15      | Floating      | 4.95%                 | 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        |     435538 | PA      | $433364.07     | 0.01%             | 2037-04-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-79                                         | FANNIE MAE FNR 2019 79 FA                               | CUSIP: 3136B72K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     278318 | PA      | $273837.39     | 0.00%             | 2050-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                           | FREDDIE MAC FHR 5484 FA                                 | CUSIP: 3137HHKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8850441 | PA      | $8925848.34    | 0.13%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A    | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1065951 | PA      | $1066973.60    | 0.02%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LTD                                        | BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A             | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23200000 | PA      | $23205550.14   | 0.34%             | 2035-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                             | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4175443 | PA      | $4200424.33    | 0.06%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-39443.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4948                                           | FREDDIE MAC FHR 4948 E                                  | CUSIP: 3137FQZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1612891 | PA      | $1476957.77    | 0.02%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7      | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    7768000 | PA      | $7706632.80    | 0.11%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR            | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23600000 | PA      | $23533546.88   | 0.34%             | 2027-06-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394557.28     | 0.01%             | 2027-09-22      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED REGS 08/26 VAR            | CUSIP: 04686E4J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2905344.44    | 0.04%             | 2026-08-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-188.10       | -0.00%            |  |  |  | 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        |   13757000 | PA      | $13739798.38   | 0.20%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2A LTD                            | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 2A A1R 144A   | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4494851.73    | 0.07%             | 2033-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FUNDING LLC 2024-A1                                | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A1 A           | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $10696074.16   | 0.16%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-39                                         | FANNIE MAE FNR 2019 39 F                                | CUSIP: 3136B5YZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6809064 | PA      | $6725022.65    | 0.10%             | 2048-12-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 ISSUER LTD                                       | GS REFT 2026 FL1 ISSUER LTD GSREFT 2026 FL1 A 144A      | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15600000 | PA      | $15639000.00   | 0.23%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875       | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6139194.15    | 0.09%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                            | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $6633290.56    | 0.10%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 3YR BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       4749 | NC      | $-1291216.74   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        176 | NC      | $-148340.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2A         | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12514795 | PA      | $12531632.81   | 0.18%             | 2027-05-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $9.07          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-61                                         | FANNIE MAE FNR 2014 61 FA                               | CUSIP: 3136ALFX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14800000 | PA      | $14653304.16   | 0.21%             | 2044-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R1                                | VERUS SECURITIZATION TRUST VERUS 2021 R1 A3 144A        | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71465 | PA      | $69375.72      | 0.00%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                               | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85    | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   26510000 | PA      | $26068591.00   | 0.38%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-96                                         | FANNIE MAE FNR 2013 96 FW                               | CUSIP: 3136AGAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214072 | PA      | $212031.92     | 0.00%             | 2043-09-25      | Floating      | 4.18%                 | 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        |     217730 | PA      | $215925.64     | 0.00%             | 2043-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4351                                           | FREDDIE MAC FHR 4351 FA                                 | CUSIP: 3137BBQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     969146 | PA      | $950809.82     | 0.01%             | 2038-05-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                           | FREDDIE MAC FHR 5517 VF                                 | CUSIP: 3137HKP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12890617 | PA      | $12979981.24   | 0.19%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-9257.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 09/26 5.375                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7330000 | PA      | $7335850.66    | 0.11%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-101                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 101 FC          | CUSIP: 38385GB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9860797 | PA      | $9932739.93    | 0.14%             | 2055-06-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                           | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61451815 | PA      | $61855056.11   | 0.90%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                           | FREDDIE MAC FHR 5500 AF                                 | CUSIP: 3137HJ7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1521411 | PA      | $1524315.43    | 0.02%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7076079.64    | 0.10%             | 2029-01-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 11/28 VAR                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10417572.00   | 0.15%             | 2028-11-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                   | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/26 2.6            | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1191093.55    | 0.02%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 04/27 4.2    | CUSIP: 709599AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1356607.28    | 0.02%             | 2027-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                            | HARLEY DAVIDSON FINL SER COMPANY GUAR 144A 02/27 3.05   | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1094140.92    | 0.02%             | 2027-02-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   27260000 | PA      | $27577456.60   | 0.40%             | 2028-04-01      | Fixed         | 5.50%                 | 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        |   12200000 | PA      | $12254835.22   | 0.18%             | 2027-09-02      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3507036.16    | 0.05%             | 2027-07-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1853.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-87                                         | FANNIE MAE FNR 2025 87 FC                               | CUSIP: 3136BXQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5407382 | PA      | $5441047.98    | 0.08%             | 2055-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BS9669 FN 10/28 FIXED 4.72                    | CUSIP: 3140LLW72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1012500.06    | 0.01%             | 2028-10-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875            | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $15641393.04   | 0.23%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                               | CONSTELLATION ENERGY                                    | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10698706.37   | 0.16%             | 2026-04-01      | None          | 0.00%                 | 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        |    5468000 | PA      | $5459645.93    | 0.08%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                        | ARES CLO LTD ARES 2017 44A A1RR 144A                    | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20600000 | PA      | $20621898.42   | 0.30%             | 2034-04-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR            | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $5933473.56    | 0.09%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A       | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2311004 | PA      | $2300548.43    | 0.03%             | 2069-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC          | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3650742 | PA      | $3708282.31    | 0.05%             | 2074-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                           | FREDDIE MAC FHR 5560 FB                                 | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6696591 | PA      | $6758122.83    | 0.10%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR    | CUSIP: U9273AEE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     655000 | PA      | $656704.83     | 0.01%             | 2026-08-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999977.22     | 0.01%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-52                                         | FANNIE MAE FNR 2024 52 LF                               | CUSIP: 3136BSVF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11895842 | PA      | $11974316.52   | 0.17%             | 2054-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 07/27 5             | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9223000 | PA      | $9273349.19    | 0.13%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 26-A                                      | NISSAN AUTO LEASE TRUST NALT 2026 A A2A                 | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16190000 | PA      | $16154670.18   | 0.24%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                    | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                 | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7005949.23    | 0.10%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR REGS 07/26 1.625      | CUSIP: N30706VC1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   15650000 | PA      | $15533201.55   | 0.23%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                               | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2658336 | PA      | $2661030.88    | 0.04%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                        | CUSIP: 49271KDD3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599093.40     | 0.01%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP SR UNSECURED 03/27 4.125                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9698000 | PA      | $9675815.53    | 0.14%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                 | FORTIS INC SR UNSECURED 10/26 3.055                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   10400000 | PA      | $10328605.56   | 0.15%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $69.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 06/26 5.25                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5237000 | PA      | $5240164.72    | 0.08%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $362896.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 11/26 VAR             | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $600370.27     | 0.01%             | 2026-11-02      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                         | FANNIE MAE FNR 2025 12 EF                               | CUSIP: 3136BVGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8548357 | PA      | $8595246.37    | 0.13%             | 2055-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                     | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1819766 | PA      | $1772903.53    | 0.03%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     650000 | PA      | $654074.60     | 0.01%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       8273 | NC      | $3486217.86    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 VAR     | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1026100.93    | 0.01%             | 2028-09-18      | Floating      | 4.71%                 | 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        |    1300000 | PA      | $1302305.32    | 0.02%             | 2026-11-04      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2132.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 01/27 5.35   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4786342.17    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | 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        |   14200000 | PA      | $14227099.14   | 0.21%             | 2027-09-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                  | GATX CORP SR UNSECURED 03/27 5.4                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2619605.22    | 0.04%             | 2027-03-15      | Fixed         | 5.40%                 | 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        |    8700000 | PA      | $8699651.04    | 0.13%             | 2027-01-07      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $298333.18     | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 VAR         | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6959579.74    | 0.10%             | 2026-11-05      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125            | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   34200000 | PA      | $33837431.09   | 0.49%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H09 FB          | CUSIP: 38375UYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     911565 | PA      | $923664.20     | 0.01%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                | TRANSURBAN FINANCE CO SR SECURED 144A 03/27 3.375       | CUSIP: 89400PAG8<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     600000 | PA      | $594800.72     | 0.01%             | 2027-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LIMITED                                  | TOYOTA FINANCE AUSTRALIA SR UNSECURED 04/26 VAR         | CUSIP: ACI2F1WP2<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    2050000 | PA      | $1414404.08    | 0.02%             | 2026-04-06      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/29 2.125                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19240986 | PA      | $19759115.35   | 0.29%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-57849.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 12/18/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1176218.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                     | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A               | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     350892 | PA      | $351241.24     | 0.01%             | 2031-10-20      | Floating      | 4.97%                 | 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        |   25000000 | PA      | $25029509.25   | 0.36%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                   | TOYOTA LEASE OWNER TRUST TLOT 2024 B A3 144A            | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4120380 | PA      | $4122595.01    | 0.06%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3A LTD                            | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 3A A1R 144A   | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5900000 | PA      | $5898908.80    | 0.09%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD 2017-6A                                       | TRINITAS CLO LTD TRNTS 2017 6A AR4 144A                 | CUSIP: 89640YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5400000 | PA      | $5404131.59    | 0.08%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 C A2A 144A    | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13079670 | PA      | $13107663.16   | 0.19%             | 2028-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR              | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1250347.73    | 0.02%             | 2027-04-23      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   13600000 | NC      | $14407.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                          | COOPERAT RABOBANK UA/NY 08/26 VAR                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4700000 | PA      | $4704926.02    | 0.07%             | 2026-08-28      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3314                                           | FREDDIE MAC FHR 3314 LF                                 | CUSIP: 31397GXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342512 | PA      | $339467.90     | 0.00%             | 2037-05-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                        | TOYOTA AUTO RECEIVABLES OWNER TAOT 2025 B A2A           | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4372750 | PA      | $4377641.81    | 0.06%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2025-1 DAC 25-1A                                 | BARINGS EURO CLO DAC BABSE 2025 1A A 144A               | CUSIP: ACI379GS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   13000000 | PA      | $14997247.92   | 0.22%             | 2039-08-15      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-79563.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORP SR UNSECURED 03/27 2                     | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1968267.92    | 0.03%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/27 VAR     | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300786.42     | 0.00%             | 2027-06-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                            | MITSUBISHI CORP SR UNSECURED 144A 09/28 VAR             | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    6700000 | PA      | $6702175.83    | 0.10%             | 2028-09-09      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                 | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR            | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    4388000 | PA      | $4391330.67    | 0.06%             | 2026-06-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS CLP 4.71000 01/14/26-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $59205.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                      | WP CAREY INC SR UNSECURED 10/26 4.25                    | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899724.34     | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 02/27 VAR      | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9997978.90    | 0.15%             | 2027-02-05      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD 2021-25A                                     | SYMPHONY CLO LTD SYMP 2021 25A AR 144A                  | CUSIP: 87167WDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3001670.94    | 0.04%             | 2034-04-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $269721.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                        | CUSIP: 49271KDF8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   35800000 | PA      | $35737364.32   | 0.52%             | 2026-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 1552000000 | NC      | $1644188.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   21425000 | PA      | $21662900.63   | 0.32%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 01/27 2.2                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9494000 | PA      | $9320035.46    | 0.14%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A      | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2893625 | PA      | $2922229.90    | 0.04%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR          | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11021021.98   | 0.16%             | 2028-02-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 05/27 VAR         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3292000 | PA      | $3280539.10    | 0.05%             | 2027-05-11      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR            | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   19140000 | PA      | $19175273.30   | 0.28%             | 2026-08-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                             | SOUTHWEST AIRLINES CO SR UNSECURED 11/26 3              | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7534496.06    | 0.11%             | 2026-11-15      | Fixed         | 3.00%                 | 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        |    6699906 | PA      | $6720831.44    | 0.10%             | 2027-11-22      | Fixed         | 5.56%                 | 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        |   14561000 | PA      | $14490677.07   | 0.21%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2017-95                                         | FANNIE MAE FNR 2017 95 FA                               | CUSIP: 3136AYN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3599687 | PA      | $3558195.60    | 0.05%             | 2047-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2A LTD                                           | INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A         | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   13000000 | PA      | $13005446.09   | 0.19%             | 2035-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-205                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 205 FH          | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     866896 | PA      | $867643.85     | 0.01%             | 2054-04-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| LANEBROOK MORTGAGE TRANSACTION 2024-1 PLC 24-1                    | LANEBROOK MORTGAGE TRANSACTION LNBRK 2024 1 A REGS      | CUSIP: ACI2NZVX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    4638162 | PA      | $6138027.62    | 0.09%             | 2061-03-15      | Floating      | 4.53%                 | 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        |    9500000 | PA      | $9504719.41    | 0.14%             | 2026-08-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 10/28 VAR                   | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   19300000 | PA      | $19372857.11   | 0.28%             | 2028-10-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| WHETSTONE PARK CLO LTD 2021-1A                                    | WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A           | CUSIP: 96329YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4597700.00    | 0.07%             | 2035-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC           | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1750909 | PA      | $1561878.50    | 0.02%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                   | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A    | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6402098.30    | 0.09%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                           | ICG US CLO LTD ICG 2015 2RA A1R 144A                    | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3557868 | PA      | $3560603.59    | 0.05%             | 2033-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                          | FANNIE MAE FNR 2025 4 FB                                | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4821264 | PA      | $4862389.46    | 0.07%             | 2053-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES 2026-1A                                      | LAD AUTO RECEIVABLES TRUST LADAR 2026 1A A2 144A        | CUSIP: 505708AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3089823.32    | 0.04%             | 2029-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                           | BLACK HILLS CORP SR UNSECURED 01/27 3.15                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   10294000 | PA      | $10213607.05   | 0.15%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H18 PT          | CUSIP: 38375BUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148822 | PA      | $149457.08     | 0.00%             | 2062-08-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO 2024-1 DAC 24-1A                               | CUMULUS STATIC CLO CMLST 2024 1A A 144A                 | CUSIP: ACI2NK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4596258 | PA      | $5319575.10    | 0.08%             | 2033-11-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3     | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4737156.09    | 0.07%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18453000 | PA      | $18460391.35   | 0.27%             | 2027-09-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 LTD                                             | CQS US CLO LTD CQS 2021 1A AR 144A                      | CUSIP: 12659UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9103022.02    | 0.13%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95   | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7532087.18    | 0.11%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD 2019-1A                                 | MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A                 | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19150000 | PA      | $19173444.39   | 0.28%             | 2034-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| DRYDEN 52 EURO CLO 2017 17-52A                                    | DRYDEN EURO CLO DRYD 2017 52A AR 144A                   | CUSIP: ACI1YL2T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6709357 | PA      | $7763165.31    | 0.11%             | 2034-05-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-6                                     | SLM STUDENT LOAN TRUST SLMA 2013 6 A3                   | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5744019 | PA      | $5683978.81    | 0.08%             | 2055-06-26      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG          | CUSIP: 38376R4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304870 | PA      | $309032.02     | 0.00%             | 2067-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-10666.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                         | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A            | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    8367322 | PA      | $9658975.74    | 0.14%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA SR UNSECURED 08/27 5.294             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10277000 | PA      | $10378094.44   | 0.15%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC          | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3105233 | PA      | $3178577.09    | 0.05%             | 2073-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                | CONAGRA BRANDS INC SR UNSECURED 11/28 4.85              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001175.35    | 0.01%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS AND ELECTRIC CORPORATION                            | ROCHESTER GAS + ELECTRIC 1ST MORTGAGE 144A 06/27 3.1    | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3647542.84    | 0.05%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4620                                           | FREDDIE MAC FHR 4620 AF                                 | CUSIP: 3137BSAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     733541 | PA      | $727773.39     | 0.01%             | 2042-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85    | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5520150.02    | 0.08%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4171000 | PA      | $4118994.68    | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL FS8865 FN 02/35 FIXED VAR                     | CUSIP: 3140XQZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7798885 | PA      | $7541397.86    | 0.11%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-88                                         | FANNIE MAE FNR 2024 88 FC                               | CUSIP: 3136BT7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1021030 | PA      | $1029287.76    | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1             | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    7881000 | PA      | $7913944.71    | 0.12%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 06/27 5.875             | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6375716.93    | 0.09%             | 2027-06-10      | Fixed         | 5.88%                 | 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        |    5920000 | PA      | $5940386.05    | 0.09%             | 2027-03-19      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                           | FREDDIE MAC FHR 5565 FB                                 | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15232109 | PA      | $15270861.11   | 0.22%             | 2055-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR             | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   18457000 | PA      | $18479446.48   | 0.27%             | 2028-03-27      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                        | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244         | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6563087.12    | 0.10%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                   | PFP III PFP 2026 13 A 144A                              | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1401616.66    | 0.02%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR GBP SONIO/3.50000 09/16/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-2804694.55   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A                  | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR 144A   | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19100000 | PA      | $19112354.07   | 0.28%             | 2034-07-20      | Floating      | 4.76%                 | 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        |   43566000 | PA      | $43204132.09   | 0.63%             | 2027-07-22      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS CLP 4.49000 01/09/26-3Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $21794.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16900000 | PA      | $16903197.82   | 0.25%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329            | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   26263000 | PA      | $25828886.00   | 0.38%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   28670000 | PA      | $28673336.61   | 0.42%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 328                                            | FREDDIEMAC STRIP FHS 328 F4                             | CUSIP: 31351DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20123052 | PA      | $19887340.36   | 0.29%             | 2038-02-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002267.15    | 0.01%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                        | SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR              | CUSIP: ACI2MP258<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $3457098.90    | 0.05%             | 2026-07-28      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE           | CUSIP: 38381TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4143678 | PA      | $4076922.78    | 0.06%             | 2049-04-20      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                            | CENTERPOINT ENERGY INC SR UNSECURED 06/26 1.45          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4478202.50    | 0.07%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                        | BUNGE LTD FINANCE CORP COMPANY GUAR 04/26 2             | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    5104000 | PA      | $5096744.56    | 0.07%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                            | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21946020.80   | 0.32%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY SR UNSECURED 08/26 1.4                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1977944.90    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | 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        |    9350000 | PA      | $9374292.14    | 0.14%             | 2026-09-14      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-25                                         | FANNIE MAE FNR 2026 25 FD                               | CUSIP: 3136G5JT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50700000 | PA      | $50455935.27   | 0.73%             | 2056-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-3A                                   | BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A     | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000006.47    | 0.01%             | 2034-10-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $1969414.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       8000 | PA      | $7928.17       | 0.00%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE 04/26 ZCP                                  | CUSIP: 22823QD99<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11687712.66   | 0.17%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $6858.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2021-32A LTD                                     | BLUEMOUNTAIN CLO LTD BLUEM 2021 32A AR 144A             | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11000000 | PA      | $11004660.37   | 0.16%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML 04/26 ZCP                      | CUSIP: 00913XD26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   47900000 | PA      | $47889016.53   | 0.70%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                          | STATE STREET CORP SR UNSECURED 08/26 VAR                | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     880000 | PA      | $880304.16     | 0.01%             | 2026-08-03      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-17044.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A    | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1518499 | PA      | $1525369.54    | 0.02%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA SR UNSECURED REGS 03/27 VAR          | CUSIP: 22535EAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2220000 | PA      | $2225528.73    | 0.03%             | 2027-03-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2025-NQM5                     | GS MORTGAGE BACKED SECURITIES GSMBS 2025 NQM5 A1 144A   | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8423560 | PA      | $8384591.43    | 0.12%             | 2065-07-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                            | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11381366.70   | 0.17%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                         | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   22111000 | PA      | $21842902.80   | 0.32%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 144A 12/28 VAR                         | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   30075000 | PA      | $30199908.09   | 0.44%             | 2028-12-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA 144A 07/27 3.875                    | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3348000 | PA      | $3324686.27    | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP        | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1994916.08    | 0.03%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR         | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9896776.26    | 0.14%             | 2028-09-12      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   22703000 | PA      | $22566295.93   | 0.33%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 5.65   | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    4892000 | PA      | $4922322.18    | 0.07%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $23451.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-11                                         | FANNIE MAE FNR 2018 11 WF                               | CUSIP: 3136B1CV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     830996 | PA      | $817755.34     | 0.01%             | 2048-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-19                                         | FANNIE MAE FNR 2025 19 FC                               | CUSIP: 3136BVBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14377128 | PA      | $14498622.03   | 0.21%             | 2055-03-25      | Floating      | 4.82%                 | 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        |   12648000 | PA      | $12647802.82   | 0.18%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5567                                           | FREDDIE MAC FHR 5567 FB                                 | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18494138 | PA      | $18664073.71   | 0.27%             | 2055-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR          | CUSIP: 05565EDL6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500107.05     | 0.01%             | 2028-03-17      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FANNIE MAE FNR 2026 21 YF                               | CUSIP: 3136G5FC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6800000 | PA      | $6780786.60    | 0.10%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5580                                           | FREDDIE MAC FHR 5580 FP                                 | CUSIP: 3137HMXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2612976 | PA      | $2632417.15    | 0.04%             | 2055-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA SR UNSECURED 09/27 VAR               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11746000 | PA      | $11597381.03   | 0.17%             | 2027-09-14      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)       | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4823242.18    | 0.07%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 05/27 VAR                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   19200000 | PA      | $19221164.16   | 0.28%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2         | GM FINANCIAL SECURITIZED TERM GMCAR 2024 2 A3           | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5165341 | PA      | $5194402.49    | 0.08%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE REGS 06/27 VAR                         | CUSIP: 83368TBC1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6400000 | PA      | $6366629.57    | 0.09%             | 2027-06-09      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| CARS ALLIANCE AUTO LOANS GERMANY V 2024-1                         | CARS ALLIANCE CAR 2024 G1V A REGS                       | CUSIP: ACI2NDC04<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   23730777 | PA      | $27461343.96   | 0.40%             | 2036-01-18      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                     | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7313221 | PA      | $7347684.02    | 0.11%             | 2044-12-25      | Variable      | 5.58%                 | 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        |    4339000 | PA      | $4328700.52    | 0.06%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $898714.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 1713400000 | NC      | $4651366.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 01/29 VAR             | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7895000 | PA      | $7910556.23    | 0.12%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7959138.40    | 0.12%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                            | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1880955 | PA      | $1893886.11    | 0.03%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                  | PROJECT CASHMERE CLASS A1 144A                          | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   46200000 | PA      | $31875698.57   | 0.46%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                               | 317UBOIA7 PIMCO SWAPTION 3.0 CALL USD 20260728          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 1012700000 | NC      | $642558.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13803000 | PA      | $13834101.75   | 0.20%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA REGS 07/26 VAR                       | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1002386.13    | 0.01%             | 2026-07-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   18933000 | PA      | $19041925.34   | 0.28%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-38                                         | FANNIE MAE FNR 2014 38 HE                               | CUSIP: 3136AKNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29297 | PA      | $29153.22      | 0.00%             | 2044-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4177                                           | FREDDIE MAC FHR 4177 MB                                 | CUSIP: 3137B16L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129051 | PA      | $128727.75     | 0.00%             | 2041-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC                                    | CUSIP: 26882SDQ6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   49000000 | PA      | $48864936.40   | 0.71%             | 2026-04-24      | None          | 0.00%                 | 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        |     920000 | PA      | $908128.81     | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                           | FREDDIE MAC FHR 5564 FB                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9445650 | PA      | $9540409.05    | 0.14%             | 2055-08-25      | Floating      | 4.86%                 | 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        |   11721000 | PA      | $11649341.32   | 0.17%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED REGS 08/27 VAR                | CUSIP: H42097DK0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     800000 | PA      | $800264.54     | 0.01%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY         | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 10/26 1.9    | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    2800000 | PA      | $2761132.39    | 0.04%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                            | ROPER TECHNOLOGIES INC SR UNSECURED 12/26 3.8           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    7952000 | PA      | $7921586.78    | 0.12%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-10757.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11020000 | PA      | $10870525.93   | 0.16%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                | VOLKSWAGEN AUTO LEASE TRUST VWALT 2025 B A2B            | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19299464 | PA      | $19311800.30   | 0.28%             | 2028-04-20      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-7N                                           | LEHMAN XS TRUST LXS 2005 7N 1A1A                        | CUSIP: 525221EM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     264730 | PA      | $254145.07     | 0.00%             | 2035-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $56031.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                | VENTURE CDO LTD VENTR 2021 44A A1NR 144A                | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5300000 | PA      | $5305346.75    | 0.08%             | 2034-10-20      | Floating      | 4.81%                 | 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        |   16000000 | PA      | $15997044.32   | 0.23%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 03/28 VAR                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11500000 | PA      | $11448564.18   | 0.17%             | 2028-03-13      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 08/27 4.703              | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11974000 | PA      | $11977959.44   | 0.17%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                 | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A         | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4666900 | PA      | $4680248.82    | 0.07%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                       | TEXTRON INC SR UNSECURED 03/27 3.65                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5541276.14    | 0.08%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-48                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 48 HF           | CUSIP: 38381R6U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11982121 | PA      | $11883344.93   | 0.17%             | 2043-02-20      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-B                                   | TOYOTA LEASE OWNER TRUST TLOT 2025 B A2B 144A           | CUSIP: 89240NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13579521 | PA      | $13585316.61   | 0.20%             | 2028-05-22      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP SR UNSECURED 144A 07/28 VAR            | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    7635000 | PA      | $7696169.10    | 0.11%             | 2028-07-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B6                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B6 A2               | CUSIP: 08162CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2990296 | PA      | $2981980.91    | 0.04%             | 2051-10-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 04/28 VAR          | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     992000 | PA      | $998059.13     | 0.01%             | 2028-04-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                          | WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7        | CUSIP: Q98236AC8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   21055000 | PA      | $20981138.43   | 0.31%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.50000 03/18/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $225501.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5309000 | PA      | $5335220.20    | 0.08%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                         | FANNIE MAE FNR 2024 38 FA                               | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4537872 | PA      | $4556663.67    | 0.07%             | 2051-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25    | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5513000 | PA      | $5544907.31    | 0.08%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                         | VALERO ENERGY CORP SR UNSECURED 09/26 3.4               | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    4373000 | PA      | $4355106.73    | 0.06%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 413                                            | FREDDIEMAC STRIP FHS 413 F25                            | CUSIP: 3133Q3LH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15651106 | PA      | $15764886.33   | 0.23%             | 2054-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                              | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                 | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    8067000 | PA      | $8069609.76    | 0.12%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                  | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A           | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3176731 | PA      | $3057291.98    | 0.04%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                             | CUSIP: 71855BDT6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20338228.80   | 0.30%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2025-C                               | NAVIENT REFINANCE LOAN TRUST NAVRL 2025 C A 144A        | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12776213 | PA      | $12721892.37   | 0.19%             | 2055-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   13050000 | PA      | $13051272.90   | 0.19%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2566663.14    | 0.04%             | 2026-08-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR      | CUSIP: G84228FT0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1104102.73    | 0.02%             | 2027-07-06      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                  | DLLMT LLC DLLMT 2026 1A A2 144A                         | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1499261.70    | 0.02%             | 2028-07-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR          | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3344569.81    | 0.05%             | 2028-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                              | BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55         | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    3382000 | PA      | $3404628.66    | 0.05%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-42                                         | FANNIE MAE FNR 2014 42 FA                               | CUSIP: 3136AKPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     828984 | PA      | $814300.21     | 0.01%             | 2044-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH                        | OCBC/SYDNEY SR UNSECURED 05/26 VAR                      | CUSIP: ACI2G08Q8<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   19000000 | PA      | $13112612.77   | 0.19%             | 2026-05-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7     | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 8025000000 | PA      | $8487997.43    | 0.12%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB          | CUSIP: 38375UZ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     445406 | PA      | $450846.67     | 0.01%             | 2067-11-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF6 LLC                                                | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF6 A1 144A   | CUSIP: 69393BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2038479 | PA      | $2021589.37    | 0.03%             | 2055-12-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $516.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-27                                         | FANNIE MAE FNR 2018 27 WF                               | CUSIP: 3136B1M35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1953829 | PA      | $1918025.97    | 0.03%             | 2058-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 4.9    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5583000 | PA      | $5591976.12    | 0.08%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LCM 35 LTD 35A                                                    | LCM LTD PARTNERSHIP LCM 35A A1R 144A                    | CUSIP: 50202QAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5600000 | PA      | $5591600.28    | 0.08%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                             | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A       | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5648163 | PA      | $5661186.81    | 0.08%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                | DTE ENERGY CO SR UNSECURED 10/26 2.85                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2844627.98    | 0.04%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                        | PENFED AUTO RECEIVABLES OWNER PNFED 2025 A A3 144A      | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3493485.45    | 0.05%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                           | FREDDIE MAC FHR 5508 FB                                 | CUSIP: 3137HJGE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1728793 | PA      | $1732062.67    | 0.03%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 16                                                    | KKR FINANCIAL CLO LTD KKR 16 A1R3 144A                  | CUSIP: 48251BBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   15550000 | PA      | $15565873.60   | 0.23%             | 2034-10-20      | Floating      | 4.81%                 | 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        |    6550000 | PA      | $6599388.24    | 0.10%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                   | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3          | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4733900 | PA      | $4777992.71    | 0.07%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                          | WELLFLEET CLO LTD WELF 2021 2A A1R 144A                 | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7150000 | PA      | $7156970.68    | 0.10%             | 2034-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                             | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A       | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8760495 | PA      | $8717893.96    | 0.13%             | 2068-02-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR            | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     199000 | PA      | $199247.83     | 0.00%             | 2027-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FU SR SECURED REGS 06/26 1.608            | CUSIP: 04686E3C4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     901000 | PA      | $894410.63     | 0.01%             | 2026-06-29      | Fixed         | 1.61%                 | 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        |    2700000 | PA      | $2700678.92    | 0.04%             | 2027-03-08      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A     | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8816251 | PA      | $8825557.09    | 0.13%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $592912.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ACORE ISSUER, LLC 26-FL1                                          | ACORE ISSUER, LLC ACORE 2026 FL1 A 144A                 | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7400000 | PA      | $7395464.54    | 0.11%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 01/28 4.337                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     146000 | PA      | $145437.96     | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | 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        |   15549000 | PA      | $15562670.84   | 0.23%             | 2027-09-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-63                                         | FANNIE MAE FNR 2014 63 DG                               | CUSIP: 3136ALCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149510 | PA      | $148878.99     | 0.00%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                         | FANNIE MAE FNR 2025 18 FM                               | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64219346 | PA      | $64479826.19   | 0.94%             | 2054-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD 2018-1A                                            | CARVAL CLO LTD CARVL 2018 1A AR 144A                    | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1567787 | PA      | $1569414.90    | 0.02%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET DAEWOO CO LTD (AKA: DAEWOO SECURITIES CO LTD)         | MIRAE ASSET SECURITIES SR UNSECURED REGS 07/26 6.875    | CUSIP: ACI2HJDJ6<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    3616000 | PA      | $3642182.55    | 0.05%             | 2026-07-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST CLO 2022-1 LTD                                               | POST CLO LTD POST 2022 1A AR 144A                       | CUSIP: 73742YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7700000 | PA      | $7701702.62    | 0.11%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                           | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6697000 | PA      | $6713070.86    | 0.10%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 08/26 1.875                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   24799000 | PA      | $24549224.47   | 0.36%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-3               | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 3 A           | CUSIP: 02582JKD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3118342.08    | 0.05%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                        | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A        | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   36600000 | PA      | $36722251.32   | 0.53%             | 2029-10-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                | COOPERATIEVE RABOBANK UA 144A 12/27 VAR                 | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4100000 | PA      | $4033588.49    | 0.06%             | 2027-12-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR         | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20900000 | PA      | $20993894.92   | 0.31%             | 2028-11-26      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                         | FANNIE MAE FNR 2025 16 FA                               | CUSIP: 3136BU5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12801939 | PA      | $12902172.92   | 0.19%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                           | FREDDIE MAC FHR 5517 FE                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17662108 | PA      | $17870944.90   | 0.26%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                           | FREDDIE MAC FHR 5426 CF                                 | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8130240 | PA      | $8093180.18    | 0.12%             | 2050-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A      | CUSIP: 78449XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     525141 | PA      | $526673.38     | 0.01%             | 2053-07-15      | Floating      | 4.89%                 | 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        |    2200000 | PA      | $2195091.89    | 0.03%             | 2026-06-15      | Fixed         | 3.55%                 | 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        |    4400000 | PA      | $4421238.89    | 0.06%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP | COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15    | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3389703.94    | 0.05%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR          | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3809726.25    | 0.06%             | 2027-03-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2020-1 DAC  20-1A                                | BARINGS EURO CLO BABSE 2020 1A ARR 144A                 | CUSIP: ACI316LH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   10900000 | PA      | $12591497.91   | 0.18%             | 2038-10-21      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR         | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $6652500.43    | 0.10%             | 2028-01-05      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75     | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4294000 | PA      | $4319430.91    | 0.06%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4680                                           | FREDDIE MAC FHR 4680 FP                                 | CUSIP: 3137BY6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2901863 | PA      | $2851853.08    | 0.04%             | 2046-12-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 01/27 VAR             | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7775000 | PA      | $7803625.76    | 0.11%             | 2027-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                               | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4702638.25    | 0.07%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-221175.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 36A LTD                                                   | KKR FINANCIAL CLO LTD KKR 36A AR 144A                   | CUSIP: 48255AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18300000 | PA      | $18322403.59   | 0.27%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-3                                     | SLM STUDENT LOAN TRUST SLMA 2012 3 A                    | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5126586 | PA      | $5077761.97    | 0.07%             | 2038-12-27      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                                          | FANNIE MAE FNR 2019 9 MA                                | CUSIP: 3136B35A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3448259 | PA      | $3320690.32    | 0.05%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SR UNSECURED 09/30 VAR         | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5012376.80    | 0.07%             | 2030-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA          | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9582877 | PA      | $9673178.67    | 0.14%             | 2075-09-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA BANCO SANTANDER SA                   | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1408814.67    | 0.02%             | 2028-03-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5548                                           | FREDDIE MAC FHR 5548 FA                                 | CUSIP: 3137HLJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17430805 | PA      | $17612800.35   | 0.26%             | 2055-06-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                              | CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125         | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   22692000 | PA      | $22814707.67   | 0.33%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF           | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5077784 | PA      | $5111530.08    | 0.07%             | 2055-05-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                               | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A         | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360302 | PA      | $1360386.65    | 0.02%             | 2035-04-15      | Floating      | 4.75%                 | 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        |     943159 | PA      | $924311.65     | 0.01%             | 2049-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-4 LLC                             | ENTERPRISE FLEET FINANCING LLC EFF 2025 4 A2 144A       | CUSIP: 29373NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16400000 | PA      | $16386128.88   | 0.24%             | 2028-08-20      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRNTS-2021-17A                                                    | TRINITAS CLO LTD TRNTS 2021 17A AR 144A                 | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2503049.48    | 0.04%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                 | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125  | CUSIP: ACI2T0199<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   19400000 | PA      | $19610795.94   | 0.29%             | 2028-01-13      | Fixed         | 5.12%                 | 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        |    1277758 | PA      | $1261402.52    | 0.02%             | 2041-05-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  898300000 | NC      | $2438615.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4344                                           | FREDDIE MAC FHR 4344 FA                                 | CUSIP: 3137BAJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     597538 | PA      | $584378.14     | 0.01%             | 2037-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED REGS 01/27 VAR            | CUSIP: 04686E4Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1099955.88    | 0.02%             | 2027-01-07      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A     | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   12500000 | PA      | $14449743.05   | 0.21%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                        | SYDNEY AIRPORT FINANCE SR SECURED REGS 04/26 3.625      | CUSIP: Q8809VAH2<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   24600000 | PA      | $24579582.00   | 0.36%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                           | FREDDIE MAC FHR 5544 F                                  | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17578875 | PA      | $17729149.98   | 0.26%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DE62<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6073440.60    | 0.09%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF           | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27834702 | PA      | $27977945.06   | 0.41%             | 2055-06-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)   | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1296288.51    | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3         | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3011031.00    | 0.04%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                | CANADIAN NATL RESOURCES SR UNSECURED 12/29 5            | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3900000 | PA      | $3962053.49    | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 TRUST                                             | PRKCM TRUST PRKCM 2025 AFC1 A1A 144A                    | CUSIP: 69392YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6412224 | PA      | $6400980.98    | 0.09%             | 2060-10-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-DA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 DA A1A 144A         | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12654108 | PA      | $12508228.68   | 0.18%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                  | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5785000 | PA      | $5850888.66    | 0.09%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 VAR     | CUSIP: 44891ADJ3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2256096.42    | 0.03%             | 2027-09-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 05/27 VAR                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7872000 | PA      | $7850264.15    | 0.11%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 VAR         | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3152000 | PA      | $3153502.59    | 0.05%             | 2026-05-08      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | ICE 3MTH SONIA FU DEC26 IFLL 20270316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       2035 | NC      | $-3256874.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2014-38                                         | FANNIE MAE FNR 2014 38 HA                               | CUSIP: 3136AKNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39063 | PA      | $38888.70      | 0.00%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 02/28 VAR                   | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    5800000 | PA      | $5821590.27    | 0.08%             | 2028-02-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/27 VAR         | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   20400000 | PA      | $20454936.18   | 0.30%             | 2027-01-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -59014352 | PA      | $-59020630.01  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR          | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3396734.44    | 0.05%             | 2029-01-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE/SYDNEY BRANCH                  | CIBC SYDNEY COVERED 04/26 VAR                           | CUSIP: ACI2FDKD6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | AU        |   24490000 | PA      | $16897057.13   | 0.25%             | 2026-04-21      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-85                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 85 FG           | CUSIP: 38381XKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     944836 | PA      | $876533.84     | 0.01%             | 2049-07-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9513233.98    | 0.14%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                   | PFP III PFP 2025 12 A 144A                              | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1200123.56    | 0.02%             | 2042-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AUTOZONE INC SR UNSECURED 04/26 3.125                   | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     581000 | PA      | $580669.25     | 0.01%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                        | CUSIP: 49271KE83<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19908898.00   | 0.29%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                            | NORTHWEST PIPELINE LLC SR UNSECURED 04/27 4             | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |     700000 | PA      | $697555.91     | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/26 3.5     | CUSIP: 44891CBD4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2286000 | PA      | $2272848.21    | 0.03%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 5.416       | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    5914000 | PA      | $5989248.85    | 0.09%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                           | FREDDIE MAC FHR 5511 FG                                 | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10995429 | PA      | $11074728.51   | 0.16%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1844 | NC      | $3828851.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                        | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                  | CUSIP: 48130PEL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15700000 | PA      | $15617721.01   | 0.23%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-RP4                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 RP4 A1 144A    | CUSIP: 17292EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20296991 | PA      | $18652914.83   | 0.27%             | 2062-10-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                         | JABIL INC SR UNSECURED 04/26 1.7                        | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1188488.52    | 0.02%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84            | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4392481.50    | 0.06%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC 4A                                       | ALBACORE EURO CLO ALBAC 4A AR 144A                      | CUSIP: ACI2Q3N92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1499753 | PA      | $1735639.29    | 0.03%             | 2035-07-15      | Floating      | 3.01%                 | 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        |    1000000 | PA      | $1003185.48    | 0.01%             | 2026-10-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3MO EURO EURIBOR  DEC26 IFLL 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       2356 | NC      | $-1363438.93   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | IRS CLP 4.59000 01/09/26-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $57338.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                           | FREDDIE MAC FHR 5500 GF                                 | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16781093 | PA      | $16898782.50   | 0.25%             | 2054-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A     | CUSIP: ACI2TS750<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   13393541 | PA      | $15469139.68   | 0.23%             | 2034-10-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                      | VERALTO CORP COMPANY GUAR 09/26 5.5                     | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    2437000 | PA      | $2447408.50    | 0.04%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                   | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17   | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $492332.23     | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/26 VAR        | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5108535.77    | 0.07%             | 2026-10-01      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                        | TOLL BROS FINANCE CORP COMPANY GUAR 03/27 4.875         | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $300518.62     | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | 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        |    5636000 | PA      | $5642981.60    | 0.08%             | 2027-07-28      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                | FANNIE MAE FNR 2025 35 FM                               | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5557154 | PA      | $5617636.51    | 0.08%             | 2055-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-14139.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FUNDING LLC 2022-4                               | ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     150700 | PA      | $150883.22     | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1861.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1526000 | PA      | $-1526000.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 06/26 2.25                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     983000 | PA      | $978415.67     | 0.01%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED 144A 02/28 VAR      | CUSIP: 853254CY4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    7060000 | PA      | $7140090.19    | 0.10%             | 2028-02-08      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 09/28 VAR                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13771000 | PA      | $13278068.98   | 0.19%             | 2028-09-22      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DDP1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19100000 | PA      | $19047793.97   | 0.28%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A          | CUSIP: 67448NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3347740 | PA      | $3367844.95    | 0.05%             | 2064-01-25      | Fixed         | 5.99%                 | 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        |    1572535 | PA      | $1546354.56    | 0.02%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $479250.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                         | FANNIE MAE FNR 2025 12 FG                               | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1928046 | PA      | $1941658.61    | 0.03%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   29624000 | PA      | $29495185.07   | 0.43%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 06/27 VAR         | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     566000 | PA      | $567067.74     | 0.01%             | 2027-06-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5           | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 1565000000 | PA      | $1681362.09    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | 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        |    2242000 | PA      | $2239651.55    | 0.03%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                           | HARVEST CLO HARVT 21A A2R 144A                          | CUSIP: ACI1WSV36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      84426 | PA      | $96298.07      | 0.00%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4    | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     570000 | PA      | $565981.88     | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | 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        |    7515000 | PA      | $7460835.49    | 0.11%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 04/27 4.2               | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5173000 | PA      | $5163339.06    | 0.08%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 06/26 1.5     | CUSIP: 44891CBW2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994015.80     | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4141                                           | FREDDIE MAC FHR 4141 PA                                 | CUSIP: 3137AX2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2695700 | PA      | $2357911.79    | 0.03%             | 2042-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC COMPANY GUAR 09/27 4.25                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8281381.61    | 0.12%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DDH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2095801.47    | 0.03%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                         | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046    | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26900000 | PA      | $26602480.08   | 0.39%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                            | SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     955000 | PA      | $950522.78     | 0.01%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $900937.19     | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $43050.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 09/26 3.2    | CUSIP: U9273ACX1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496990.64     | 0.01%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4367                                           | FREDDIE MAC FHR 4367 GF                                 | CUSIP: 3137BCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12124868 | PA      | $11975788.79   | 0.17%             | 2037-03-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H18 FL          | CUSIP: 38384LTU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17715872 | PA      | $17713740.99   | 0.26%             | 2075-08-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA 144A 01/27 2.015                     | CUSIP: 22534PAB9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2350000 | PA      | $2310747.50    | 0.03%             | 2027-01-11      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                             | CAMPBELLS COMPANY/THE SR UNSECURED 03/27 5.2            | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   18213000 | PA      | $18316172.27   | 0.27%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 3.2    | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1650008.91    | 0.02%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                     | UNICREDIT SPA REGS 06/27 VAR                            | CUSIP: ACI1Y1WH1<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1600000 | PA      | $1592649.90    | 0.02%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR              | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19060000 | PA      | $19159031.57   | 0.28%             | 2028-01-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                            | DBS GROUP HOLDINGS LTD SR UNSECURED 144A 03/28 VAR      | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   20400000 | PA      | $20434206.31   | 0.30%             | 2028-03-21      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2017-3A                                 | NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A           | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4173407 | PA      | $4158852.31    | 0.06%             | 2066-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $38773.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBODA2 PIMCO SWAPTION 3.0 CALL USD 20260728          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  272600000 | NC      | $172964.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                         | FANNIE MAE FNR 2025 54 FM                               | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4930951 | PA      | $4959782.41    | 0.07%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1015.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2019-M18                                          | FANNIEMAE ACES FNA 2019 M18 A2                          | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4134802 | PA      | $3931792.22    | 0.06%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB REGS 09/27 5.337                            | CUSIP: ACI286S09<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   25000000 | PA      | $25355849.25   | 0.37%             | 2027-09-20      | Fixed         | 5.34%                 | 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        |        245 | PA      | $245.46        | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY REGS 02/28 VAR                  | CUSIP: 63861WAG0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1204754.80    | 0.02%             | 2028-02-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                              | UBS AG AUSTRALIA SR UNSECURED REGS 05/26 VAR            | CUSIP: ACI2FYK57<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   23800000 | PA      | $16434985.25   | 0.24%             | 2026-05-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $375709.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-90                                         | FANNIE MAE FNR 2024 90 FB                               | CUSIP: 3136BTXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14355730 | PA      | $14514080.54   | 0.21%             | 2053-11-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VII DAC 7A                                 | BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A             | CUSIP: ACI1W2WD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5622915 | PA      | $6507334.24    | 0.09%             | 2031-10-15      | Floating      | 2.64%                 | 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        |     666709 | PA      | $651028.81     | 0.01%             | 2049-09-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA          | CUSIP: 38380L8G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10601098 | PA      | $10611120.26   | 0.15%             | 2070-04-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1                   | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A      | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5097768.50    | 0.07%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5593                                           | FREDDIE MAC FHR 5593 FB                                 | CUSIP: 3137HNV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     756392 | PA      | $760641.65     | 0.01%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/27 6.45        | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     400000 | PA      | $407623.39     | 0.01%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                    | CARMAX AUTO OWNER TRUST CARMX 2025 2 A2A                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2658455 | PA      | $2663648.45    | 0.04%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5136000 | PA      | $5069812.57    | 0.07%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                        | CUSIP: 49271KD84<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1298801.92    | 0.02%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM4                         | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM4 A1 144A        | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5564953 | PA      | $5545868.17    | 0.08%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3          | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5014546.00    | 0.07%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4903                                           | FREDDIE MAC FHR 4903 FB                                 | CUSIP: 3137FN4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     642693 | PA      | $630232.32     | 0.01%             | 2049-08-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4903                                           | FREDDIE MAC FHR 4903 F                                  | CUSIP: 3137FN4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2516647 | PA      | $2469161.05    | 0.04%             | 2048-09-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4190                                           | FREDDIE MAC FHR 4190 FA                                 | CUSIP: 3137B1CE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3078802 | PA      | $3000265.65    | 0.04%             | 2038-08-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   11165000 | PA      | $11207611.45   | 0.16%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                  | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A          | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13714635 | PA      | $13548449.48   | 0.20%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC 26-1A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A     | CUSIP: ACI38ZH96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   12700000 | PA      | $14679297.80   | 0.21%             | 2035-10-15      | Floating      | 3.15%                 | No            |                  3 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                    | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR           | CUSIP: ACI2JNV22<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |    2200000 | PA      | $1520819.94    | 0.02%             | 2026-09-14      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | NORDEA BANK ABP 144A 03/27 VAR                          | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   10600000 | PA      | $10626591.05   | 0.15%             | 2027-03-19      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY SR UNSECURED 05/26 4.75               | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5202979.34    | 0.08%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PAYMENTS INC SR UNSECURED 01/27 2.15             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   36421000 | PA      | $35768459.51   | 0.52%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                            | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A    | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84765 | PA      | $81489.23      | 0.00%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                      | UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/28 VAR    | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   21200000 | PA      | $21273425.14   | 0.31%             | 2028-04-02      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP (AKA: ELEMENT FINANCIAL CORP)       | ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 06/26 6.271  | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     137000 | PA      | $137364.14     | 0.00%             | 2026-06-26      | Fixed         | 6.27%                 | 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        |    2274045 | PA      | $2222586.17    | 0.03%             | 2055-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BSREP COMMERCIAL MORTGAGE TRUST 2021-DC                           | BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A     | CUSIP: 05591UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3749329 | PA      | $3567523.31    | 0.05%             | 2038-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY SR UNSECURED 03/27 2.9                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   24011000 | PA      | $23706670.42   | 0.35%             | 2027-03-01      | Fixed         | 2.90%                 | 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        |   17795841 | PA      | $17464892.11   | 0.25%             | 2037-10-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR           | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5002823.45    | 0.07%             | 2028-01-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 07/27 VAR              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9867000 | PA      | $9893629.85    | 0.14%             | 2027-07-28      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2016-XVII BV 16-17A                                   | JUBILEE CDO BV JUBIL 2016 17A A2RR 144A                 | CUSIP: ACI1W2W24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3107868 | PA      | $3596697.74    | 0.05%             | 2031-04-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                      | ALIMENTATION COUCHETARD INC                             | CUSIP: 01626VDG5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   20100000 | PA      | $20063661.21   | 0.29%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     721000 | PA      | $715892.56     | 0.01%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $221229.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                   | XCEL ENERGY INC SR UNSECURED 12/26 3.35                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596520.31     | 0.01%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 07/26 5.896                 | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    7700000 | PA      | $7735695.51    | 0.11%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4734226 | PA      | $4764601.45    | 0.07%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION ENERGY INC SR UNSECURED 08/26 2.85             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6763890.84    | 0.10%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR     | CUSIP: 44891CDS9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002231.40    | 0.01%             | 2027-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                        | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                  | CUSIP: 48130PE44<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1594325.28    | 0.02%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5601                                           | FREDDIE MAC FHR 5601 F                                  | CUSIP: 3137HNQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     768875 | PA      | $773154.14     | 0.01%             | 2055-11-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                          | FANNIE MAE FNR 2025 6 FA                                | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4460478 | PA      | $4504654.37    | 0.07%             | 2055-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                | COCA COLA EUROPACIFIC SR UNSECURED 144A 01/27 1.5       | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $586555.06     | 0.01%             | 2027-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A         | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2522288 | PA      | $2364659.65    | 0.03%             | 2069-05-15      | Fixed         | 1.69%                 | 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        |     506029 | PA      | $508084.37     | 0.01%             | 2067-08-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV REGS 12/28 VAR                         | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     850000 | PA      | $853530.24     | 0.01%             | 2028-12-03      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV REGS 09/27 VAR                         | CUSIP: 00084EAF5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5500000 | PA      | $5529425.66    | 0.08%             | 2027-09-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2025-1A                             | TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A       | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27700000 | PA      | $27822855.04   | 0.41%             | 2030-09-26      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2025-1               | GREAT AMERICA LEASING RECEIVAB GALC 2025 1 A2 144A      | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1817503 | PA      | $1821832.19    | 0.03%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5493                                           | FREDDIE MAC FHR 5493 FK                                 | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13576542 | PA      | $13683992.13   | 0.20%             | 2055-01-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                           | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103       | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   28868000 | PA      | $28753907.60   | 0.42%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-66                                         | FANNIE MAE FNR 2020 66 BC                               | CUSIP: 3136BBM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3582629 | PA      | $3300661.23    | 0.05%             | 2043-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                      | ALIMENTATION COUCHETARD INC                             | CUSIP: 01626VDA8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   22750000 | PA      | $22724326.63   | 0.33%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/26 3.5     | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183935.66     | 0.00%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR     | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10437156.60   | 0.15%             | 2027-06-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC 2023-4A                           | HERTZ VEHICLE FINANCING LLC HERTZ 2023 4A A 144A        | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5204879.50    | 0.08%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR          | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $401207.09     | 0.01%             | 2027-07-02      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   16933000 | PA      | $16993078.28   | 0.25%             | 2026-12-30      | Fixed         | 5.05%                 | 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        |   13820000 | PA      | $13798342.68   | 0.20%             | 2026-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT HUF SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $2828.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                     | D.R. HORTON INC COMPANY GUAR 10/26 1.3                  | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5913186.72    | 0.09%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                         | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM2 A1 144A        | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1844461 | PA      | $1853124.57    | 0.03%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                      | ROMANIA SR UNSECURED REGS 11/27 5.25                    | CUSIP: ACI25THB0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2900000 | PA      | $2897532.85    | 0.04%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-40                                         | FANNIE MAE FNR 2013 40 ND                               | CUSIP: 3136ADG86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     809950 | PA      | $802143.24     | 0.01%             | 2032-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR          | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11937626.97   | 0.17%             | 2028-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1518.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BZ1178 FN 06/31 FIXED 5.81                    | CUSIP: 3140NVJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5600000 | PA      | $5694146.70    | 0.08%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6      | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7001653.40    | 0.10%             | 2026-04-10      | Fixed         | 5.60%                 | 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        |    6500000 | PA      | $6494605.00    | 0.09%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 04/26 ZCP                       | CUSIP: 40412DDG1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3792861.70    | 0.06%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                              | LOWE S COS INC SR UNSECURED 04/26 2.5                   | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2198355.52    | 0.03%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                                               | COX ENTERPRISES INC SR UNSECURED 144A 07/27 7.375       | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2059702.74    | 0.03%             | 2027-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                       | REPUBLIC OF PANAMA SR UNSECURED 03/28 3.875             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4100000 | PA      | $4037803.00    | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED REGS 04/26 4.125              | CUSIP: G91703AK7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5704000 | PA      | $5703911.07    | 0.08%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                          | HYATT HOTELS CORP SR UNSECURED 01/27 5.75               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1435741.26    | 0.02%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XII DAC 12A                                | CORDATUS CLO PLC CORDA 12A ARR 144A                     | CUSIP: ACI378M42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1920000 | PA      | $2216264.64    | 0.03%             | 2039-01-23      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-93                                         | FANNIE MAE FNR 2025 93 FA                               | CUSIP: 3136BXS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5399636 | PA      | $5418601.81    | 0.08%             | 2055-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                         | FANNIE MAE FNR 2016 40 PF                               | CUSIP: 3136ASM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8960306 | PA      | $8905341.26    | 0.13%             | 2046-07-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                           | FREDDIE MAC FHR 5564 PF                                 | CUSIP: 3137HMDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5312349 | PA      | $5368211.70    | 0.08%             | 2055-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSECURED 02/28 VAR                    | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4149910.51    | 0.06%             | 2028-02-24      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2026-A                                   | TOYOTA LEASE OWNER TRUST TLOT 2026 A A2B 144A           | CUSIP: 89240MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13700000 | PA      | $13682670.87   | 0.20%             | 2028-02-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIV LTD                                         | MARBLE POINT CLO XXIV LTD MP24 2022 1A A1R 144A         | CUSIP: 56607WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $12003197.28   | 0.17%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4         | GM FINANCIAL SECURITIZED TERM GMCAR 2022 4 A4           | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3008018.70    | 0.04%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7427946.47    | 0.11%             | 2028-01-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 11/27 VAR                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   22700000 | PA      | $22392898.74   | 0.33%             | 2027-11-16      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 02/28 VAR          | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15300000 | PA      | $15363565.53   | 0.22%             | 2028-02-01      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12913000 | PA      | $12892321.90   | 0.19%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1493000 | PA      | $1442881.26    | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPOA7 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  491200000 | NC      | $330921.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -883 | NC      | $3529482.91    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC 5A                                             | PROVIDUS CLO PRVD 5A AR 144A                            | CUSIP: ACI3128Y1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   13400000 | PA      | $15479415.88   | 0.23%             | 2039-11-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 02/28 VAR                              | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   13380000 | PA      | $13493694.14   | 0.20%             | 2028-02-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR          | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9039005.19    | 0.13%             | 2028-02-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBPSA3 PIMCO SWAPTION 3.0 CALL USD 20260803          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   58500000 | NC      | $39411.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD 2022-1A                                  | UNITY PEACE PARK CLO, LTD. UNPPK 2022 1A A1R 144A       | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   20200000 | PA      | $20205670.14   | 0.29%             | 2035-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 5.7    | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   25216000 | PA      | $25352409.48   | 0.37%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1433000 | PA      | $1432137.81    | 0.02%             | 2026-04-07      | None          | 0.00%                 | 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        |   15644375 | PA      | $13955932.33   | 0.20%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                     | VW CR INC                                               | CUSIP: 91842KE69<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9958560.00    | 0.14%             | 2026-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875             | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2635754.76    | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                             | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2773616.61    | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2991                                                  | FREDDIE MAC FHR 2991 CF                                 | CUSIP: 31395UWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241489 | PA      | $239775.88     | 0.00%             | 2035-06-15      | Floating      | 4.19%                 | 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        |   13392000 | PA      | $13295287.53   | 0.19%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 03/27 4.4               | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1695564.18    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-118                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 118 FA          | CUSIP: 38381ND21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5332859 | PA      | $5381572.59    | 0.08%             | 2055-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   10500000 | PA      | $10503275.48   | 0.15%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                          | COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 VAR          | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4075000 | PA      | $4087227.32    | 0.06%             | 2027-03-05      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE REGS 01/27 4                           | CUSIP: 83368TAG3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9979710.90    | 0.15%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 144A 01/28 VAR                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10900000 | PA      | $10734435.87   | 0.16%             | 2028-01-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                               | ELEVANCE HEALTH INC                                     | CUSIP: 28621BD10<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   21400000 | PA      | $21397626.74   | 0.31%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                  | NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A          | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4315794 | PA      | $4338623.99    | 0.06%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $7696.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                      | HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 01/27 2.5    | CUSIP: 44920UAT5<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    3395000 | PA      | $3340047.95    | 0.05%             | 2027-01-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3121                                                  | FREDDIE MAC FHR 3121 FM                                 | CUSIP: 31396JFX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145898 | PA      | $145101.56     | 0.00%             | 2036-03-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                  | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A           | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7088110 | PA      | $6851052.63    | 0.10%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                                | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A       | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $2100675.28    | 0.03%             | 2035-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4474                                           | FREDDIE MAC FHR 4474 WF                                 | CUSIP: 3137BJG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1022286 | PA      | $1009559.38    | 0.01%             | 2036-12-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1485221.00    | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A         | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26545083 | PA      | $26280362.23   | 0.38%             | 2065-06-22      | Fixed         | 4.67%                 | 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        |    8152000 | PA      | $8143548.25    | 0.12%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                  | OCCIDENTAL PETROLEUM COR SR UNSECURED 02/27 3           | CUSIP: 674599CM5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790672.40     | 0.01%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBTZA7 PIMCO SWAPTION 3.0 CALL USD 20260811          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  464900000 | NC      | $340260.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2024-6                                       | VERIZON MASTER TRUST VZMT 2024 6 A1A                    | CUSIP: 92348KDE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9200000 | PA      | $9204805.16    | 0.13%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 07/27 VAR           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37100000 | PA      | $37129931.91   | 0.54%             | 2027-07-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                         | REPUBLIC OF PERU SR UNSECURED 08/27 4.125               | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   26800000 | PA      | $26781240.00   | 0.39%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 05/30 VAR                     | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $11972670.60   | 0.17%             | 2030-05-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-227.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 07/27 VAR           | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10913297.46   | 0.16%             | 2027-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                        | FANNIE MAE FNR 2024 103 FC                              | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21749931 | PA      | $21920641.67   | 0.32%             | 2055-01-25      | Floating      | 4.81%                 | 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        |    1466970 | PA      | $1422906.18    | 0.02%             | 2038-05-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2232.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INCORPORATED                                | TELEDYNE TECHNOLOGIES IN SR UNSECURED 04/26 1.6         | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    3459000 | PA      | $3459000.00    | 0.05%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 11/27 VAR                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12856000 | PA      | $12663162.70   | 0.18%             | 2027-11-24      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE          | CUSIP: 38376R6F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1959101 | PA      | $1987729.19    | 0.03%             | 2067-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 5.3    | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    9253000 | PA      | $9332027.47    | 0.14%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $31241.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                            | SEMPRA SR UNSECURED 08/26 5.4                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3816378.32    | 0.06%             | 2026-08-01      | Fixed         | 5.40%                 | 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        |    1314082 | PA      | $1281810.36    | 0.02%             | 2040-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5             | CUSIP: 3132CXLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10400476 | PA      | $10059257.03   | 0.15%             | 2032-12-01      | Fixed         | 2.50%                 | 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        |    5160000 | PA      | $5171475.89    | 0.08%             | 2026-07-13      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU           | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1024908 | PA      | $909713.42     | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $198308.26     | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE 144A 02/27 5.25                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $1912132.07    | 0.03%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FB          | CUSIP: 38375BLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100300 | PA      | $100326.28     | 0.00%             | 2061-04-20      | Floating      | 4.28%                 | 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        |    7915000 | PA      | $7968871.71    | 0.12%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO COMPANY GUAR 01/27 4.35          | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9267000 | PA      | $9255721.04    | 0.13%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST 2025-1A                                            | CARDS II TRUST CARD2 2025 1A A 144A                     | CUSIP: 14161GCM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10700000 | PA      | $10745455.74   | 0.16%             | 2031-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | REPUBLIC OF CHILE SR UNSECURED 01/27 2.75               | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    1400000 | PA      | $1381730.00    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO X BV 10A                                        | ARES EUROPEAN CLO ARESE 10A AR 144A                     | CUSIP: ACI1Y2RR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2492449 | PA      | $2883835.76    | 0.04%             | 2031-10-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1997937 | PA      | $2004385.36    | 0.03%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 01/27 VAR                   | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3700000 | PA      | $3717686.52    | 0.05%             | 2027-01-23      | Floating      | 4.80%                 | 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        |    1847884 | PA      | $1861522.98    | 0.03%             | 2044-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 10/27 7.5          | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2000000 | PA      | $2085637.42    | 0.03%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/28 VAR     | CUSIP: 44891CDN0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5490000 | PA      | $5460524.24    | 0.08%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                            | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9993493.20    | 0.15%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                            | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/26 6.055  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1460724.08    | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-92                                         | FANNIE MAE FNR 2025 92 FA                               | CUSIP: 3136BXU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3308836 | PA      | $3339855.71    | 0.05%             | 2055-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5573                                           | FREDDIE MAC FHR 5573 FB                                 | CUSIP: 3137HMSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     764686 | PA      | $768940.76     | 0.01%             | 2055-09-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)   | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 06/28 4.5     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6005237.34    | 0.09%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                               | ELEVANCE HEALTH INC                                     | CUSIP: 28621BDD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   30900000 | PA      | $30855080.67   | 0.45%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-46                                         | FANNIE MAE FNR 2019 46 FG                               | CUSIP: 3136B5XC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2454820 | PA      | $2430626.44    | 0.04%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA 04/27 4.25                           | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2597596.25    | 0.04%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                               | GILEAD SCIENCES INC SR UNSECURED 10/27 1.2              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1917426.52    | 0.03%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FHR-4749                                                          | FREDDIE MAC FHR 4749 PD                                 | CUSIP: 3137FCUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     822299 | PA      | $819197.10     | 0.01%             | 2045-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592411.60     | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                        | MARRIOTT INTERNATIONAL SR UNSECURED 06/26 3.125         | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     851000 | PA      | $848889.39     | 0.01%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | FISERV INC SR UNSECURED 03/27 5.15                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5644000 | PA      | $5672671.18    | 0.08%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSECURED 06/27 VAR                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32034000 | PA      | $31850311.92   | 0.46%             | 2027-06-09      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                               | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-4067066.63   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.625      | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2481342.10    | 0.04%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 CD                                 | CUSIP: 3137H0VA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16100351 | PA      | $14029818.29   | 0.20%             | 2044-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR REGS 08/27 VAR          | CUSIP: U09513KF5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500866.54     | 0.01%             | 2027-08-13      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-64                                         | FANNIE MAE FNR 2015 64 KF                               | CUSIP: 3136AP3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1338263 | PA      | $1316257.86    | 0.02%             | 2045-09-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR 144A 03/27 4          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     897000 | PA      | $893268.78     | 0.01%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T MOBILE USA INC COMPANY GUAR 04/26 2.625               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   28200000 | PA      | $28179545.98   | 0.41%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9400000 | PA      | $9525831.78    | 0.14%             | 2027-12-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                 | DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9582000 | PA      | $9596189.22    | 0.14%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                        | ABBVIE INC SR UNSECURED 03/28 VAR                       | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7208829.43    | 0.10%             | 2028-03-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     720000 | PA      | $718405.15     | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                        | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A             | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1602208.02    | 0.02%             | 2034-10-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2026 1A A2A 144A   | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2793973.84    | 0.04%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                               | ISRAEL ELECTRIC CORP LTD SR SECURED 144A 12/27 7.75     | CUSIP: 46507VAB8<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     600000 | PA      | $626843.25     | 0.01%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR              | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4279215.82    | 0.06%             | 2028-02-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-40966.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-70                                         | FANNIE MAE FNR 2025 70 LF                               | CUSIP: 3136BXKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5469868 | PA      | $5504417.47    | 0.08%             | 2055-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9037000 | PA      | $8971202.42    | 0.13%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK COVERED 144A 01/30 4.876         | CUSIP: 13607PVU5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20514571.40   | 0.30%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                | RGA GLOBAL FUNDING SR SECURED 144A 11/26 2              | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3939281.28    | 0.06%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XI 2021-11A                                      | OCEAN TRAILS CLO OCTR 2021 11A AR 144A                  | CUSIP: 67514VAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20100000 | PA      | $20103277.31   | 0.29%             | 2034-07-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2794266.71    | 0.04%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD 2021-2A                                         | TRIMARAN CAVU LTD CAVU 2021 2A AR 144A                  | CUSIP: 89624UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7200000 | PA      | $7198520.98    | 0.10%             | 2034-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                  | SKANDINAVISKA ENSKILDA 144A 09/30 VAR                   | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   11800000 | PA      | $11813452.47   | 0.17%             | 2030-09-03      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5700000 | PA      | $5716467.41    | 0.08%             | 2027-08-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                        | MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR           | CUSIP: 60687YDK2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7500000 | PA      | $7526915.25    | 0.11%             | 2031-05-13      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25     | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27003000 | PA      | $26933762.69   | 0.39%             | 2026-12-01      | Fixed         | 4.25%                 | 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        |   14658000 | PA      | $14603215.73   | 0.21%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $2277.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 10/27 VAR                                  | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13402000 | PA      | $13552196.21   | 0.20%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $1156535.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-95                                         | FANNIE MAE FNR 2024 95 KF                               | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8043112 | PA      | $8093788.50    | 0.12%             | 2054-12-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1A                           | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A    | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4169060 | PA      | $4209346.95    | 0.06%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                   | AVON FINANCE AVON 4A A 144A                             | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   14879425 | PA      | $19710229.88   | 0.29%             | 2049-12-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                       | KUWAIT INTL BOND SR UNSECURED REGS 03/27 3.5            | CUSIP: M6417JAA6<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    1700000 | PA      | $1685447.54    | 0.02%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                  | VOYA CLO LTD VOYA 2017 3A A1RR 144A                     | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8005896.72    | 0.12%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/27 VAR        | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1461000 | PA      | $1466844.41    | 0.02%             | 2027-04-04      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB          | CUSIP: 38376R4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     721210 | PA      | $731592.53     | 0.01%             | 2067-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2025-A                           | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2025 A A2A         | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7867462 | PA      | $7884081.79    | 0.11%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66                                             | CUSIP: 71855BD17<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $15198320.40   | 0.22%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $17590155.63   | 0.26%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $18977.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                              | EDISON INTERNATIONAL                                    | CUSIP: 28103BDT6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   43400000 | PA      | $43263546.06   | 0.63%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD          | CUSIP: 38376R5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79013 | PA      | $78992.45      | 0.00%             | 2067-06-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-19                                         | FANNIE MAE FNR 2026 19 FA                               | CUSIP: 3136BY6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $14991702.00   | 0.22%             | 2056-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2026-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2026 P1 A2         | CUSIP: 14689FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13800000 | PA      | $13786890.00   | 0.20%             | 2029-06-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $35.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16377000 | PA      | $16368643.64   | 0.24%             | 2027-04-23      | Floating      | 3.56%                 | 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        |    6500000 | PA      | $6519453.85    | 0.09%             | 2026-07-13      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 02/27 4.5                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     481000 | PA      | $481052.80     | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                  | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   22825000 | PA      | $22845204.01   | 0.33%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                           | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8517339 | PA      | $8567082.11    | 0.12%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                    | CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A            | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1078684 | PA      | $1088112.48    | 0.02%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-33                                         | FANNIE MAE FNR 2019 33 FB                               | CUSIP: 3136B45C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15731748 | PA      | $15450681.25   | 0.22%             | 2049-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                | PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5         | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11377000 | PA      | $11383601.96   | 0.17%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UBU0A2 PIMCO SWAPTION 3.0 CALL USD 20260811          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  417500000 | NC      | $305568.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR          | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $250351.61     | 0.00%             | 2027-07-02      | Floating      | 4.70%                 | 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        |   12800000 | PA      | $12783799.81   | 0.19%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                 | KSA SUKUK LTD SR UNSECURED REGS 06/27 5.25              | CUSIP: ACI2PB2M9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | KY        |   36800000 | PA      | $37102772.00   | 0.54%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 09/27 VAR                     | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6023927.70    | 0.09%             | 2027-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                               | ELEVANCE HEALTH INC SR UNSECURED 02/30 4.75             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5236723.08    | 0.08%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A      | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4294901 | PA      | $4105776.98    | 0.06%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-49                                         | FANNIE MAE FNR 2020 49 FB                               | CUSIP: 3136BAB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8615620 | PA      | $8401732.31    | 0.12%             | 2050-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9235358.40    | 0.13%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FANNIE MAE FNR 2026 21 DF                               | CUSIP: 3136G5FE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12700000 | PA      | $12662848.69   | 0.18%             | 2055-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 09/28 VAR           | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   21600000 | PA      | $21607742.52   | 0.31%             | 2028-09-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35          | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12754205.23   | 0.19%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     992000 | PA      | $985179.72     | 0.01%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                         | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $13009275.91   | 0.19%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                   | FOX CORP SR UNSECURED 01/29 4.709                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10027350.50   | 0.15%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16225000 | PA      | $16240849.07   | 0.24%             | 2027-07-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                       | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A                 | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22000000 | PA      | $22011751.96   | 0.32%             | 2035-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR     | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8518966.90    | 0.12%             | 2027-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA          | CUSIP: 38385GQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6118778 | PA      | $6166164.67    | 0.09%             | 2055-06-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                        | CUSIP: 49271KE18<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14246918.40   | 0.21%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR      | CUSIP: G84228FU7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2008119.82    | 0.03%             | 2027-07-06      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                         | FANNIE MAE FNR 2025 66 FK                               | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16672339 | PA      | $16820659.11   | 0.24%             | 2055-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 01/27 VAR           | CUSIP: 02665WGG0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $20520004.93   | 0.30%             | 2027-01-15      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                             | BBCCRE TRUST BBCCR 2015 GTP A 144A                      | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1869986.00    | 0.03%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25   | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    6900000 | PA      | $6824096.14    | 0.10%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP (AKA: ELEMENT FINANCIAL CORP)       | ELEMENT FLEET MANAGEMENT SR UNSECURED 144A 03/27 5.643  | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     519000 | PA      | $523395.31     | 0.01%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST 2024-1A                                     | HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A              | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3733569 | PA      | $3760918.49    | 0.05%             | 2029-01-16      | Fixed         | 5.23%                 | 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        |   29000000 | PA      | $29002395.98   | 0.42%             | 2028-01-27      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 3 A2B         | CUSIP: 379965AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8406192 | PA      | $8408412.72    | 0.12%             | 2027-10-20      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES INC                                      | HYUNDAI CAPITAL SERVICES SR UNSECURED 144A 02/27 5.125  | CUSIP: 44920UAU2<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    5000000 | PA      | $5026421.15    | 0.07%             | 2027-02-05      | Fixed         | 5.12%                 | 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        |    5864994 | PA      | $5301548.65    | 0.08%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-84                                         | FANNIE MAE FNR 2016 84 DF                               | CUSIP: 3136AUKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1036777 | PA      | $1016449.12    | 0.01%             | 2046-11-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                      | SK HYNIX INC SR UNSECURED REGS 01/27 5.5                | CUSIP: Y8085FBT6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   13290000 | PA      | $13423152.51   | 0.20%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1307.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY 144A 02/28 VAR                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3950000 | PA      | $3965651.20    | 0.06%             | 2028-02-16      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 144A 09/27 VAR                         | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3217120.38    | 0.05%             | 2027-09-18      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH     | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A   | CUSIP: 46654EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $8711233.20    | 0.13%             | 2038-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 04/27 VAR                     | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $9000000.00    | 0.13%             | 2027-04-01      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2018-33A                                          | VENTURE CDO LTD VENTR 2018 33A A1LR 144A                | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     828680 | PA      | $829533.98     | 0.01%             | 2031-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 03/28 VAR                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3004520.58    | 0.04%             | 2028-03-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                        | ARES CLO LTD ARES 2013 2A AR3 144A                      | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $19523663.06   | 0.28%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 10/27 VAR                                  | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   11059000 | PA      | $10905860.39   | 0.16%             | 2027-10-19      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 05/27 3.625      | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5400000 | PA      | $5354627.42    | 0.08%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4347                                           | FREDDIE MAC FHR 4347 WF                                 | CUSIP: 3137BBVB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104244 | PA      | $101861.99     | 0.00%             | 2040-01-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $6662.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-248.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP SR UNSECURED 04/26 3.4                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1484273.48    | 0.02%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                         | FANNIE MAE FNR 2025 88 FM                               | CUSIP: 3136BXZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6132102 | PA      | $6166418.13    | 0.09%             | 2055-08-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 03/27 3.95                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   17902000 | PA      | $17851608.02   | 0.26%             | 2027-03-29      | Fixed         | 3.95%                 | 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        |   18314000 | PA      | $18231964.09   | 0.27%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSWF 2021-SOP2                                                    | CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A    | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1231332 | PA      | $1211255.49    | 0.02%             | 2034-06-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36822000 | PA      | $36943029.86   | 0.54%             | 2028-04-22      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A2A         | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14726604 | PA      | $14750246.49   | 0.21%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                           | FREDDIE MAC FHR 5565 FA                                 | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9840192 | PA      | $9915553.62    | 0.14%             | 2055-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DE47<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796716.32     | 0.01%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1                                      | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7322672 | PA      | $7350037.62    | 0.11%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 07/26 0.00000                             | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     750000 | PA      | $741686.57     | 0.01%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2070000 | PA      | $2084657.21    | 0.03%             | 2028-03-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                    | MARATHON PETROLEUM CORP SR UNSECURED 12/26 5.125        | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   22354000 | PA      | $22430802.31   | 0.33%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 1.65    | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2078185.71    | 0.03%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO VI DAC 6A                                      | HAYFIN EMERALD CLO HAYEM 6A AR 144A                     | CUSIP: ACI30X675<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2550000 | PA      | $2945740.39    | 0.04%             | 2038-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4371000 | PA      | $4365352.45    | 0.06%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED REGS 12/27 VAR                | CUSIP: H42097EL7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4390000 | PA      | $4448766.12    | 0.06%             | 2027-12-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 DA                                 | CUSIP: 3137H0VQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2055114 | PA      | $1819464.87    | 0.03%             | 2042-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                               | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A     | CUSIP: 03331VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1685168.96    | 0.02%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER                                 | CUSIP: 40412DEJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3777686.40    | 0.05%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO III LTD 2020-3RA                                     | GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A               | CUSIP: 39809CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     524521 | PA      | $525030.16     | 0.01%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                              | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2986877.13    | 0.04%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CLP BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $59628.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CITIGROUP REVERSE REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -137557492 | PA      | $-137572049.95 | -2.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 05/26 3.1                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     489000 | PA      | $488369.00     | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GLOBAL PMTS INC                                         | CUSIP: 37961DD23<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8897943.21    | 0.13%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 10/28 VAR             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2292000 | PA      | $2293907.84    | 0.03%             | 2028-10-18      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-C                             | HYUNDAI AUTO RECEIVABLES TRUST HART 2025 C A2B          | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $24994850.00   | 0.36%             | 2028-07-17      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5029000 | PA      | $5001133.56    | 0.07%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $4712075.80    | 0.07%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4542041.30    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST 2024-A1                                      | BANK OF AMERICA CREDIT CARD TR BACCT 2024 A1 A          | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11117673.60   | 0.16%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                  | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR      | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   18866000 | PA      | $18941687.00   | 0.28%             | 2027-03-05      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL REGS 05/27 VAR                   | CUSIP: ACI2P5QJ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1383626.10    | 0.02%             | 2027-05-24      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 VAR     | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $11770808.64   | 0.17%             | 2027-01-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH                    | MUFG BANK LTD SYDNEY MUFG BANK LTD SYDNEY               | CUSIP: ACI2R4XB3<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |   39200000 | PA      | $27142060.74   | 0.40%             | 2027-09-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                      | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8         | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 4290000000 | PA      | $4716563.82    | 0.07%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                   | XCEL ENERGY INC SR UNSECURED 03/27 1.75                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3998223.45    | 0.06%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3171                                                  | FREDDIE MAC FHR 3171 AF                                 | CUSIP: 31396TS95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     521214 | PA      | $518046.36     | 0.01%             | 2036-06-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                      | SABINE PASS LIQUEFACTION SR SECURED 03/27 5             | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $11703334.30   | 0.17%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR            | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13535029.94   | 0.20%             | 2028-09-18      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                           | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602       | CUSIP: ACI1YJLN1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    3500000 | PA      | $3484467.95    | 0.05%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                 | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 07/27 0.75   | CUSIP: ACI1D2NZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   10800000 | PA      | $12084219.87   | 0.18%             | 2027-07-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                  | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR          | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2696630.89    | 0.04%             | 2028-07-06      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-135                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 135 FD          | CUSIP: 38381QEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11010899 | PA      | $11071392.13   | 0.16%             | 2055-08-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-9161.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED REGS 01/27 5.35   | CUSIP: U71000BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4625456.72    | 0.07%             | 2027-01-12      | Fixed         | 5.35%                 | 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        |    2357334 | PA      | $2359963.99    | 0.03%             | 2031-04-20      | Floating      | 5.01%                 | 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        |    4317700 | PA      | $4104884.68    | 0.06%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4315                                           | FREDDIE MAC FHR 4315 HA                                 | CUSIP: 3137B8HN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     649931 | PA      | $646662.95     | 0.01%             | 2032-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR            | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1601184.40    | 0.02%             | 2026-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                        | SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR           | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   11719000 | PA      | $11521675.13   | 0.17%             | 2028-01-06      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4609541.33    | 0.07%             | 2028-01-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-76                                         | FANNIE MAE FNR 2019 76 FA                               | CUSIP: 3136B7WQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5788118 | PA      | $5704530.08    | 0.08%             | 2049-12-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2026 B A1A 144A      | CUSIP: 78451PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33100000 | PA      | $33139938.46   | 0.48%             | 2056-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                     | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12800000 | PA      | $12817149.70   | 0.19%             | 2035-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-9                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2007 9 CF            | CUSIP: 38375JMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     709699 | PA      | $701075.76     | 0.01%             | 2037-03-20      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375            | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6302000 | PA      | $6266299.23    | 0.09%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                           | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A   | CUSIP: 55287XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4276139 | PA      | $4278127.61    | 0.06%             | 2028-05-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                   | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2A 144A           | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13633970 | PA      | $13653270.68   | 0.20%             | 2027-07-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                            | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A          | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     599955 | PA      | $600567.78     | 0.01%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A         | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14097417 | PA      | $14045805.38   | 0.20%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3                        | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A       | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309855 | PA      | $304716.89     | 0.00%             | 2065-04-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 03/27 VAR             | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     888000 | PA      | $889236.54     | 0.01%             | 2027-03-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 C A2A 144A    | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4167978 | PA      | $4172972.03    | 0.06%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                              | SMITHFIELD FOODS INC COMPANY GUAR 144A 02/27 4.25       | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    5446000 | PA      | $5421033.63    | 0.08%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-138                                        | FANNIE MAE FNR 2012 138 AE                              | CUSIP: 3136AAEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1539266 | PA      | $1516305.41    | 0.02%             | 2027-12-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                           | FREDDIE MAC FHR 5549 CF                                 | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24022458 | PA      | $24389573.61   | 0.36%             | 2052-10-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-4832                                                  | FREDDIE MAC FHR 4832 WF                                 | CUSIP: 3137FHS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6231652 | PA      | $6158212.83    | 0.09%             | 2038-06-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP SR UNSECURED 05/26 2.6                       | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6422000 | PA      | $6406053.15    | 0.09%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3771745.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                         | COREBRIDGE GLOB FUNDING SR SECURED 144A 09/26 VAR       | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     208000 | PA      | $208870.72     | 0.00%             | 2026-09-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                       | EQUINIX INC SR UNSECURED 05/26 1.45                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3453000 | PA      | $3442664.41    | 0.05%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 07/26 1.05                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   16668000 | PA      | $16509738.01   | 0.24%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2017-108                                        | FANNIE MAE FNR 2017 108 AF                              | CUSIP: 3136B0SA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1136414 | PA      | $1120609.73    | 0.02%             | 2048-01-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM1                         | JP MORGAN MORTGAGE TRUST JPMMT 2025 NQM1 A1 144A        | CUSIP: 46593QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3491230 | PA      | $3508015.56    | 0.05%             | 2065-06-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR         | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3377226.15    | 0.05%             | 2026-05-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                         | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875    | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    6560000 | PA      | $6434237.39    | 0.09%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                          | MET TOWER GLOBAL FUNDING SECURED 144A 09/26 1.25        | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1479916.94    | 0.02%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2012-4A                                 | NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A           | CUSIP: 64033AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6164510 | PA      | $6148855.58    | 0.09%             | 2038-09-27      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $32361.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                               | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2782137.84    | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVII-R EURO CLO BV 2017-27A                               | DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A         | CUSIP: ACI1W43B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7212873 | PA      | $8347366.68    | 0.12%             | 2033-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                         | ALCON FINANCE CORP COMPANY GUAR 144A 09/26 2.75         | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   23503000 | PA      | $23317149.79   | 0.34%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7998726.32    | 0.12%             | 2028-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $189.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.37644 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $344356.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-512.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR         | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   21600000 | PA      | $21460124.02   | 0.31%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS CLP 4.67600 01/09/26-5Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |          1 | NC      | $55790.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4585                                           | FREDDIE MAC FHR 4585 AF                                 | CUSIP: 3137BPF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3669901 | PA      | $3636551.50    | 0.05%             | 2046-05-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $249.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                        | AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   18190000 | PA      | $17976399.56   | 0.26%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F           | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10054192 | PA      | $10137961.11   | 0.15%             | 2075-10-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 01/29 VAR          | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   39500000 | PA      | $39549847.42   | 0.58%             | 2029-01-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                            | CUSIP: 22823QDG3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $13774216.08   | 0.20%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSPHORUS CLO IX DAC 9A                                           | BOSPHORUS CLO BOPHO 9A AR 144A                          | CUSIP: ACI396444<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6800000 | PA      | $7859781.50    | 0.11%             | 2038-04-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                        | AMETEK INC DISC COML 04/26 ZCP                          | CUSIP: 03111CDT7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14157321.90   | 0.21%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1698238.34    | 0.02%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING                                               | PPL CAPITAL FUNDING INC COMPANY GUAR 05/26 3.1          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1497600.95    | 0.02%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                               | CONSTELLATION ENERGY                                    | CUSIP: 21038QD27<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10697410.60   | 0.16%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                     | JONES LANG LASALLE FIN BV                               | CUSIP: 48002BD90<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |   53100000 | PA      | $53047011.51   | 0.77%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $3555.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 05/26 ZCP                       | CUSIP: 40412DE13<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8468277.15    | 0.12%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 02/27 2.7                        | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4733894.83    | 0.07%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR         | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    6087000 | PA      | $6096208.05    | 0.09%             | 2026-09-29      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer