# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004482
**Filing Date:** 2025-11
**Character Count:** 514985
**Document Hash:** ecaee4b1f4914c5e37ef3f534adb03ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004482.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004482

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528308

**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 Long-Term Credit Bond Fund (Series ID: S000025202)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000075114 | Institutional | PTCIX           |
| C000075116 | I-2           | PLCPX           |

## 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 Long-Term Credit Bond Fund

- **b. EDGAR series identifier (if any):** S000025202

- **c. LEI of Series:** ZCHOOW8186RO45QGKP62

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4079205408.56

**Total Liabilities:** $703511262.03

**Net Assets:** $3375694146.53

**Delayed Delivery Securities:** $33800000.01

**Cash Not Reported:** $6159934.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1711380.010900 | **1-Year:** 82078.775400 | **5-Year:** 576007.005000 | **10-Year:** 1494955.147700 | **30-Year:** 231464.488000

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

- **3-Month:** -3453.990900 | **1-Year:** 27944.574300 | **5-Year:** 39284.880400 | **10-Year:** 22431.889600 | **30-Year:** 1165.397700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075116 | -0.32%               | 0.83%                | 3.08%                |
| Class ID C000075114 | -0.31%               | 0.84%                | 3.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3229359.75             | $-16256359.86                              |
| Month 2  | $-3332521.24             | $19319217.62                               |
| Month 3  | $4300164.72              | $63539680.51                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Long Credit Total Return Unhedged Index

- **Index Identifier:** LULCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $262073.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/52 4.95                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     700000 | PA      | $597669.95    | 0.02%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4               | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4846422.50   | 0.14%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.65517 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-376084.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA JR SUBORDINA 04/56 VAR                              | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2669823.60   | 0.08%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAFCA3 PIMCO SWAPTION 3.675 PUT USD 2025101             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6300000 | NC      | $-24760.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 03/34 6.1                            | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5476891.90   | 0.16%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                              | SOUTHERN NATURAL GAS SR UNSECURED 02/31 7.35               | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1558626.45   | 0.05%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI14W503<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4600000 | PA      | $5421895.34   | 0.16%             | 2025-12-29      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                           | UNITED KINGDOM GILT BONDS REGS 07/54 4.375                 | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    4686000 | PA      | $5276389.99   | 0.16%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 02/51 3.3                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3205871.46   | 0.09%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 08/59 3.95                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3092886.41   | 0.09%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                             | CF INDUSTRIES INC COMPANY GUAR 03/34 5.15                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3231045.92   | 0.10%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5           | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      19996 | PA      | $2099.58      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2            | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1447165.45   | 0.04%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4410736.38   | 0.13%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $13202.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8064058.46   | 0.24%             | 2063-04-15      | Fixed         | 5.20%                 | 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        |     439000 | PA      | $422170.81    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                          | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11                 | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    1726128 | PA      | $319333.68    | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                   | TRIMBLE INC SR UNSECURED 03/33 6.1                         | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     800000 | PA      | $860382.94    | 0.03%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.97500 03/21/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-76854.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $2398716.56   | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR            | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $5872637.23   | 0.17%             | 2035-01-05      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/54 5.4               | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12409319.75  | 0.37%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $43263.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC SR UNSECURED 08/64 5.55                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $993437.43    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1563682.88   | 0.05%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                         | AMRIZE FINANCE US LLC COMPANY GUAR 144A 09/46 4.75         | CUSIP: 43475RAK2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1260442.59   | 0.04%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                          | ANGLIAN WATER SERV FIN SR SECURED REGS 06/39 6             | CUSIP: ACI2GR269<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $521171.85    | 0.02%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 02/43 VAR                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1400000 | PA      | $1069074.20   | 0.03%             | 2043-02-11      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                              | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125          | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6470000 | PA      | $6683613.65   | 0.20%             | 2099-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 06/28 6.95           | CUSIP: 28336LBD0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $4042351.19   | 0.12%             | 2028-06-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 12/29 4.625                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1843439.32   | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR NOTE (CBT)DEC25 XCBT 20251219                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1159 | NC      | $781990.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.70000 12/31/25-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-135050.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAFDA2 PIMCO SWAPTION 3.375 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KY        |   -6300000 | NC      | $-1527.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UABZA7 PIMCO SWAPTION 2.79 PUT EUR 20251006             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -2700000 | NC      | $-528.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 06/47 3.75                    | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1458047.56   | 0.04%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.90144 03/18/25-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-56682.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/51 3.95                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $11830302.30  | 0.35%             | 2051-03-25      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 01/36 VAR                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1777775.77   | 0.05%             | 2036-01-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                         | PROJECT HUDSON II FIXED TERM LOAN                          | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1620205.95   | 0.05%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC CONSTELLATION EN GEN LLC          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2028633.98   | 0.06%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2609659.30   | 0.08%             | 2031-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                 | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375               | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    2200000 | PA      | $2227761.13   | 0.07%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1           | CUSIP: 12667GR62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79504 | PA      | $57904.04     | 0.00%             | 2035-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                           | SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25            | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6760000 | PA      | $4511002.35   | 0.13%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/52 5.45                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2825393.66   | 0.08%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 04/35 5.375                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     900000 | PA      | $929841.20    | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760300 | PA      | $1706556.98   | 0.05%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/55 5.95                            | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6456495.67   | 0.19%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875       | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4500000.00   | 0.13%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                    | NETAPP INC SR UNSECURED 03/35 5.7                          | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1673434.56   | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/53 5.05             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16900000 | PA      | $15496579.38  | 0.46%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      68177 | PA      | $33168.11     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2640245 | PA      | $2501626.38   | 0.07%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENER HOUSTON 1ST MORTGAGE 04/51 3.35           | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1780066.80   | 0.05%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1200000 | PA      | $1224475.80   | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                   | PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/36 6.25           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    8700000 | PA      | $8596470.00   | 0.25%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    8535547 | PA      | $83127695.61  | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-43340.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3155.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/48 3                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  170300000 | PA      | $128084227.41 | 3.79%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                        | FRANKLIN RESOURCES INC SR UNSECURED 08/51 2.95             | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     900000 | PA      | $577460.91    | 0.02%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/49 3.5       | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1388865.25   | 0.04%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 05/65 5.8                       | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2143393.96   | 0.06%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC VOYA FINANCIAL INC                      | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     600000 | PA      | $597087.46    | 0.02%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 0.00000     | CUSIP: ACI30CNZ0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     142338 | PA      | $3380.53      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-8                                           | BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4             | CUSIP: 05946XZ48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15414 | PA      | $15640.26     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6                | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1571049.54   | 0.05%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX HY45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-635700.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3663416.86   | 0.11%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RAAC SERIES 2007-RP3                                                          | RAAC SERIES RAAC 2007 RP3 A 144A                           | CUSIP: 74978BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53675 | PA      | $52664.32     | 0.00%             | 2046-10-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/33 VAR                   | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10700000 | PA      | $11806748.94  | 0.35%             | 2033-08-12      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 3 PLC                                                  | TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744       | CUSIP: 989XYDII0<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |      86194 | PA      | $115460.26    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INF CAP COMPANY GUAR 07/35 6.75             | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3197838.51   | 0.09%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6                  | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $1044366.94   | 0.03%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-13307.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SUBORDINATED 01/32 VAR                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2900000 | PA      | $2720353.79   | 0.08%             | 2032-01-14      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/43 3.875                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92642000 | PA      | $83942337.19  | 2.49%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3000000 | PA      | $3090003.00   | 0.09%             | 2034-08-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                | ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125         | CUSIP: ACI1FS336<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    1400000 | PA      | $1018109.57   | 0.03%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $20922.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 0.00000     | CUSIP: ACI30CRF0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     285055 | PA      | $6770.06      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875               | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $931431.79    | 0.03%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 06/41 VAR                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $14304409.77  | 0.42%             | 2041-06-19      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | CIGNA GROUP/THE SR UNSECURED 02/54 5.6                     | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1476068.96   | 0.04%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.89900 03/11/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-49462.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-RM2                                                  | ACE SECURITIES CORP. ACE 2004 RM2 M2                       | CUSIP: 004421JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570897 | PA      | $549972.29    | 0.02%             | 2035-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1586148 | PA      | $1551254.61   | 0.05%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD. 12/25 0                          | CUSIP: ACI30CNL1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      85327 | PA      | $2559.81      | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 12/43 5.3                     | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6275329.08   | 0.19%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                      | UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858    | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     440000 | PA      | $374040.26    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| READY CAPITAL MORTGAGE FINANCING 2023-FL11 LLC                                | READYCAP COMMERCIAL MORTGAGE T RCMT 2023 FL11 A 144A       | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25547 | PA      | $25625.43     | 0.00%             | 2039-10-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                    | MARRIOTT INTERNATIONAL SR UNSECURED 10/35 5.25             | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403752.50    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                              | ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15           | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1830036.90   | 0.05%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR              | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2367782.95   | 0.07%             | 2030-09-13      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOFTBANK GROUP CORP SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1278.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG          | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    4873000 | PA      | $633490.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317U95BA8 PIMCO SWAPTION 1.5 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | -129200000 | NC      | $-22790.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -659953 | PA      | $-660844.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                     | MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4           | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4224000 | PA      | $4184811.12   | 0.12%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                 | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11100000 | PA      | $9969059.30   | 0.30%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1555662.13   | 0.05%             | 2032-03-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA JR SUBORDINA REGS 12/99 VAR                  | CUSIP: ACI19LDR4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $2421479.49   | 0.07%             | 2026-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3              | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2047756.19   | 0.06%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC LAST OUT TERM LOAN                          | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1455826 | PA      | $1481302.92   | 0.04%             | 2031-01-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| BRAZIL GOVT                                                                   | FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1100000 | PA      | $1118425.00   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | SOUTHERN CO JR SUBORDINA 09/51 VAR                         | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4939797.00   | 0.15%             | 2051-09-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                  | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1590000.00   | 0.05%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | TESCO PLC SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $26385.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM XVIII LP 18A                                                              | LCM LTD PARTNERSHIP LCM 18A A1R 144A                       | CUSIP: 50188GAT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      20972 | PA      | $20983.50     | 0.00%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-46963.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 12/99 VAR        | CUSIP: ACI2XM0C0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1394895.43   | 0.04%             | 2031-12-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                   | PROGRESSIVE CORP SR UNSECURED 04/47 4.125                  | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     500000 | PA      | $421548.67    | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9             | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1558898.03   | 0.05%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                  | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     209000 | PA      | $208546.65    | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC SR UNSECURED 03/31 6                      | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     900000 | PA      | $951659.03    | 0.03%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4928.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.4016 06/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $65916.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                            | THAMES WATER UTIL FIN SR SECURED REGS 01/33 4.375          | CUSIP: ACI2C9PD3<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3311441.36   | 0.10%             | 2033-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BARCLAYS BANK PLC SNR SE ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $4092.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 03/34 4.5               | CUSIP: ACI30CSR3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4500000 | PA      | $5369027.60   | 0.16%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 09/49 3.3        | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     900000 | PA      | $599851.72    | 0.02%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     165997 | PA      | $91713.34     | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                 | WEATHERFORD INTERNATIONA SR UNSECURED 144A 10/33 6.75      | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     600000 | PA      | $600792.37    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                              | PUGET ENERGY INC SR SECURED 06/30 4.1                      | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488564.30    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP SR UNSECURED 06/50 3.75                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2961909.20   | 0.09%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP          | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3500000 | PA      | $3694391.47   | 0.11%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| THE DAI-ICHI LIFE INSURANCE COMPANY LIMITED                                   | DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    1600000 | PA      | $1664363.20   | 0.05%             | 2035-01-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2408897.92   | 0.07%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | TECK RESOURCES LIMITED SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $130706.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                           | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9            | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2232854.38   | 0.07%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                       | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95            | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1564986.27   | 0.05%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 18 1 A PTT PASS THRU CE 144A 03/33 4.125       | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1535472 | PA      | $1481563.59   | 0.04%             | 2033-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5                | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2600000 | PA      | $2738450.00   | 0.08%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS MUNICIPAL ELECTRIC AGENCY                                            | ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832     | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     775000 | PA      | $800818.58    | 0.02%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $608.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                       | TELEFONICA EMISIONES SAU COMPANY GUAR 03/48 4.895          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3500000 | PA      | $3006544.87   | 0.09%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3303.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251128                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $191.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR                 | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2072772.00   | 0.06%             | 2030-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP                     | PHILLIPS EDISON GROCERY COMPANY GUAR 07/34 5.75            | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1665969.33   | 0.05%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     900000 | PA      | $917035.20    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   95290000 | PA      | $89797718.81  | 2.66%             | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-54222.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A3                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A             | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2611 | PA      | $2549.38      | 0.00%             | 2033-05-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     900000 | PA      | $831332.34    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                       | AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25                 | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $703229.37    | 0.02%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC JR SUBORDINA REGS VAR                         | CUSIP: ACI1FNQ32<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $2155604.87   | 0.06%             | 2025-12-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1936.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                    | ZIMMER BIOMET HOLDINGS SR UNSECURED 08/35 4.25             | CUSIP: 98956PAG7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     205000 | PA      | $191319.59    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP BANK OF AMERICA CORP                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7104797.62   | 0.21%             | 2035-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 05/37 4.926                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5843000 | PA      | $5829884.57   | 0.17%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251117                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-149478.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    4400000 | NS      | $4644508.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                              | BURLINGTN NORTH SANTA FE SR UNSECURED 04/54 5.2            | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3842875.16   | 0.11%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | NEXTERA ENERGY CAPITAL HOL SNR S* SP BRC                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2200.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 04/33 3.419                 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7649000 | PA      | $7081769.51   | 0.21%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                        | NSTAR ELECTRIC CO SR UNSECURED 09/52 4.95                  | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1198873.55   | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                    | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1             | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     785288 | PA      | $746051.71    | 0.02%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1539.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC COLLATERAL T 09/48 4.2               | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4119641.50   | 0.12%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-41298.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 06/44 4.85                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3116029.69   | 0.09%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/39 6.05                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4635714.74   | 0.14%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7895250.35   | 0.23%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375             | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1343604.88   | 0.04%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5                | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1383694 | PA      | $1397107.95   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/33 VAR                      | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4365168.77   | 0.13%             | 2033-01-21      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 02/30 5.375                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1500000 | PA      | $1549078.55   | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/34 5.45                         | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2869633.54   | 0.09%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 12/57 3.8                            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   24217000 | PA      | $17282509.03  | 0.51%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                         | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 09/33 5.75      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1318297.50   | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 11/60 3                | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $13192237.46  | 0.39%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                   | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3220473.00   | 0.10%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                   | MERCURY GENERAL CORP SR UNSECURED 03/27 4.4                | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     610000 | PA      | $607379.01    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |          1 | NC      | $505621.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG43 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $189296.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2004-R3                                          | NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R3 AF 144A         | CUSIP: 62951MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650918 | PA      | $533818.64    | 0.02%             | 2035-02-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027      | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    3200000 | PA      | $3368506.11   | 0.10%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PANTHEON SENIOR DEBT SECONDARIES III                                          | PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN                   | CUSIP: BA000HYC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1100000 | PA      | $1100131.01   | 0.03%             | 2026-03-26      | Floating      | 6.38%                 | Yes           |                  3 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25              | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   14325000 | PA      | $12000230.13  | 0.36%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 03/55 5.9                 | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2138108.13   | 0.06%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)             | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27      | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     400000 | PA      | $332381.56    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 6 PLC                                                  | TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111      | CUSIP: B9JST3II3<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |     684778 | PA      | $882726.85    | 0.03%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                           | COMCAST CORP COMPANY GUAR 05/64 5.5                        | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3584198.95   | 0.11%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/49 VAR       | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |    1822950 | NS      | $2466428.97   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 12/29 VAR                   | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3500000 | PA      | $3492581.09   | 0.10%             | 2029-12-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                    | ZIMMER BIOMET HOLDINGS SR UNSECURED 08/45 4.45             | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2397000 | PA      | $2107336.98   | 0.06%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                     | AGREE LP COMPANY GUAR 10/32 4.8                            | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $705879.72    | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-53614.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN27 XCME 20270914                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1086 | NC      | $2435957.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $3367.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2735480.41   | 0.08%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25              | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2940014.31   | 0.09%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX HY44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1443935.89  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.3585 07/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $39775.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | ENTERGY TEXAS INC ENTERGY TEXAS INC                        | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1968656.46   | 0.06%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322             | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1536009.35   | 0.05%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 04/34 3.469                 | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4838953.74   | 0.14%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                               | BACARDI LTD COMPANY GUAR 144A 05/48 5.3                    | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    3600000 | PA      | $3279833.42   | 0.10%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $80.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                                              | ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949       | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    1570000 | PA      | $1481407.73   | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2642.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                   | CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1913913.54   | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                  | TAPESTRY INC SR UNSECURED 03/35 5.5                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2044234.72   | 0.06%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                   | CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484        | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     700000 | PA      | $754341.91    | 0.02%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                                                         | PINE STREET TRUST III PINE STREET TRUST III                | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5157904.40   | 0.15%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC                    | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1677613.28   | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO PREFERRED STOCK 4.625                  | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     111000 | NS      | $2249970.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                   | CUSIP: BFM4XMII1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5178000 | PA      | $6985599.38   | 0.21%             | 2026-09-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $96.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 12/51 2.9            | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $838491.85    | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SAUDI ARABIA GOVT EM SP GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $7743.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 12/49 3.5              | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1008527.84   | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                              | REPUBLIC OF PHILIPPINES SR UNSECURED 01/48 5.5             | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     400000 | PA      | $408969.36    | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                       | NVR INC SR UNSECURED 05/30 3                               | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3403924.85   | 0.10%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1707.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA SUBORDINATED 144A 04/34 VAR                  | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1400000 | PA      | $1495573.69   | 0.04%             | 2034-04-02      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $76774.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA2                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2           | CUSIP: 76110HT90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     357429 | PA      | $318089.61    | 0.01%             | 2035-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19964323.72  | 0.59%             | 2034-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 1.00000 05/13/22-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-144035.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                          | FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25          | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $664782.93    | 0.02%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO TRUST FIBRAUNO                              | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1078823.00   | 0.03%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2139173.42   | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2404304.05   | 0.07%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO PREFERRED STOCK 4.2                    | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      75000 | NS      | $1416000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2004-1                                           | SAXON ASSET SECURITIES TRUST SAST 2004 1 M1                | CUSIP: 805564PN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54518 | PA      | $48340.28     | 0.00%             | 2035-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                                           | CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3081474.87   | 0.09%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC SR UNSECURED 07/49 4.4                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1118050.30   | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2080P8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1400000 | PA      | $1590469.41   | 0.05%             | 2028-09-14      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                              | VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25        | CUSIP: ACI1FYG47<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2633438.18   | 0.08%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 12/33 6                | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2877196.36   | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                       | FMR LLC SR UNSECURED 144A 11/39 6.45                       | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4993005.69   | 0.15%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 03/51 VAR                | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $244316.49    | 0.01%             | 2051-03-20      | Floating      | 4.08%                 | 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      | $-592951.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5697000 | PA      | $5037160.70   | 0.15%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 03/55 5.4            | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7753490.79   | 0.23%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/53 5.65                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9582076.22   | 0.28%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95      | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    2150000 | PA      | $1959502.11   | 0.06%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE CDW LLC/CDW FINANCE                    | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025951.06   | 0.03%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                   | REPUBLIC OF PANAMA EUR TERM LOAN                           | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |   12000000 | PA      | $14111567.87  | 0.42%             | 2027-03-05      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-26768.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1775969.46   | 0.05%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                       | ESSENTIAL PROPERTIES LP COMPANY GUAR 12/35 5.4             | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004347.58   | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75           | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4137335.54   | 0.12%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7956345.25   | 0.24%             | 2035-10-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                      | CONSUMERS ENERGY CO 1ST MORTGAGE 05/48 4.05                | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2075210.53   | 0.06%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                    | EVERGY INC JR SUBORDINA 06/55 VAR                          | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025885.00   | 0.03%             | 2055-06-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3                                       | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1            | CUSIP: 25150WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109910 | PA      | $103116.19    | 0.00%             | 2047-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/48 3.125                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $4628203.14   | 0.14%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                   | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6200000 | PA      | $6634176.39   | 0.20%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 10/32 VAR                | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5379623.94   | 0.16%             | 2032-10-20      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UABYA8 PIMCO SWAPTION 2.55 CALL EUR 2025100             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -2700000 | NC      | $-147.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $47976.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                                        | PIKES PEAK CLO PIPK 2018 2A ARR 144A                       | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003557.16   | 0.09%             | 2034-10-11      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $369357.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-ABF1                          | BEAR STEARNS ASSET BACKED SECU BSABS 2003 ABF1 A           | CUSIP: 07384YLE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3362 | PA      | $3339.46      | 0.00%             | 2034-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NFL FOOTBALL CLUB TERM NOTES 2 CORPNFLB6                   | CUSIP: 957HIZII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3236007.10   | 0.10%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                  | REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1602938.36   | 0.05%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                           | ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25        | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     625500 | PA      | $568574.06    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                 | ALTICE FRANCE SA 2023 EUR TERM LOAN B14                    | CUSIP: F6628DAP9<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    1499092 | PA      | $1669078.89   | 0.05%             | 2028-08-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)                      | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       6729 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                   | CHENIERE ENERGY PARTNERS COMPANY GUAR 08/34 5.75           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3016258.45   | 0.09%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/61 4.1                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $4612889.79   | 0.14%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                                  | AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5            | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $6454760.62   | 0.19%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 7           | CUSIP: ACI30G7Q9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     513100 | PA      | $7055.13      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                                | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A             | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1074280 | PA      | $1074817.73   | 0.03%             | 2029-10-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC SR UNSECURED 08/31 2.25                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1859418.48   | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX JPY44 5Y SP CBK                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |          1 | NC      | $1920.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $98913.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  SEP26 XCME 20261215                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        632 | NC      | $1347473.39   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95                | CUSIP: P9406GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    3000000 | PA      | $2979375.00   | 0.09%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.9271 05/08/25-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-207926.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5            | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $612273.00    | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2683834.40   | 0.08%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 5 PLC                                                  | TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611      | CUSIP: ACI01EQ39<br>LEI: 213800BN1HYPUZMXAF92 | Long             | DBT              | CORP              | GB        |      45236 | PA      | $59675.85     | 0.00%             | 2041-10-13      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/50 4.15                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155831.33    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      81813 | PA      | $39883.84     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | EQUITABLE HOLDINGS INC SR UNSECURED 01/33 5.594            | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1052803.52   | 0.03%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 0.00000     | CUSIP: ACI30CTS0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     285055 | PA      | $6770.06      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 11/54 5.8              | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2410556.18   | 0.07%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6660386.99   | 0.20%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO XII LLC                                                  | KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85        | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1543272.52   | 0.05%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $2199.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG ENERGY INC SR SECURED 144A 12/27 2.45                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     500000 | PA      | $479430.25    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 0.00000     | CUSIP: ACI30CRD5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     534840 | PA      | $12702.45     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251105                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-8181.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 07/51 3.5                             | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $3354641.48   | 0.10%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                         | TOTALENERGIES CAPITAL SA TOTALENERGIES CAPITAL SA          | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1495950.47   | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                          | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     174935 | PA      | $262756.26    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/49 VAR                          | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    3700000 | NS      | $3718315.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                   | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4000000 | PA      | $4071152.00   | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/48 3.65              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $2731072.27   | 0.08%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST-2004-11                                              | BEAR STEARNS ALT A TRUST BALTA 2004 11 2A6A                | CUSIP: 07386HNB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15868 | PA      | $15204.53     | 0.00%             | 2034-11-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    8100000 | PA      | $8017986.61   | 0.24%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    1900000 | NS      | $1808420.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                            | REGENCY CENTERS LP COMPANY GUAR 03/49 4.65                 | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     500000 | PA      | $439975.29    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 04/30 3.875                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6695000 | PA      | $6566970.98   | 0.19%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2304414.67   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                 | SELECTIVE INSURANCE GROU SR UNSECURED 03/49 5.375          | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1570682.53   | 0.05%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 02/29 5.875                           | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $728950.54    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1            | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281536 | PA      | $259231.70    | 0.01%             | 2034-11-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                    | COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695723.56    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1437912.71   | 0.04%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                      | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/63 6.714      | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1317061.52   | 0.04%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 05/46 4.45                         | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6199943.54   | 0.18%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA                                                            | BX TRUST BX 2021 ARIA A 144A                               | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4996704.00   | 0.15%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    2500000 | PA      | $2752680.00   | 0.08%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY                         | PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532     | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11500000 | PA      | $12677436.70  | 0.38%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $5707944.34   | 0.17%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-SA1                                        | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1           | CUSIP: 76111XG72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138543 | PA      | $132143.84    | 0.00%             | 2036-02-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 09/36 VAR               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1497586.22   | 0.04%             | 2036-09-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 11/64 5.85                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992112.66   | 0.06%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 02/53 5.125               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7404052.94   | 0.22%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BANK OF AMERICA CORPORATION SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9515.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    2200000 | NS      | $2342230.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | QUANTA SERVICES INC SR UNSECURED 10/41 3.05                | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2976801.24   | 0.09%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1NVKJ6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1184412.25   | 0.04%             | 2026-01-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                         | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2615702.10   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317U95CA7 PIMCO SWAPTION 2.5 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  129200000 | NC      | $155660.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | CIGNA GROUP/THE SR UNSECURED 01/36 5.25                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2228899.88   | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $200390.36    | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR OPT  JUN26C 98.5 EXP 06/12/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -819 | NC      | $-20475.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1512292.50   | 0.04%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75             | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     600000 | PA      | $572696.06    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                              | DT MIDSTREAM INC SR SECURED 144A 04/32 4.3                 | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2775400.86   | 0.08%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                 | BBVA BANCOMER SA TEXAS SUBORDINATED 144A 06/38 VAR         | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1300000 | PA      | $1443462.80   | 0.04%             | 2038-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                            | PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/55 5.85            | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2472216.55   | 0.07%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  MAR27 XCME 20270615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1001 | NC      | $2213691.28   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND OPTION  NOV25P 127.5 EXP 10/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -54 | NC      | $-12045.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.50000 03/18/26-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $146715.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 144A 02/41 3.5                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4363981.10   | 0.13%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/47 3                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32300000 | PA      | $24600992.03  | 0.73%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                         | HALEON US CAPITAL LLC COMPANY GUAR 03/52 4                 | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $799788.28    | 0.02%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                     | BAPTIST HEALTHCARE UNSECURED 08/50 3.54                    | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $217432.98    | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC BARCLAYS PLC                                  | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1014798.53   | 0.03%             | 2035-09-10      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION PHARMACEUTICALS INC                                             | CONSTELLATION PHARMACEUTICAL 4                             | CUSIP: 948VXEII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275447 | PA      | $1316207.30   | 0.04%             | 2033-07-01      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA REGS 12/99 VAR              | CUSIP: ACI3077N6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3300000 | PA      | $4478378.05   | 0.13%             | 2035-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                         | AON NORTH AMERICA INC AON NORTH AMERICA INC                | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3124420.22   | 0.09%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                        | UNION ELECTRIC CO UNION ELECTRIC CO                        | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4793482.50   | 0.14%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                                     | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15            | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    1445431 | PA      | $43362.93     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/54 4.625                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102500000 | PA      | $100734277.60 | 2.98%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                           | HOAG MEMORIAL HOSPITAL UNSECURED 07/52 3.803               | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $846543.64    | 0.03%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                  | KEYSPAN GAS EAST CORP SR UNSECURED 144A 01/52 3.586        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2040103.65   | 0.06%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAG9A5 PIMCO SWAPTION 2.55 CALL EUR 2025101             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -3300000 | NC      | $-2036.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                                       | METAL CAYMAN METAL 2017 1 A 144A                           | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1621322 | PA      | $1094392.53   | 0.03%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 05/45 4.7                          | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     900000 | PA      | $826089.08    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                              | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/50 3.5            | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4234000 | PA      | $3109311.87   | 0.09%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE FIVE LLC                                                   | GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625      | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1990122.88   | 0.06%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                    | SPECTRA ENERGY PARTNERS COMPANY GUAR 03/45 4.5             | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1436325.70   | 0.04%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | BROWN + BROWN INC SR UNSECURED 06/55 6.25                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3264608.17   | 0.10%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260218                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-6081.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND OPTION  NOV25C 130.5 EXP 10/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -22 | NC      | $-2324.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR              | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     800000 | PA      | $834563.20    | 0.02%             | 2055-03-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1285403.14   | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 02/52 3.4                         | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1754251.80   | 0.05%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | FORD MOTOR COMPANY SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-676746.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                              | GATX CORP SR UNSECURED 03/45 4.5                           | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $859857.84    | 0.03%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 2A1A         | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     216281 | PA      | $174748.33    | 0.01%             | 2035-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/47 2.75                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25300000 | PA      | $18348429.81  | 0.54%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER ENTERPRISE PRODUCTS OPER          | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6627371.00   | 0.20%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER                                               | INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875            | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1245542.21   | 0.04%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/42 4.375                           | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1746852.12   | 0.05%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    2000000 | NS      | $2077600.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/44 4.85           | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3579000 | PA      | $3294156.73   | 0.10%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $613.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                          | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     816983 | PA      | $629076.91    | 0.02%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/53 4.75                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  101220000 | PA      | $101421649.47 | 3.00%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                 | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     820000 | PA      | $659218.48    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                   | CITADEL LP SR UNSECURED 144A 01/32 6.375                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1059030.91   | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/34 VAR                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4400000 | PA      | $4734981.99   | 0.14%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                      | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1813538.56   | 0.05%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/51 1.875                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46200000 | PA      | $26399871.04  | 0.78%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 01/31 5.5                  | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3028497.78   | 0.09%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                   | FTAI AVIATION INVESTORS COMPANY GUAR 144A 12/30 7.875      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1276226.40   | 0.04%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 07/33 VAR                      | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     800000 | PA      | $812548.63    | 0.02%             | 2033-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                   | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/46 4.9             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3148000 | PA      | $2951352.85   | 0.09%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                  | SYNOPSYS INC SR UNSECURED 04/55 5.7                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6867635.25   | 0.20%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1327598 | PA      | $1365634.50   | 0.04%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR            | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    1800000 | PA      | $2095288.47   | 0.06%             | 2034-11-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/55 3.55                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8889000 | PA      | $6130396.18   | 0.18%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                              | BRIXMOR OPERATING PART SR UNSECURED 05/29 4.125            | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1190139.34   | 0.04%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6            | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $861242.89    | 0.03%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 0.00000     | CUSIP: BVPGQSII1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     228044 | PA      | $5416.05      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                        | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1567934.94   | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + CO 12/99 1                                   | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    3700000 | NS      | $3896359.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  NOV25C 114 EXP 10/24/2025                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -160 | NC      | $-22021.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 04/45 5.05                          | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1956996.78   | 0.06%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                           | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR       | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    3300000 | PA      | $3436187.70   | 0.10%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                                | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000        | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |      25257 | PA      | $29382.65     | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 11/38 4.45                           | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     800000 | PA      | $753356.24    | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                            | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 10/48 4.439          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3566530.26   | 0.11%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1380121.64   | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3527433.34   | 0.10%             | 2034-10-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-301.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2108938.00   | 0.06%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7           | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3651734.09   | 0.11%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | SOUTHERN CO SR UNSECURED 07/36 4.25                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $930073.79    | 0.03%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MGM RESORTS INTERNATIONAL SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $451659.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/42 3.75              | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1290147.50   | 0.04%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    2000000 | NS      | $1969160.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                    | FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR               | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4220185.50   | 0.13%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/47 5.2                             | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     900000 | PA      | $810529.15    | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND OPTION  NOV25C 129.5 EXP 10/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -32 | NC      | $-9016.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                                                    | UNUM GROUP SR UNSECURED 12/49 4.5                          | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2531490.75   | 0.07%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $35205.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                  | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25        | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     161278 | PA      | $24796.49     | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                              | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     800000 | PA      | $732680.77    | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4              | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2374000 | PA      | $1646165.93   | 0.05%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP           | TARGA RESOURCES PARTNERS COMPANY GUAR 01/32 4              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4340452.88   | 0.13%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                                | UNIVERSITY OF PENNSYLVAN SR UNSECURED 09/12 4.674          | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     700000 | PA      | $593724.08    | 0.02%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/54 4.25                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10600000 | PA      | $9788437.50   | 0.29%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 04/42 VAR                | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $9682828.66   | 0.29%             | 2042-04-22      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526             | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3455580.84   | 0.10%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                      | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375              | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $415605.60    | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                         | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 05/55 6.17      | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4308075.80   | 0.13%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                      | ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/46 5.031          | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $464932.77    | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                   | REPUBLIC OF PANAMA SR UNSECURED 05/47 4.5                  | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      35000 | PA      | $27081.25     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7              | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5888283.67   | 0.17%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/63 5.75                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4792265.95   | 0.14%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 10/30 8.05           | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $4398876.11   | 0.13%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 03/32 2.7                    | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $986367.10    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                    | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 04/45 4.875     | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2370959.59   | 0.07%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAEOA3 PIMCO SWAPTION 3.625 PUT USD 2025101             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4600000 | NC      | $-28055.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD 2016-1A                                         | LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A        | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1336683 | PA      | $1303302.38   | 0.04%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                            | BANK OF AMERICA NA SUBORDINATED 10/36 6                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1302587.11   | 0.04%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260302                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-66251.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/28 VAR                   | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6850000 | PA      | $7118717.42   | 0.21%             | 2028-08-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2232154.65   | 0.07%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                   | NOTA DO TESOURO NACIONAL NOTES 08/60 6                     | CUSIP: ACI282QD2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   16373617 | PA      | $2644563.72   | 0.08%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45      | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   12000000 | PA      | $7860986.16   | 0.23%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  NOV25P 111 EXP 10/24/2025                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -99 | NC      | $-11034.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.55100 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $20233.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $29261.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XI LTD 2019-2A                                                    | ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A                    | CUSIP: 01750HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     810510 | PA      | $811627.64    | 0.02%             | 2033-01-19      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/52 VAR                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $13247897.70  | 0.39%             | 2052-04-22      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                  | NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3        | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4111678.80   | 0.12%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875            | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2162292.16   | 0.06%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                               | FIDELITY NATL FINANCIAL SR UNSECURED 09/51 3.2             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $5226685.87   | 0.15%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM42 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-3305.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |    6996889 | NS      | $150152.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 09/40 4.75                   | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $953209.96    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC ENBRIDGE INC                                  | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4400000 | PA      | $4917593.87   | 0.15%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION                        | DALLAS TX CONVENTION CENTER HO DALFAC 01/42 FIXED 7.088    | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4000000 | PA      | $4513894.00   | 0.13%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                            | WEST VA HEALTH SYS OBL SECURED 06/50 3.129                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $514330.75    | 0.02%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/26 0.00000     | CUSIP: ACI30CQF1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     114022 | PA      | $3135.61      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA UNSECURED 144A 07/30 1.75                          | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1100000 | PA      | $1135719.08   | 0.03%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 02/31 3.625                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7571796.00   | 0.22%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                           | STRYKER CORP SR UNSECURED 02/35 5.2                        | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5570858.65   | 0.17%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55            | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2799579 | PA      | $2695572.54   | 0.08%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA ENI SPA                                            | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    2747000 | PA      | $2747973.10   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE PUBLIC WORKS BOARD                                           | CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804    | CUSIP: 130685C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $2924280.84   | 0.09%             | 2035-03-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                   | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR        | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2275795.75   | 0.07%             | 2069-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                        | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/30 3.4              | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     375000 | PA      | $359685.32    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $8047128.90   | 0.24%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                            | RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2566213.10   | 0.08%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                            | ECAF LTD ECAF 2015 1A A2 144A                              | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1037193 | PA      | $936092.78    | 0.03%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM FINANCE LTD COMPANY GUAR 144A 02/27 8                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1434088.17   | 0.04%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84800000 | PA      | $84052776.32  | 2.49%             | 2055-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/55 4.625                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30690000 | PA      | $30176901.56  | 0.89%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  NOV25C 113.5 EXP 10/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -99 | NC      | $-21209.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS 144A 01/33 VAR                                 | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3200000 | PA      | $2913775.01   | 0.09%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                 | DTE ELECTRIC CO 1ST MORTGAGE 04/53 5.4                     | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2983295.04   | 0.09%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95               | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     500000 | PA      | $428471.88    | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141          | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     741000 | PA      | $552971.25    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                             | PIEDMONT OPERATING PARTN PIEDMONT OPERATING PARTN          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3376826.43   | 0.10%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 11/64 5.85                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16243639.06  | 0.48%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/44 5.3                  | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1283447.21   | 0.04%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIM AVIATION FINANCE LIMITED 2015-1A                                          | DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A         | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     841565 | PA      | $807965.83    | 0.02%             | 2040-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 09/34 VAR                | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6753459.57   | 0.20%             | 2034-09-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND BRANCH                                 | ITAU UNIBANCO HLDG SA/KY SR UNSECURED 144A 02/30 6         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    6400000 | PA      | $6651680.00   | 0.20%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER COMPANY                                                     | NEW ENGLAND POWER CO SR UNSECURED 144A 12/47 3.8           | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2598348.36   | 0.08%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 06/60 2.7                      | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $3789450.18   | 0.11%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $3320893.01   | 0.10%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 05/50 3.35             | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1057194.23   | 0.03%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/47 2.75                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5200000 | PA      | $3760046.89   | 0.11%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2005-RP2                                            | GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 1AF 144A          | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     479138 | PA      | $451468.41    | 0.01%             | 2035-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2516079.34   | 0.07%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | WILLIS NORTH AMERICA INC COMPANY GUAR 05/33 5.35           | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1553198.00   | 0.05%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 03/48 3.95                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $994718.16    | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 04/47 4.35                           | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     700000 | PA      | $600053.01    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE LLC                                                    | AXIS SPECIALTY FINANCE COMPANY GUAR 07/29 3.9              | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2955424.56   | 0.09%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA UNSECURED 144A 04/42 2.875                         | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1100000 | PA      | $830212.32    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      25907 | PA      | $13665.94     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    6000000 | PA      | $5929718.22   | 0.18%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR            | CUSIP: ACI27Z980<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1413388.47   | 0.04%             | 2027-09-27      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 02/35 4.875               | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592965.92    | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-9407.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/60 5.93                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   12460000 | PA      | $12457222.04  | 0.37%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     213425 | PA      | $116316.63    | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 02/50 3.375                         | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $7752304.62   | 0.23%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SA                                                    | CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875              | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |     600000 | PA      | $479273.64    | 0.01%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                            | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75       | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     800000 | PA      | $568000.00    | 0.02%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                         | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/54 5.488          | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $693062.46    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR       | CUSIP: ACI0808H1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $283313.83    | 0.01%             | 2029-06-27      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/41 3.65                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4567637.77   | 0.14%             | 2041-03-25      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6720188.38   | 0.20%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 04/47 4                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8938000 | PA      | $6772132.22   | 0.20%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                           | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2062615.52   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UA9TA9 PIMCO SWAPTION 2.85 PUT EUR 20251002             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4700000 | NC      | $-4.41        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                       | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171             | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2048911.90   | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9         | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3279215.31   | 0.10%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/28 3.7           | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1126000 | PA      | $1109000.09   | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $4110.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  SEP27 XCME 20271214                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1049 | NC      | $2156567.45   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 12YR CORPNFL83                    | CUSIP: 957ZDZII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $617785.64    | 0.02%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-48631.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5                | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12080121 | PA      | $12190814.25  | 0.36%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                            | REGENCY CENTERS LP COMPANY GUAR 02/47 4.4                  | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     900000 | PA      | $771744.44    | 0.02%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 01/36 5.375           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     200000 | PA      | $201243.68    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                          | CANTOR FITZGERALD LP CANTOR FITZGERALD LP                  | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3206176.68   | 0.09%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 06/27 4.5                      | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1168183.51   | 0.03%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                      | MUTUAL OF OMAHA GLOBAL MUTUAL OF OMAHA GLOBAL              | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1552321.61   | 0.05%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP (DTCC)                                       | DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR       | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | EP               | CORP              | US        |    4500000 | NS      | $4425705.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ZAR SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $225.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUNDATION                                                   | CLEVELAND CLINIC FOUND UNSECURED 01/14 4.858               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |      45000 | PA      | $39072.23     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                        | ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    2465000 | PA      | $1836261.82   | 0.05%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/58 4.9                             | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1582307.57   | 0.05%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)             | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85      | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     371000 | PA      | $426215.41    | 0.01%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                             | INTEL CORP SR UNSECURED 02/53 5.7                          | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6774102.09   | 0.20%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                    | PRJCT ALFA INVSTINDUSTRAL VIII 2025 EUR TERM LOAN 2        | CUSIP: BA000GNP1<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | GB        |     756000 | PA      | $887582.30    | 0.03%             | 2026-02-27      | Floating      | 4.12%                 | Yes           |                  3 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A                                    | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A       | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     955402 | PA      | $956130.96    | 0.03%             | 2030-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8            | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4061839.34   | 0.12%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/36 VAR                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2199702.35   | 0.07%             | 2036-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 12/48 4.65            | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2666125.62   | 0.08%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC            | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    3000000 | NS      | $3176730.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251023                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $148385.10    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                  | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5         | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     323339 | PA      | $49309.20     | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                 | SUTTER HEALTH UNSECURED 08/40 3.161                        | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     350000 | PA      | $276945.78    | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                      | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     800000 | PA      | $795573.94    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 01/34 5.65                     | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2085131.18   | 0.06%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/30 5.375     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1300000 | PA      | $1334058.86   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LIMITED                                         | IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11         | CUSIP: ACI2N3K07<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    1600000 | PA      | $1663124.48   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS CAPITAL CORP                                                     | WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 03/33 6.25      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1524262.50   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2497600 | PA      | $2458322.15   | 0.07%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 06/48 4.875      | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2871961.50   | 0.09%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 03/55 1                                       | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $211423.24    | 0.01%             | 2055-03-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR            | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2300000 | PA      | $2442411.40   | 0.07%             | 2032-01-14      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 01/47 4.35           | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $171724.78    | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                               | EQT CORP SR UNSECURED 02/34 5.75                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1675415.62   | 0.05%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 01/53 5.65                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4152644.62   | 0.12%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                     | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5400000 | PA      | $5102978.99   | 0.15%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1578000 | PA      | $1272127.91   | 0.04%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC COMPANY GUAR 01/48 VAR                  | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     500000 | PA      | $483035.30    | 0.01%             | 2048-01-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR OPT  JUN26C 98 EXP 06/12/2026                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        854 | NC      | $53375.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/44 3.125                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8200000 | PA      | $6568007.79   | 0.19%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC VODAFONE GROUP PLC                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $6574520.37   | 0.19%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3308540.04   | 0.10%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 03/32 4.05                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7562722.44   | 0.22%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $36225.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 6.27      | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    4520000 | PA      | $4721756.53   | 0.14%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2608925.00   | 0.08%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                           | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR            | CUSIP: BN13P8II9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    1200000 | PA      | $1410928.30   | 0.04%             | 2027-10-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     500000 | NS      | $536445.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125               | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1947187.64   | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                          | CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1090978.86   | 0.03%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 11/40 5.125             | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295659.77    | 0.01%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                              | PIEDMONT NATURAL GAS CO SR UNSECURED 11/46 3.64            | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $751324.33    | 0.02%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC          | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4111316.00   | 0.12%             | 2054-09-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                     | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1624203.20   | 0.05%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/53 7.8                         | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3000000 | PA      | $3709391.94   | 0.11%             | 2053-11-28      | Fixed         | 7.80%                 | 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        |     500000 | PA      | $498321.65    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1029321.10   | 0.03%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6            | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2231990.12   | 0.07%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT EUR SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-143006.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BANK OF AMERICA CORPORATION SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $34244.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 03/55 5.6                          | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4198090.20   | 0.12%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                 | JEFFERIES FIN GROUP INC SR UNSECURED 01/43 6.5             | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2256078.59   | 0.07%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    5300000 | NS      | $5492814.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $65422.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $24272.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/36 VAR                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6803780.49   | 0.20%             | 2036-01-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                     | APPALACHIAN POWER CO SR UNSECURED 08/32 4.5                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2576561.10   | 0.08%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 11/49 4.25                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17704564.08  | 0.52%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 11/60 3.6                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $7683809.48   | 0.23%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                  | CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR            | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    1100000 | NS      | $1080079.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $20028.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UACJA3 PIMCO SWAPTION 3.698 PUT USD 2025100             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4200000 | NC      | $-7502.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 04/33 VAR       | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $951187.46    | 0.03%             | 2033-04-06      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| YELLOWSTONE ENERGY LP                                                         | YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75                | CUSIP: 98580LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     364591 | PA      | $360268.60    | 0.01%             | 2026-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                      | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/43 6.497      | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1605753.59   | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 08/47 3.95                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1795167.23   | 0.05%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    3500000 | PA      | $3601227.00   | 0.11%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5465764.35   | 0.16%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 07/44 4.4        | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4813140.12   | 0.14%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                   | WORKDAY INC SR UNSECURED 04/32 3.8                         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4298855.00   | 0.13%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)                                | UPMC SECURED 05/33 5.035                                   | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1122717.75   | 0.03%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/55 5.8                          | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3041199.67   | 0.09%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP COMPANY GUAR 05/44 5                    | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4857000 | PA      | $4317545.20   | 0.13%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                 | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169     | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5400000 | PA      | $5507751.06   | 0.16%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 07/50 3                           | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2093816.10   | 0.06%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                                        | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                      | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     693486 | PA      | $695440.95    | 0.02%             | 2056-08-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125               | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1377288.52   | 0.04%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 06/41 3.3                    | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1464002.52   | 0.04%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV ENEL FINANCE INTL NV                  | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2900000 | PA      | $3004932.06   | 0.09%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                   | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B               | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |    3960000 | PA      | $3810510.00   | 0.11%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR OPT  JUN26C 97.5 EXP 06/12/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        819 | NC      | $112723.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 7.25        | CUSIP: ACI30CNV9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     477829 | PA      | $7286.89      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 05/52 5.625                | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1909445.14   | 0.06%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      57586 | NS      | $1247696.69   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI0RSP49<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    4610000 | PA      | $5689189.40   | 0.17%             | 2027-01-11      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25      | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $12009381.91  | 0.36%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8       | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     350000 | PA      | $219198.55    | 0.01%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 08/31 2.2                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5205827.36   | 0.15%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 10/34 VAR               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2445180.10   | 0.07%             | 2034-10-23      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75        | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    4097000 | PA      | $4359523.55   | 0.13%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $36156.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260316                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-3606.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-371518.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                  | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5              | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7228267.34   | 0.21%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC COLLATERAL T 04/50 4.2               | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3426593.69   | 0.10%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                        | PIKES PEAK CLO PIPK 2019 4A ARR 144A                       | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3004721.52   | 0.09%             | 2034-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $31660.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2229544.77   | 0.07%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260126                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-60392.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                   | METLIFE INC SR UNSECURED 07/52 5                           | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     500000 | PA      | $467843.69    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2097.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45           | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     965521 | PA      | $996585.18    | 0.03%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/31 2.65                     | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1346806.46   | 0.04%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 3.00000 03/18/26-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-416210.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 03/45 4.75                         | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2783562.06   | 0.08%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $3883463.64   | 0.12%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES HOLDINGS IV LIMITED)                        | BCP V MODULAR SRV HLDNG IV LTD 2025 EUR TERM LOAN          | CUSIP: BA000LLH0<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1116263.89   | 0.03%             | 2031-07-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $50361.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                   | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 12/52 5.672      | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1996717.80   | 0.06%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                           | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/49 3.75           | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1201318.02   | 0.04%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3608015.50   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                   | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/36 4.7             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8890217.82   | 0.26%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-451.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 11/42 4.4                          | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2680073.89   | 0.08%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 11/59 3.7             | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1221355.24   | 0.04%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | ECOPETROL SA SR UNSECURED 09/43 7.375                      | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    3750000 | PA      | $3473823.38   | 0.10%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP JR SUBORDINA 09/55 VAR                          | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2741225.97   | 0.08%             | 2055-09-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC JR SUBORDINA 12/99 VAR                        | CUSIP: ACI2DC109<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1456929.59   | 0.04%             | 2028-09-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 01/33 4.95                | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1407521.14   | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD                  | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $5751774.18   | 0.17%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 02/45 3.6                 | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1024849.27   | 0.03%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP ENERGY TRANSFER LP                      | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3537149.29   | 0.10%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1024633.46   | 0.03%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR              | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3200000 | PA      | $2891276.96   | 0.09%             | 2031-07-10      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL STATE OF ISRAEL                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    9300000 | PA      | $9565835.39   | 0.28%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP SR SECURED 144A 08/29 7                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     900000 | PA      | $948231.00    | 0.03%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2       | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6830090.50   | 0.20%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 10/51 3.5              | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2488704.93   | 0.07%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                     | APOLLO DEBT SOLUTIONS BD SR UNSECURED 07/31 6.7            | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2650725.85   | 0.08%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1191463.00   | 0.04%             | 2031-06-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1702557.92   | 0.05%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                   | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1936313.70   | 0.06%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3647125.05   | 0.11%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                            | SW (FINANCE) I PLC SR SECURED REGS 04/40 7                 | CUSIP: ACI2NDN28<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2990871.97   | 0.09%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA SR UNSECURED 10/39 6                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3790414.61   | 0.11%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC CROWN CASTLE INC                          | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6370523.96   | 0.19%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA 144A 01/36 VAR                          | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1157027.55   | 0.03%             | 2036-01-09      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR J CORPNFL75                   | CUSIP: 957HAAII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1743036.91   | 0.05%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                            | INTERSTATE POWER + LIGHT SR UNSECURED 09/54 5.45           | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2518156.03   | 0.07%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-6104.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG UBS GROUP AG                                  | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3500000 | PA      | $3622300.50   | 0.11%             | 2029-09-10      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                 | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/34 5.7         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     300000 | PA      | $310704.60    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                           | PECO ENERGY CO 1ST MORTGAGE 08/52 4.375                    | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4836501.13   | 0.14%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/42 4.05                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1606310.62   | 0.05%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                             | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2831 | NS      | $169860.00    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 05/30 4.7                          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2126702.07   | 0.06%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                                        | ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65        | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1362238.16   | 0.04%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11596678.34  | 0.34%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | STORE CAPITAL CORP SR UNSECURED 11/30 2.75                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1273435.23   | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SEC INC 2004-R5                                               | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M1             | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17108 | PA      | $17064.42     | 0.00%             | 2034-07-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 07/29 5.605               | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6500000 | PA      | $6774468.48   | 0.20%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 10/35 5.875                  | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     900000 | PA      | $912782.83    | 0.03%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES SR UNSECURED 08/29 3.75                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2359376.29   | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.93000 03/24/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-108855.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                 | TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1501128.32   | 0.04%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                      | MSCI INC COMPANY GUAR 144A 11/31 3.625                     | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1691495.08   | 0.05%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7          | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   20900000 | PA      | $6713125.39   | 0.20%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1451160.15   | 0.04%             | 2077-08-16      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                          | FIRST AMERICAN FINANCIAL SR UNSECURED 09/34 5.45           | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1806405.79   | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-109045.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 06/54 VAR                         | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1700000 | PA      | $2043439.98   | 0.06%             | 2054-06-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9600000 | PA      | $5988113.28   | 0.18%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                               | OI S A 2024 FIXED TERM LOAN 2                              | CUSIP: BA0006870<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |    1361702 | PA      | $13617.02     | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                      | UNIV OF CALIFORNIA CA REVENUES UNVHGR 12/99 FIXED 4.767    | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     835000 | PA      | $696484.19    | 0.02%             | 2099-12-31      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1200000 | PA      | $1184176.50   | 0.04%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 07/45 5.125                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6721466.77   | 0.20%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | NORTHWELL HEALTHCARE INC SECURED 11/49 3.809               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1859419.80   | 0.06%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1            | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     346724 | PA      | $335399.42    | 0.01%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                     | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 06/28 2.3       | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    1900000 | PA      | $1802919.16   | 0.05%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                   | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4         | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    4000000 | PA      | $2962063.20   | 0.09%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3656839.87   | 0.11%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG          | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $130000.00    | 0.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      94855 | PA      | $53261.08     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 09/54 5.95                            | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1397888.48   | 0.04%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 04/42 4.5              | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     700000 | PA      | $619896.94    | 0.02%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 09/30 8.75                | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     275000 | PA      | $326598.13    | 0.01%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAM1A0 PIMCO SWAPTION 3.85 PUT USD 20251027             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4600000 | NC      | $-7815.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8        | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1216117 | PA      | $1218937.29   | 0.04%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875          | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  302300000 | PA      | $17197141.57  | 0.51%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 06/51 3.65                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $868396.62    | 0.03%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/52 4.625                           | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2561700.53   | 0.08%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8796315.44   | 0.26%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    4990000 | PA      | $6001887.67   | 0.18%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95           | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1525612.77   | 0.05%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                      | CONSUMERS ENERGY CO 1ST MORTGAGE 09/52 4.2                 | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2552142.49   | 0.08%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1923.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AES CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $197759.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                      | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  590000000 | PA      | $3476525.68   | 0.10%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BOBL FUTURE  DEC25 XEUR 20251208                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         16 | NC      | $604.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375            | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1506611.96   | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA BANCO SANTANDER SA                      | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1121922.00   | 0.03%             | 2028-11-21      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                 | FLEX LTD SR UNSECURED 06/29 4.875                          | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2000000 | PA      | $2021433.62   | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UABCA2 PIMCO SWAPTION 3.806 PUT USD 2025100             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6400000 | NC      | $-1732.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPEN TRUST 2023-AIR                                                           | OPEN TRUST OPEN 2023 AIR A 144A                            | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65012 | PA      | $65149.25     | 0.00%             | 2040-11-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| INDIANA FINANCE AUTHORITY                                                     | INDIANA ST FIN AUTH REVENUE INSFIN 02/39 FIXED 6.596       | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     800000 | PA      | $895056.00    | 0.03%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/48 3.95              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4835437.20   | 0.14%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INC                                                          | JOHNSON CONTROLS INC SR UNSECURED 07/64 4.95               | CUSIP: 478373AE3<br>LEI: 3LB2NG8VUULSCV2NO430 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17474.25     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85             | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4372974.18   | 0.13%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $17390.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/38 VAR             | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4573641.80   | 0.14%             | 2038-10-31      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125               | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1892328.83   | 0.06%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                | INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55             | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $351829.36    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                              | WESTMORELAND COAL CO PIK TERM LOAN                         | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     972646 | PA      | $393921.73    | 0.01%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 04/31 3.5                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190295.88    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                     | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625         | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $7006541.60   | 0.21%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95             | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1076344.56   | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                          | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6319052.48   | 0.19%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 05/28 8                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2242974.41   | 0.07%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $5384640.52   | 0.16%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    4000000 | NS      | $3955560.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                               | ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75               | CUSIP: ACI1S61G3<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $137636.47    | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                      | STATE STREET CORP STATE STREET CORP                        | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    5200000 | NS      | $5419180.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UABDA1 PIMCO SWAPTION 3.506 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6400000 | NC      | $-1987.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US LONG BOND(CBT) DEC25 XCBT 20251219                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        101 | NC      | $230075.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $551335.49    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317U94ZA5 PIMCO SWAPTION 2.0 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  150500000 | NC      | $68868.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4               | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   51100000 | PA      | $14255546.72  | 0.42%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 02/53 5.625                   | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3328191.37   | 0.10%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $18372619.01  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CELLNEX TELECOM SA SNR SE ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | ES        |          1 | NC      | $589653.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                             | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1004840.86   | 0.03%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95             | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3695574.32   | 0.11%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                   | AKER BP ASA AKER BP ASA                                    | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4000000 | PA      | $3711377.36   | 0.11%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 6.75        | CUSIP: ACI30CTL5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     342066 | PA      | $5558.57      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 11/32 2.5                    | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2828449.05   | 0.08%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1133427.72   | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ANTHEM INC SR UNSECURED 03/48 4.55                         | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1197772.74   | 0.04%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5            | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1008899.70   | 0.03%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                             | ITC HOLDINGS CORP SR UNSECURED 144A 06/33 5.4              | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2384657.43   | 0.07%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)                  | STONEPEAK NILE PARENT LLC TERM LOAN B                      | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    1300000 | PA      | $1301137.50   | 0.04%             | 2032-04-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251203                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-477320.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UADUA8 PIMCO SWAPTION 3.385 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6400000 | NC      | $-1351.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/59 3.65                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   32908000 | PA      | $22517597.48  | 0.67%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 6.5         | CUSIP: ACI30CTX9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     285055 | PA      | $6057.42      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  NOV25P 111.5 EXP 10/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -160 | NC      | $-32500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)                   | WASTE CONNECTIONS INC SR UNSECURED 01/33 4.2               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    4200000 | PA      | $4122692.78   | 0.12%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/54 6.35             | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1058180.26   | 0.03%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 03/41 6.5                    | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     925000 | PA      | $1031787.00   | 0.03%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                              | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32131 | NS      | $12049.00     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | 317UAM2A9 PIMCO SWAPTION 3.55 CALL USD 2025102             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4600000 | NC      | $-16052.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM XX LTD 2018-20A                                                          | OZLM LTD OZLM 2018 20A A1 144A                             | CUSIP: 67112MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     547392 | PA      | $547695.59    | 0.02%             | 2031-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H0506B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15300000 | PA      | $15200939.08  | 0.45%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP COMPANY GUAR 144A 03/30 5.75                 | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1200000 | PA      | $1225987.20   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                           | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75           | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    2200000 | PA      | $2561185.51   | 0.08%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2036409.28   | 0.06%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                            | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153162 | PA      | $156680.56    | 0.00%             | 2058-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                     | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25               | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1487480.72   | 0.04%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5            | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  184000000 | PA      | $9817097.86   | 0.29%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4558338.00   | 0.14%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                      | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  318000000 | PA      | $2094733.75   | 0.06%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625            | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1375436.56   | 0.04%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4959569.18   | 0.15%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                 | BBVA BANCOMER SA TEXAS SUBORDINATED 144A 09/34 VAR         | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1000000 | PA      | $1002811.00   | 0.03%             | 2034-09-13      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 05/58 4.5             | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $4861987.52   | 0.14%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | MOODY S CORPORATION SR UNSECURED 11/61 3.1                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2558914.44   | 0.08%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/53 5.35              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6678880.24   | 0.20%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 06/61 3.6             | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9880000 | PA      | $6894753.46   | 0.20%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT DEC25 XCBT 20251219                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       4052 | NC      | $13283995.63  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 12/53 5.35                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3231619.55   | 0.10%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX JPY44 5Y SP JPM                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |          1 | NC      | $5431.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AMERICAN INTERNATIONAL GROUP  SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $32841.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/60 3.85                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $4552523.44   | 0.13%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                          | DUKE ENERGY OHIO INC 1ST MORTGAGE 04/53 5.65               | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1312333.19   | 0.04%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875     | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    3000000 | PA      | $3167920.68   | 0.09%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 08/59 3.875            | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5218622.33   | 0.15%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                           | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375     | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $3392931.55   | 0.10%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/40 5.705                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4798619.87   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/55 6.1              | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3593233.07   | 0.11%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $83515.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM40 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1077.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 12/25 4.375                     | CUSIP: 088929AB0<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599280.84    | 0.02%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/28 4.75                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1314257.43   | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACUSHNET COMPANY                                                              | ACUSHNET CO COMPANY GUAR 144A 10/28 7.375                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     300000 | PA      | $311433.00    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1050915.21   | 0.03%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                  | REPUBLIC OF CHILE SR UNSECURED 01/54 5.33                  | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      33261 | PA      | $32322.21     | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                               | OI S A 2024 FIXED TERM LOAN 1                              | CUSIP: BA0006862<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |     118408 | PA      | $1184.08      | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 04/62 4.1                      | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $966631.28    | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000        | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |    2400000 | PA      | $1808820.00   | 0.05%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                    | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6             | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4440000 | PA      | $3856469.45   | 0.11%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                  | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2JH1W2<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    1000000 | PA      | $1306131.36   | 0.04%             | 2028-09-05      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 01/32 2.759         | CUSIP: 65364UAQ9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2231355.75   | 0.07%             | 2032-01-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UACKA1 PIMCO SWAPTION 3.398 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4200000 | NC      | $-152.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | NORTHWELL HEALTHCARE INC SECURED 11/47 4.26                | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24677.45     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA SR UNSECURED 02/48 4                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     925000 | PA      | $714093.05    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP TARGA RESOURCES CORP                  | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1527266.39   | 0.05%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-129.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-80.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65                | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1291841.20   | 0.04%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                              | PIEDMONT NATURAL GAS CO SR UNSECURED 06/50 3.35            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2011055.03   | 0.06%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE JR SUBORDINA 07/55 VAR                        | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     700000 | PA      | $688712.57    | 0.02%             | 2055-07-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9                 | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2967361.37   | 0.09%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  DEC27 XCME 20280314                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        351 | NC      | $722526.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/1.00000 06/15/22-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6063651.67   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5              | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2397034.64   | 0.07%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.84200 03/04/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-71498.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                           | EMERA US FINANCE LP COMPANY GUAR 06/46 4.75                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1814547.48   | 0.05%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $231568.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $276.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                    | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32414 | NS      | $36465.33     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 01/36 VAR                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1177700.34   | 0.03%             | 2036-01-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| NEW YORK & PRESBYTERIAN HOSPITAL                                              | NY + PRESBYTERIAN HOSPIT UNSECURED 08/56 4.063             | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      45000 | PA      | $35790.17     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC ELEVANCE HEALTH INC                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2458806.60   | 0.07%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) DEC25 XCBT 20251231                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -137 | NC      | $-38958.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/36 VAR              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1016562.93   | 0.03%             | 2036-09-12      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5200000 | PA      | $5351723.31   | 0.16%             | 2033-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                 | DTE ELECTRIC CO GENL REF MOR 05/48 4.05                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1326187.34   | 0.04%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR             | CUSIP: ACI2GR178<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2608153.55   | 0.08%             | 2028-06-21      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NFL FOOTBALL CLUB TERM NOTES 2 CORPNFLC4                   | CUSIP: 957HIYII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1216345.52   | 0.04%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6100000 | PA      | $7722170.07   | 0.23%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A       | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3732519 | PA      | $3595900.66   | 0.11%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 02/42 5.8                        | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306932.33    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                                   | DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 10/30 2.532      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     700000 | PA      | $630124.70    | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    8350000 | PA      | $2663712.65   | 0.08%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                 | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75        | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211928.57    | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KDAC AIRCRAFT FINANCE LTD 2017-1A                                             | KDAC AVIATION FINANCE LIMITED KDAC 2017 1A A 144A          | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     302296 | PA      | $300329.80    | 0.01%             | 2042-12-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                     | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7            | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1424283.00   | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2014-1                                           | RBSSP RESECURITIZATION TRUST RBSSP 2014 1 1A2 144A         | CUSIP: 74932TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4670 | PA      | $4656.79      | 0.00%             | 2036-11-26      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ENBRIDGE INC SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $35064.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2                      | CUSIP: ACI2P7MX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  626000000 | PA      | $3245709.57   | 0.10%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC BARCLAYS PLC                                  | CUSIP: ACI2NBD64<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $6947874.08   | 0.21%             | 2035-03-21      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -8019000 | PA      | $-8030092.95  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                  | BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25            | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     630000 | PA      | $522707.84    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                | PROTECTIVE LIFE GLOBAL SECURED 144A 01/32 5.432            | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3647251.41   | 0.11%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                         | BX TRUST BX 2022 LP2 A 144A                                | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1088708 | PA      | $1088330.74   | 0.03%             | 2039-02-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.50000 06/20/24-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1569509.74   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $39395.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4359625.33   | 0.13%             | 2051-04-22      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 06/51 4.1                   | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $871054.58    | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/51 2.9            | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $706466.13    | 0.02%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)             | OGLETHORPE POWER CORP 1ST MORTGAGE 12/53 6.2               | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2846062.12   | 0.08%             | 2053-12-01      | Fixed         | 6.20%                 | 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        |    5000000 | PA      | $5029217.35   | 0.15%             | 2028-03-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | OHIO POWER COMPANY SR UNSECURED 10/51 2.9                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $1682697.75   | 0.05%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST F/1401 SR UNSECURED 144A 01/44 6.95                  | CUSIP: 898324AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2300000 | PA      | $2284187.50   | 0.07%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 03/47 3.65                          | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $511991.31    | 0.02%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $5363643.99   | 0.16%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5            | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3359816.53   | 0.10%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                           | COMCAST CORP COMPANY GUAR 11/56 2.937                      | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12149000 | PA      | $7215928.32   | 0.21%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/39 5.125                           | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2313679.87   | 0.07%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                         | KENTUCKY UTILITIES CO 1ST MORTGAGE 10/45 4.375             | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1985846.24   | 0.06%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                | COMMONWEALTH BANK AUST SUBORDINATED 144A 03/32 3.784       | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1800000 | PA      | $1704884.26   | 0.05%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                    | JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75            | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1041530 | PA      | $924923.24    | 0.03%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/53 VAR               | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $9934490.26   | 0.29%             | 2053-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-230882.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALFA BANK AO VIA ALFA BOND ISSUANCE PLC                                       | ALFA BANK (ALFA BOND) SUBORDINATED REGS 04/30 VAR          | CUSIP: ACI1G2134<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |    1200000 | PA      | $72000.00     | 0.00%             | 2030-04-15      | Floating      | 5.95%                 | No            |                  3 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                 | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1627069.15   | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAALA4 PIMCO SWAPTION 3.575 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4500000 | NC      | $-1650.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $12795.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                          | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                   | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     681000 | PA      | $780545.22    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 05/47 4.375                      | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1517232.37   | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-531598.07   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 11/40 5.875               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4322661.14   | 0.13%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-4                                                 | SEQUOIA MORTGAGE TRUST SEMT 2004 4 A                       | CUSIP: 81744FBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210556 | PA      | $199160.13    | 0.01%             | 2034-05-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2             | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     650000 | PA      | $662247.39    | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 06/50 3.1                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $7321523.46   | 0.22%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC SR UNSECURED 04/31 2.1                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5080378.69   | 0.15%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                | WESTERN MIDSTREAM OPERAT SR UNSECURED 03/48 5.3            | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2525664.14   | 0.07%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/55 5.95                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $598569.83    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2392198 | PA      | $2327767.49   | 0.07%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TREASURY BILL 01/26 0.00000                                | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      53000 | PA      | $52336.38     | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4800000 | PA      | $4742859.84   | 0.14%             | 2027-02-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP BLACK HILLS CORP                          | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2184175.82   | 0.06%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                               | LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR                | CUSIP: ACI14DZD4<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $743705.50    | 0.02%             | 2032-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                        | SOUTHERN POWER CO SR UNSECURED 07/43 5.25                  | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     500000 | PA      | $482679.91    | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-302.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2465093.96   | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.92500 12/31/25-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $116977.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/43 4.375                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4400000 | PA      | $4247804.70   | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H0606B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5900000 | PA      | $6000840.97   | 0.18%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $8163205.54   | 0.24%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                          | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A    | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33800000 | PA      | $33800000.00  | 1.00%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                    | NORTHERN STATES PWR MINN 1ST MORTGAGE 05/53 5.1            | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11045456.08  | 0.33%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM                            | UNIV OF TEXAS TX UNIV REVENUES UNIHGR 08/47 FIXED 3.354    | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |      45000 | PA      | $34355.66     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625               | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2879000 | PA      | $2908483.64   | 0.09%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 01/34 2.7                 | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2971975.41   | 0.09%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15                    | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2275161.64   | 0.07%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5662703.59   | 0.17%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BAYVIEW FINANCIAL ACQUISITION TR 2007-A                                       | BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 1A5              | CUSIP: 07325VAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        411 | PA      | $414.96       | 0.00%             | 2037-05-28      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                       | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655         | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    9420000 | PA      | $10261373.68  | 0.30%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR10                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1A          | CUSIP: 92922FXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98158 | PA      | $95368.27     | 0.00%             | 2044-07-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    3500000 | NS      | $3406550.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY MORGAN STANLEY                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5161049.75   | 0.15%             | 2035-07-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95              | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2743951.53   | 0.08%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                              | PIEDMONT NATURAL GAS CO SR UNSECURED 06/33 5.4             | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     700000 | PA      | $729414.39    | 0.02%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                | ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875         | CUSIP: ACI1LP9H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    3400000 | PA      | $2791266.28   | 0.08%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     364243 | PA      | $363569.00    | 0.01%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 03/31 4.45                 | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $991956.57    | 0.03%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 04/29 VAR                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2768001.04   | 0.08%             | 2029-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1825024.48   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                  | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6           | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     160888 | PA      | $24210.43     | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1702.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 06/38 4.625      | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2355134.57   | 0.07%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) DEC25 XCBT 20251231                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1663 | NC      | $406184.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4                | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     700000 | PA      | $563955.89    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                      | HYATT HOTELS CORP SR UNSECURED 12/31 5.375                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818350.90    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                  | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75        | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     486185 | PA      | $75358.68     | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA SA                                                              | BANCO INBURSA SR UNSECURED 144A 04/27 4.375                | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $200635.80    | 0.01%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                  | 7 ELEVEN INC SR UNSECURED 144A 02/51 2.8                   | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $619620.64    | 0.02%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | COMCAST CORPORATION SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $46080.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7            | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5146849 | PA      | $4730771.48   | 0.14%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                  | BRISTOL MYERS SQUIBB CO BRISTOL MYERS SQUIBB CO            | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5160978.42   | 0.15%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF WISCONSIN                                    | NORTHERN STATES PWR WISC 1ST MORTGAGE 06/54 5.65           | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |     400000 | PA      | $413559.99    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                      | AMERICAN ASSETS TRUST LP AMERICAN ASSETS TRUST LP          | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3564124.90   | 0.11%             | 2034-10-01      | Fixed         | 6.15%                 | 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        |    1300000 | PA      | $1292627.88   | 0.04%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/42 VAR            | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1750000 | PA      | $1481388.35   | 0.04%             | 2042-06-01      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2285791.98   | 0.07%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875     | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    2300000 | PA      | $2173537.81   | 0.06%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE II LLC                                                     | BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45           | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1404475.96   | 0.04%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 09/55 6.2                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2624232.26   | 0.08%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/36 5.2            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4880746.80   | 0.14%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                       | UDR INC COMPANY GUAR 09/34 5.125                           | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521557.03   | 0.05%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875              | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1050463.84   | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    3600000 | NS      | $3716640.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 144A 04/30 6.15                 | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2667521.87   | 0.08%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 01/33 4.95             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402568.59    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $123.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-7012.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3099712.47   | 0.09%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VIII LLC                                                 | KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5        | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3384845.44   | 0.10%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC SR UNSECURED 11/51 3.477             | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $5226819.93   | 0.15%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                       | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR        | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |    6400000 | NS      | $6355776.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7261997.49   | 0.22%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP ENERGY TRANSFER LP                      | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2422700.78   | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)         | FIRSTENERGY TRANSMISSION SR UNSECURED 144A 07/44 5.45      | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6195744.62   | 0.18%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $23993.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/53 5.9                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790410.50    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                             | ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2288083.20   | 0.07%             | 2041-02-01      | Fixed         | 6.12%                 | 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        |     400000 | PA      | $400328.47    | 0.01%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                               | CHICAGO IL CHI 01/29 FIXED OID 6.05                        | CUSIP: 167486M71<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     250000 | PA      | $254197.30    | 0.01%             | 2029-01-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                      | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304144.11    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15              | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2900000 | PA      | $885447.79    | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM41 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-968.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 8.084     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1285512.60   | 0.04%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP TEXAS INC SR UNSECURED 05/49 4.15                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1256070.85   | 0.04%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                   | LOCKHEED MARTIN CORP SR UNSECURED 06/62 4.3                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4049817.50   | 0.12%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 12.03 07/01/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1019068.16  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                    | LEIDOS INC COMPANY GUAR 05/30 4.375                        | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249309.31    | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $1661854.93   | 0.05%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                  | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25        | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     229490 | PA      | $35266.37     | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                          | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2YYK31<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      38868 | PA      | $57984.17     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/54 5.75      | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    6300000 | PA      | $6338613.90   | 0.19%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA ROMANIA                                            | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6000000 | PA      | $6743653.08   | 0.20%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE LLC                                              | ABU DHABI CRUDE OIL SR SECURED REGS 11/47 4.6              | CUSIP: M0R52WAB9<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    1400000 | PA      | $1299626.50   | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                          | WEYERHAEUSER CO SR UNSECURED 03/52 4                       | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3889911.15   | 0.12%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $302.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                | BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087            | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1292926.48   | 0.04%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                              | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/51 3.1            | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1017025.29   | 0.03%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY PREFERRED STOCK 4.75                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      98700 | NS      | $1948338.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY UTILITIES CO                                                          | LIBERTY UTILITIES CO SR UNSECURED 144A 01/34 5.869         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2073341.06   | 0.06%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 09/55 5.95      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5689589.02   | 0.17%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4300000 | PA      | $3023253.37   | 0.09%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                            | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95           | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5386299.74   | 0.16%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15                | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1293134.21   | 0.04%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5                | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2843167 | PA      | $2871114.51   | 0.09%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6145517.27   | 0.18%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 07/42 5.25                | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     800000 | PA      | $903803.08    | 0.03%             | 2042-07-15      | Fixed         | 5.25%                 | 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        |    6800000 | PA      | $6747758.32   | 0.20%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-39313.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG          | CUSIP: 952NPGII8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $207090.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY MORGAN STANLEY                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1706244.59   | 0.05%             | 2035-04-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $464303.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 09/52 5.783         | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1057630.90   | 0.03%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                         | ELI LILLY + CO SR UNSECURED 02/63 4.95                     | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4713546.79   | 0.14%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 VAR         | CUSIP: ACI30CTV3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     114022 | PA      | $3135.61      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 10/49 3.7                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7508837.00   | 0.22%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 02/34 3.75                       | CUSIP: ACI23CJP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     400000 | PA      | $409945.62    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT DEC25 XCBT 20251219                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        268 | NC      | $261367.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                      | SNAM SPA SR UNSECURED 144A 05/55 6.5                       | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    3000000 | PA      | $3224587.77   | 0.10%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                | ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7           | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    2900000 | PA      | $1701889.62   | 0.05%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                           | STRYKER CORP SR UNSECURED 03/46 4.625                      | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1991396.37   | 0.06%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                  | REPUBLIC OF CHILE SR UNSECURED 01/52 4                     | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     600000 | PA      | $474600.00    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UA9UA7 PIMCO SWAPTION 2.61 CALL EUR 2025100             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4700000 | NC      | $-406.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5614183.66   | 0.17%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                              | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A         | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2156306 | PA      | $2159016.53   | 0.06%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3592147.20   | 0.11%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/51 1.875                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39900000 | PA      | $22579347.76  | 0.67%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                | LEGG MASON INC COMPANY GUAR 01/44 5.625                    | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1406112.50   | 0.04%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $143699.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM36 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9247.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2                | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     585000 | PA      | $513975.81    | 0.02%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUND CORP 2006-3                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 3 4A20            | CUSIP: 058931BC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41300 | PA      | $33828.34     | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GOLDMAN SACHS GROUP INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3827.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.87400 03/05/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-43781.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 02/63 6.05             | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $313598.65    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAEPA2 PIMCO SWAPTION 3.325 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -4600000 | NC      | $-614.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 06/20/24-7Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1338343.12  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $247.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | CONSTELLATION BRANDS INC COMPANY GUAR 11/48 5.25           | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3260573.65   | 0.10%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                         | ELI LILLY + CO SR UNSECURED 08/64 5.2                      | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2502596.67   | 0.07%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                            | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353        | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     179526 | PA      | $196084.81    | 0.01%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP LAS VEGAS SANDS CORP                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4711750.38   | 0.14%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC BROOKFIELD FINANCE INC              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    7075000 | PA      | $7299610.87   | 0.22%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA JR SUBORDINA 12/99 VAR                              | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    3000000 | NS      | $3001500.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC DIAMONDBACK ENERGY INC              | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3949323.52   | 0.12%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | STORE CAPITAL LLC SR UNSECURED 144A 04/30 5.4              | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     800000 | PA      | $815074.97    | 0.02%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $33735.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                      | HYATT HOTELS CORP SR UNSECURED 09/28 4.375                 | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     800000 | PA      | $801405.94    | 0.02%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1636828.96   | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                           | VIRGINIA ELEC + POWER CO SR UNSECURED 11/51 2.95           | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $6340324.82   | 0.19%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                             | INTEL CORP SR UNSECURED 08/61 3.2                          | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1795162.05   | 0.05%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3        | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1219040 | PA      | $1156472.40   | 0.03%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-16728.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD (CFE)                                        | COMISION FED DE ELECTRIC SR UNSECURED 144A 02/42 5.75      | CUSIP: 200447AC4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      55000 | PA      | $51234.98     | 0.00%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 10/52 3.4                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $7474403.70   | 0.22%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                          | START LTD. STARR 2019 1 A 144A                             | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |     427826 | PA      | $425273.39    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                           | SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2             | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8690254.22   | 0.26%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND FUTURE  DEC25 XEUR 20251208                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         30 | NC      | $26758.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP JR SUBORDINA 12/54 VAR                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1046704.00   | 0.03%             | 2054-12-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/64 5.5                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5499161.88   | 0.16%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2831589 | PA      | $2721177.33   | 0.08%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG          | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $286000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1643871.54   | 0.05%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 10/34 VAR                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4800000 | PA      | $5356795.01   | 0.16%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE AES CORP/THE                                  | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3607331.48   | 0.11%             | 2055-01-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC              | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5073901.98   | 0.15%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-231544.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL MOTORS COMPANY SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2320402.97  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                 | NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR          | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    4500000 | PA      | $4776658.02   | 0.14%             | 2053-09-13      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/44 4.5                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13130000 | PA      | $12845345.67  | 0.38%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    5800000 | NS      | $5827782.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                             | CF INDUSTRIES INC COMPANY GUAR 03/44 5.375                 | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1742781.69   | 0.05%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                              | ASSURED GUARANTY US HLDG COMPANY GUAR 09/51 3.6            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $861590.26    | 0.03%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                         | ALABAMA POWER CO SR UNSECURED 10/49 3.45                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1541159.40   | 0.05%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRANE SPA                                                | EMPRESA ELECTRICA COCHRA SR SECURED 144A 05/27 5.5         | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |    1241200 | PA      | $1229967.02   | 0.04%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2004-2                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 2 4A1             | CUSIP: 86359BLE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4689 | PA      | $4553.96      | 0.00%             | 2034-03-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 10/50 3.951     | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     900000 | PA      | $690276.93    | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5           | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    5000000 | PA      | $3248729.95   | 0.10%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UAGAA3 PIMCO SWAPTION 2.75 PUT EUR 20251017             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -3300000 | NC      | $-7389.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                     | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/52 4.55           | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1493221.99   | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK                       | CALIFORNIA ST INFRASTRUCTURE CASDEV 05/49 FIXED 6.486      | CUSIP: 13033W3Y7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |    2300000 | PA      | $2454591.51   | 0.07%             | 2049-05-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                             | UNIV SOUTHERN CALIFORNIA SR UNSECURED 10/11 5.25           | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37703.03     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $7021.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY WELLS FARGO + COMPANY                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5217190.75   | 0.15%             | 2035-01-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95              | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     600000 | PA      | $611184.85    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2003-A2                                              | JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1                 | CUSIP: 466247AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1711 | PA      | $1660.93      | 0.00%             | 2033-11-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 07/48 5.2                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9862000 | PA      | $8821058.11   | 0.26%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1379460 | PA      | $-1381345.26  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                               | SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $190143.00    | 0.01%             | 2052-07-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                              | ESSENT GROUP LTD SR UNSECURED 07/29 6.25                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1048161.04   | 0.03%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM34 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3488.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2001-AR3                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR3 2A            | CUSIP: 929227EM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     114798 | PA      | $106088.57    | 0.00%             | 2041-11-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                  | BECTON DICKINSON + CO SR UNSECURED 02/34 5.11              | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3680947.48   | 0.11%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT                 | WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79     | CUSIP: 93976AAH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     930000 | PA      | $991497.83    | 0.03%             | 2040-07-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                           | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/54 6              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $6100594.70   | 0.18%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR               | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306643.80    | 0.01%             | 2035-12-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                                                  | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7           | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     487361 | PA      | $75540.96     | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT 2022-9 MORTGAGE LOAN TRUST                                               | COLT FUNDING LLC COLT 2022 9 A1 144A                       | CUSIP: 19688PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550386 | PA      | $1550712.10   | 0.05%             | 2067-12-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4119218.64   | 0.12%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                              | PG+E CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2572825.13   | 0.08%             | 2055-03-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    4900000 | NS      | $5098254.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 01/44 5.1                 | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     500000 | PA      | $474555.21    | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                          | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2ZHVB7<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     137281 | PA      | $206752.79    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC META PLATFORMS INC                      | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8997786.07   | 0.27%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                   | ONEMAIN FINANCE CORP ONEMAIN FINANCE CORP                  | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2647375.00   | 0.08%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 09/54 5.85              | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2213996.82   | 0.07%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2040918.00   | 0.06%             | 2035-02-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 02/37 7.42           | CUSIP: 28336LBH1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3413490.86   | 0.10%             | 2037-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51        | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $2061652.97   | 0.06%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                                  | L3HARRIS TECH INC SR UNSECURED 08/54 5.5                   | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3085566.80   | 0.09%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/53 4.875                         | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4819422.08   | 0.14%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                   | SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3             | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1208628.40   | 0.04%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/28 6.25        | CUSIP: ACI30CR29<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     171033 | PA      | $3891.00      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM44 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-6499.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                               | CSL FINANCE PLC COMPANY GUAR 144A 04/42 4.625              | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $821525.75    | 0.02%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/53 3.625                                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11100000 | PA      | $9179179.63   | 0.27%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       6398 | NS      | $138623.34    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                            | ESSEX PORTFOLIO LP ESSEX PORTFOLIO LP                      | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1247228.08   | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251009                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-224.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP CI FINANCIAL CORP                        | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    3200000 | PA      | $3411717.86   | 0.10%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     658817 | PA      | $645345.25    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 03/52 3.7                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1622099.60   | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $44791.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 07/52 VAR                | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $532855.29    | 0.02%             | 2052-07-21      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC SR UNSECURED 05/28 5.829                   | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $304441.66    | 0.01%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 02/29 5.95                 | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1400000 | PA      | $1461364.07   | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6164000 | PA      | $1882034.54   | 0.06%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-45904.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                          | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/54 5.125         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    2000000 | PA      | $1900635.24   | 0.06%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                     | APOLLO DEBT SOLUTIONS BD SR UNSECURED 04/29 6.9            | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1262012.58   | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AGCREDIT CORPORATION                                                 | AMER AGCREDIT ACA JR SUBORDINA 144A VAR                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   11000000 | NS      | $10864370.00  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MORGAN STANLEY SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8279.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS AUD 4.00000 12/17/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-498967.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                    | TRANSCONT GAS PIPE LINE SR UNSECURED 08/41 5.4             | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1378306.20   | 0.04%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC SR UNSECURED 05/30 VAR                   | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1404036.76   | 0.04%             | 2030-05-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A3                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A3 3A1           | CUSIP: 161639BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     109502 | PA      | $94591.90     | 0.00%             | 2037-12-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 06/48 4.563                         | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2253376.31   | 0.07%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $82338.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/35 5.632          | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1061599.21   | 0.03%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $4203342.45   | 0.12%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/45 2.5                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38400000 | PA      | $27517499.90  | 0.82%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                   | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25             | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1398000 | PA      | $1415614.80   | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     750000 | PA      | $520774.80    | 0.02%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251110                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $61044.10     | 0.00%             |  |  |  | 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        |    2000000 | PA      | $2039327.86   | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5          | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3831182.13   | 0.11%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 11/35 3.137                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1728000 | PA      | $1495635.77   | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                   | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     600000 | PA      | $593316.26    | 0.02%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ORACLE CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $97594.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/54 4.25                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26300000 | PA      | $24283324.15  | 0.72%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC (AKA: NASDAQ OMX GROUP INC)                                        | NASDAQ INC SR UNSECURED 06/63 6.1                          | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $846429.38    | 0.03%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)             | OGLETHORPE POWER CORP 1ST MORTGAGE 04/47 4.5               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $847581.63    | 0.03%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP COMPANY GUAR 05/45 5.35                 | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2263164.42   | 0.07%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 05/55 5.7                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2635533.47   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INSURANCE COMPANY                                            | PENN MUTUAL LIFE INS CO SUBORDINATED 144A 06/40 7.625      | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1181725.28   | 0.04%             | 2040-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4100475.93   | 0.12%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9300000 | PA      | $9268008.00   | 0.27%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1NVLN6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1600000 | PA      | $1892971.19   | 0.06%             | 2027-06-29      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                           | BANCA MONTE DEI PASCHI S REGS 01/26 1.875                  | CUSIP: ACI1T7K79<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    2120000 | PA      | $2485272.99   | 0.07%             | 2026-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 02/33 6          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2000000 | PA      | $2051761.64   | 0.06%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 06/29 6.6                       | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520226.98    | 0.02%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $60079232.02  | 1.78%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/29 4.125                           | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694123.14    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                          | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |     900000 | PA      | $911454.17    | 0.03%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 05/47 4.75          | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1300932.86   | 0.04%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    3800000 | NS      | $3908262.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5053000 | PA      | $4417148.97   | 0.13%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      96812 | PA      | $40298.00     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                      | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 11/53 6.544      | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2147121.54   | 0.06%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                               | CHOICE HOTELS INTL INC CHOICE HOTELS INTL INC              | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818651.09    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 02/32 4.375              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3540969.78   | 0.10%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 03/43 5.125                  | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $763359.83    | 0.02%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                      | ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 07/41 2.875     | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $7010853.62   | 0.21%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $4930.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9453.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3466538.29   | 0.10%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    3600000 | NS      | $3669048.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 01/36 6.25                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1656361.65   | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                        | UNION ELECTRIC CO 1ST MORTGAGE 03/53 5.45                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2747257.30   | 0.08%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $129.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575          | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     571935 | PA      | $561050.86    | 0.02%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                  | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95           | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     800000 | PA      | $789509.90    | 0.02%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4 JUMBOS                                 | CUSIP: 21H0406B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65300000 | PA      | $61396111.98  | 1.82%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                                     | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/49 4.487        | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $982836.58    | 0.03%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/48 3                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5700000 | PA      | $4305503.89   | 0.13%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251202                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $37710.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 02/38 5.95                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1531144.59   | 0.05%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125     | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    7300000 | PA      | $7460610.88   | 0.22%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UADVA7 PIMCO SWAPTION 3.685 PUT USD 2025101             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6400000 | NC      | $-21362.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1200000 | PA      | $1394327.45   | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25                 | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1862877.53   | 0.06%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    8700000 | PA      | $6155240.00   | 0.18%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                      | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/33 5.35           | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     400000 | PA      | $396912.22    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA ROMANIA                                            | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1000000 | PA      | $1143431.42   | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.88400 03/25/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-46393.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR                  | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3900000 | PA      | $3079993.41   | 0.09%             | 2081-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/49 5.25                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2383165.46   | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                          | BAYER US FINANCE LLC BAYER US FINANCE LLC                  | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2505632.56   | 0.07%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 05/47 4.05                           | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2207057.87   | 0.07%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  DEC26 XCME 20270316                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        689 | NC      | $1517275.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                      | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1130000000 | PA      | $6518904.55   | 0.19%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD 2014-19A                                                  | VENTURE CDO LTD VENTR 2014 19A ARR 144A                    | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     495638 | PA      | $496531.33    | 0.01%             | 2032-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | WILLIS NORTH AMERICA INC COMPANY GUAR 09/49 3.875          | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     725000 | PA      | $550789.43    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                      | HOST HOTELS + RESORTS LP SR UNSECURED 02/26 4.5            | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1897636.13   | 0.06%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.90750 03/04/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-29359.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC COMPANY GUAR 07/43 5.7                  | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     630000 | PA      | $634573.20    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-366.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                        | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507       | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8386799 | PA      | $8939867.95   | 0.26%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                     | ALCON FINANCE CORP COMPANY GUAR 144A 09/49 3.8             | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1703006.54   | 0.05%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                          | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B | CUSIP: 955SEVII3<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1020784.43   | 0.03%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7400218.03   | 0.22%             | 2034-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AES CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $13205.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD 12/28 0                           | CUSIP: ACI30CWY3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     228044 | PA      | $5416.05      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/54 4.95           | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     830000 | PA      | $749815.55    | 0.02%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                | MARATHON PETROLEUM CORP SR UNSECURED 03/41 6.5             | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1941329.47   | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    9000000 | NS      | $8464950.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                        | ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25        | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1039465.10   | 0.03%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 09/45 VAR                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $1001139.77   | 0.03%             | 2045-09-06      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5         | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $399606.20    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 02/42 0.00000                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $684794.97    | 0.02%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $5336.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                           | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3227 | NS      | $1758715.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 10/30 1.875               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1150301.59   | 0.03%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                          | NEVADA POWER CO GENL REF MOR 08/50 3.125                   | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3504619.70   | 0.10%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $53733.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2005-AR1                                         | NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR1 M1             | CUSIP: 65535VJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107004 | PA      | $105629.29    | 0.00%             | 2035-02-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 11/33 2.65                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $819060.55    | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    4400000 | NS      | $4315036.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP RTX CORP                                          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1791329.42   | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 09/47 3.6            | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     900000 | PA      | $685011.39    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-713.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                         | STIFEL FINANCIAL CORP SR UNSECURED 05/30 4                 | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1078578.31   | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $5132.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3039705.15   | 0.09%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $17702.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                        | UNION ELECTRIC CO UNION ELECTRIC CO                        | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1705235.96   | 0.05%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/32 5.4        | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4843050.75   | 0.14%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20000 | PA      | $17570.27     | 0.00%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75             | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2357896.03   | 0.07%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $6342.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC DELAYED DRAW TERM LOAN                      | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     322223 | PA      | $322222.81    | 0.01%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-6337.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS AUD 4.25000 03/19/25-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $1374081.28   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                               | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     400000 | PA      | $372667.24    | 0.01%             | 2029-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer