# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004463
**Filing Date:** 2025-11
**Character Count:** 224682
**Document Hash:** 1db5b75210577c0885a8fc900b37513f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004463.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004463

**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:** 251528281

**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 Total Return Fund V (Series ID: S000079898)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000241367 | Institutional Class |  |

## 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 Total Return Fund V

- **b. EDGAR series identifier (if any):** S000079898

- **c. LEI of Series:** 549300FWMPGHJPL5Y817

**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:** $454706783.53

**Total Liabilities:** $131814185.97

**Net Assets:** $322892597.56

**Delayed Delivery Securities:** $3800000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 18501.352700 | **1-Year:** 17564.493600 | **5-Year:** 76338.300700 | **10-Year:** 14415.156400 | **30-Year:** -938.565600

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

- **3-Month:** 1932.917900 | **1-Year:** 402.474200 | **5-Year:** 235.546900 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241367 | -0.21%               | 1.56%                | 0.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $294276.62               | $-2189270.55                               |
| Month 2  | $387976.27               | $2383777.59                                |
| Month 3  | $895598.75               | $1060527.88                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Total Return Unhedged USD Index

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1339654.30   | 0.41%             | 2029-07-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR          | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212867.80    | 0.07%             | 2029-10-24      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA 144A 10/34 VAR                                  | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $446399.58    | 0.14%             | 2034-10-19      | Floating      | 7.00%                 | 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        |   1200000 | PA      | $1158492.19   | 0.36%             | 2043-08-15      | Fixed         | 4.38%                 | 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        |   1400000 | PA      | $390562.92    | 0.12%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP SR UNSECURED 07/28 VAR             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507277.37    | 0.16%             | 2028-07-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RJ3036 FR 12/54 FIXED 5.5             | CUSIP: 3142GTLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16828883 | PA      | $16994356.74  | 5.26%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-553.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | ZCS BRL 11.4071 07/09/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-84282.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $60048.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                                | DENSO CORP SR UNSECURED 144A 09/29 4.42                 | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $704215.56    | 0.22%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.76473 12/17/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10536.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5             | CUSIP: 3132DWLL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1767140 | PA      | $1785333.29   | 0.55%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $6938.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COTY INC                                                         | COTY INC SR UNSECURED 144A 05/27 4.5                    | CUSIP: ACI2P8220<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $359468.54    | 0.11%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.65471 04/07/25-30Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5249.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-622.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/55 4.75                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $577066.41    | 0.18%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $276.60       | 0.00%             |  |  |  | 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        |    775000 | PA      | $438571.29    | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.61000 03/24/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1038.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE 10/25 ZCP                                  | CUSIP: 22823PXP3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1137627.32   | 0.35%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-2475.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $71.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UADXA5 PIMCO SWAPTION 3.385 CALL USD 202510          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -600000 | NC      | $-126.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.83600 05/02/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12638.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN MISSOURI SECURITIZATION FUNDING I LLC                     | AMEREN MISSOURI SEC FU I SR SECURED 10/41 4.85          | CUSIP: 023940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $603286.93    | 0.19%             | 2041-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP           | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $414196.12    | 0.13%             | 2030-07-10      | Floating      | 5.38%                 | 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        |   -300000 | NC      | $-671.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/51 2                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2525000 | PA      | $1479936.03   | 0.46%             | 2051-08-15      | Fixed         | 2.00%                 | 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        |    848000 | PA      | $954839.67    | 0.30%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.69100 03/01/24-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-33107.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1539.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-8.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/49 2.25                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4243300 | PA      | $2709413.33   | 0.84%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R9N9 PIMCO FXVAN PUT EUR USD 1.12900000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |   1455000 | NC      | $51.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KODIT GLOBAL 2024-1 COLTD                                        | KODIT GLOBAL 2024 1 KODIT GLOBAL 2024 1                 | CUSIP: ACI2P7FP7<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |    300000 | PA      | $305396.37    | 0.09%             | 2027-05-29      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK (AKA: KOREA EXCHANGE BANK)                         | HANA BANK HANA BANK                                     | CUSIP: 48723RAE5<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $306070.98    | 0.09%             | 2027-04-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/53 1.5                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    510758 | PA      | $409213.94    | 0.13%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | MORGAN STANLEY BANK NA MORGAN STANLEY BANK NA           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255587.86    | 0.08%             | 2028-05-26      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $165.02       | 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      | $-137.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $36.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1449.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                     | JDE PEET S NV SR UNSECURED REGS 01/29 0.5               | CUSIP: ACI1YJCM3<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $217123.96    | 0.07%             | 2029-01-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO CANADA                                       | ONTARIO (PROVINCE OF) SR UNSECURED 12/34 3.8            | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    500000 | PA      | $364173.76    | 0.11%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $90.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2903.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY FRN 07/27 VAR                               | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $10192835.32  | 3.16%             | 2027-07-31      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-0.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $12767.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    411537 | PA      | $307186.24    | 0.10%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $662.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-152.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1356.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX HY43 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $137861.81    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-29.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                 | NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    800000 | PA      | $720752.96    | 0.22%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                           | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1210067.04   | 0.37%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC 2023-GRID1                           | SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |    351922 | PA      | $355613.55    | 0.11%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                   | PACIFIC LIFE GF II SECURED 144A 02/30 4.85              | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816502.54    | 0.25%             | 2030-02-10      | Fixed         | 4.85%                 | 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      | $-132983.47   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                         | MUTUAL OF OMAHA GLOBAL SR SECURED 144A 10/29 4.75       | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406270.22    | 0.13%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY MORGAN STANLEY                           | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318906.62    | 0.10%             | 2029-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2515.66      | 0.00%             |  |  |  | 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      | $-7108.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX ITRAXX XOV42 5Y 35-100% SP BOA                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $280324.58    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LONG GILT FUTURE  DEC25 IFLL 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        17 | NC      | $9799.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | OIS CAD CAONREPO/3.0000 01/10/25-9Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-2430.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-395.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/2.00000 06/18/25-20Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-3808.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION         | NATIONAL RURAL UTIL COOP COLLATERAL T 03/31 1.35        | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341746.02    | 0.11%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UAFFA0 PIMCO SWAPTION 3.375 CALL USD 202510          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -600000 | NC      | $-145.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $246.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.79500 08/06/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2869.17     | -0.00%            |  |  |  | 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      | $-5123.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/55 2.375                             | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2149791 | PA      | $2100987.76   | 0.65%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1530.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-977.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2996.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $3348.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2728.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5             | CUSIP: 3142GQEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3994242 | PA      | $4035775.05   | 1.25%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX HY44 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $235247.98    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R8E0 PIMCO FXVAN PUT EUR USD 1.14500000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   1393000 | NC      | $107.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $230.12       | 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        |   -300000 | NC      | $-58.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/31 4.5           | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597596.25    | 0.19%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R8V2 PIMCO FXVAN PUT AUD USD 0.61750000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    758000 | NC      | $1.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                          | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/29 2.5          | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    625000 | PA      | $587525.12    | 0.18%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R8W0 PIMCO FXVAN PUT EUR USD 1.13150000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   1439000 | NC      | $37.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RA8482 FR 07/53 FIXED 5               | CUSIP: 3133KQM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7017817 | PA      | $6985227.73   | 2.16%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                          | NTT FINANCE CORP SR UNSECURED 144A 07/35 5.502          | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $827865.71    | 0.26%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERGY COMPANY PJSC (TAQA)                    | ABU DHABI NATIONAL ENERG SR UNSECURED 144A 03/37 4.75   | CUSIP: 00388WAP6<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $397523.89    | 0.12%             | 2037-03-09      | Fixed         | 4.75%                 | 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        |   1500000 | PA      | $1536683.93   | 0.48%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R9L3 PIMCO FXVAN CALL USD SEK 10.12500000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    140000 | NC      | $1.12         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-3527.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORP SR UNSECURED 09/29 4.2                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399235.50    | 0.12%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                           | STANDARD CHARTERED PLC SR UNSECURED 144A 10/30 VAR      | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407198.46    | 0.13%             | 2030-10-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    133820 | PA      | $98922.94     | 0.03%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-26954.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RJ1109 FR 03/54 FIXED 5.5             | CUSIP: 3142GRGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1320688 | PA      | $1333204.62   | 0.41%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HANWHA Q CELLS AMERICAS HOLDINGS CORP                            | HANWHA Q CELLS AMERICA COMPANY GUAR 144A 07/28 5        | CUSIP: 41136TAA5<br>LEI: 988400471QDZGCLXRM35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306939.94    | 0.10%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-51.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $100.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-52402.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                             | NORINCHUKIN BANK SR UNSECURED 144A 09/31 2.08           | CUSIP: 656029AH8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1100000 | PA      | $954155.82    | 0.30%             | 2031-09-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/44 4.625                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $297878.91    | 0.09%             | 2044-05-15      | Fixed         | 4.62%                 | 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        |    800000 | PA      | $759751.92    | 0.24%             | 2030-06-02      | Fixed         | 3.25%                 | 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      | $94288.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                        | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513841.11    | 0.16%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 11/28 3.95           | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500115.21    | 0.15%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1232.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB8271 FN 04/54 FIXED 5                       | CUSIP: 3140QUFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2509322 | PA      | $2494492.18   | 0.77%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                     | JDE PEET S NV COMPANY GUAR 144A 09/31 2.25              | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $433706.06    | 0.13%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75             | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263964.22    | 0.08%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB5401 FN 12/52 FIXED 4.5                     | CUSIP: 3140QRAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1298327 | PA      | $1265877.03   | 0.39%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $219.12       | 0.00%             |  |  |  | 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        |    900000 | PA      | $748707.10    | 0.23%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                            | GEORGIA POWER CO SR UNSECURED 04/26 3.25                | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    775000 | PA      | $771360.58    | 0.24%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8        | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $253093.14    | 0.08%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $26.48        | 0.00%             |  |  |  | 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        |   -400000 | NC      | $-14.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/29 3.65           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443663.50    | 0.14%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY SR UNSECURED 01/31 VAR                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412938.81    | 0.13%             | 2031-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     58000 | PA      | $51644.87     | 0.02%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORPORATION                                   | MANULIFE FINANCIAL CORP SR UNSECURED 03/32 3.703        | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14364.50     | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP LP                              | BRANDYWINE OPER PARTNERS COMPANY GUAR 03/28 7.8         | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106362.70    | 0.03%             | 2028-03-15      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX ITRAXX MAIN43 5Y ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $37218.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H24                | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H24 FA          | CUSIP: 38375BGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23001 | PA      | $22967.78     | 0.01%             | 2060-10-20      | Floating      | 4.82%                 | 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        |   -400000 | NC      | $-714.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $26956.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-393.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/35 4.625                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $9874804.64   | 3.06%             | 2035-02-15      | Fixed         | 4.62%                 | 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        |    700000 | PA      | $692202.31    | 0.21%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $2479.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR EUR ESTRON/2.05630 11/18/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1430.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $1533.58      | 0.00%             |  |  |  | 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        |   2300000 | PA      | $2162497.05   | 0.67%             | 2055-11-20      | 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      | $137.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                        | VMED O2 UK FINANCING I VMED O2 UK FINANCING I           | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210377.60    | 0.07%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-2242.94     | -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      | $3869.05      | 0.00%             |  |  |  | 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      | $-674.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-450.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                 | SAN DIEGO G + E 1ST MORTGAGE 08/28 4.95                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1434484.03   | 0.44%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOCA STATIC CLO I DAC 1A                                        | AVOCA STATIC CLO AVOST 1A AR 144A                       | CUSIP: ACI2S1S08<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    446547 | PA      | $523775.72    | 0.16%             | 2035-01-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR          | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595734.14    | 0.18%             | 2028-06-05      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 09/18/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $14600.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                 | WISCONSIN ELECTRIC POWER SR UNSECURED 09/32 4.75        | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307756.60    | 0.10%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    558904 | PA      | $516466.27    | 0.16%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                         | AMERICAN EXPRESS CO SR UNSECURED 01/31 VAR              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515730.17    | 0.16%             | 2031-01-30      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R5R4 PIMCO FXVAN CALL USD SEK 10.20000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    564000 | NC      | $274.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17            | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A     | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1201519.60   | 0.37%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                            | GOLUB CAPITAL BDC SR UNSECURED 12/28 7.05               | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317258.54    | 0.10%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2472.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/30 0.125                             | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5524420 | PA      | $5275932.80   | 1.63%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-734.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                               | ORACLE CORPORATION 11/25 ZCP                            | CUSIP: 6840C2YK5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795307.44    | 0.25%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                   | VF CORP SR UNSECURED 04/30 2.95                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    500000 | PA      | $441107.90    | 0.14%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RA8573 FR 06/53 FIXED 5               | CUSIP: 3133KQQ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1376741 | PA      | $1371057.36   | 0.42%             | 2053-06-01      | Fixed         | 5.00%                 | 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   | 0.69%             | 2055-11-20      | Fixed         | 4.50%                 | 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      | $2733.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $395.39       | 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      | $-30076.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II 2022-1A                                        | 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A               | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500750.13    | 0.16%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                         | MSCI INC COMPANY GUAR 144A 09/30 3.625                  | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1527781.18   | 0.47%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $8.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS CAD CAONREPO/3.0000 01/13/25-8Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-4353.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/1.25000 06/18/25-7Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $894.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                           | CTP NV SR UNSECURED REGS 03/31 3.625                    | CUSIP: ACI2VCBK4<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1534716.48   | 0.48%             | 2031-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                  | JONES LANG LASALLE INC JONES LANG LASALLE INC           | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214790.78    | 0.07%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                        | FANNIE MAE FNR 2025 66 FK                               | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    586328 | PA      | $589183.91    | 0.18%             | 2055-08-25      | Floating      | 5.54%                 | 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        |   -400000 | NC      | $-53.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                            | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A       | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1205721.84   | 0.37%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    840000 | PA      | $858035.21    | 0.27%             | 2054-11-15      | 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      | $-138.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1               | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315966.14    | 0.10%             | 2027-11-15      | Fixed         | 7.10%                 | 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      | $-15748.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UADWA6 PIMCO SWAPTION 3.685 PUT USD 2025101          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -600000 | NC      | $-2002.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-139.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB6830 FN 07/53 FIXED 4.5                     | CUSIP: 3140QSSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447173 | PA      | $435348.46    | 0.13%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1A                           | TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A     | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434918 | PA      | $438398.60    | 0.14%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/53 3.625                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2065478.53   | 0.64%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY MORGAN STANLEY                           | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208892.75    | 0.06%             | 2030-04-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $1552.53      | 0.00%             |  |  |  | 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        |    400000 | PA      | $327624.22    | 0.10%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                          | EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3         | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14686.10     | 0.00%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.40000 04/09/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-553.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $19.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-1146.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB4615 FN 07/52 FIXED 4.5                     | CUSIP: 3140QQDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1640983 | PA      | $1601152.83   | 0.50%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING SECURED 144A 11/28 6                 | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315638.05    | 0.10%             | 2028-11-21      | Fixed         | 6.00%                 | 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        |        -8 | NC      | $-845.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NORINCHUKIN BANK LTD                                             | NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094          | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $409472.07    | 0.13%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.7165* 03/01/24-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-9004.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $52.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                     | REPUBLIC OF CHILE REPUBLIC OF CHILE                     | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $512200.00    | 0.16%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                  | AES CORP/THE SR UNSECURED 06/28 5.45                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    700000 | PA      | $717118.23    | 0.22%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UABFA9 PIMCO SWAPTION 3.507 CALL USD 202510          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -600000 | NC      | $-189.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC SR UNSECURED 05/28 VAR                    | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1108493.33   | 0.34%             | 2028-05-24      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-36.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       115 | NC      | $128439.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1A LLC                           | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1209636.72   | 0.37%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $508.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $158.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/34 4.25                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $12845851.63  | 3.98%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                      | BNG BANK NV SR UNSECURED 144A 02/30 4.75                | CUSIP: 05591F2Y5<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $622082.16    | 0.19%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                              | EUROPEAN UNION SR UNSECURED REGS 10/29 2.875            | CUSIP: ACI2Q0PD7<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    900000 | PA      | $1074628.92   | 0.33%             | 2029-10-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | CITIGROUP INC SR UNSECURED 04/29 VAR                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598619.96    | 0.19%             | 2029-04-23      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 3.25500 11/22/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-5745.89     | -0.00%            |  |  |  | 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      | $-3940.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                          | FREDDIE MAC FHR 5560 FB                                 | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481226 | PA      | $484002.37    | 0.15%             | 2055-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/2.00000 06/18/25-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-12981.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED 144A 09/30 VAR                | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $626813.53    | 0.19%             | 2030-09-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UABEA0 PIMCO SWAPTION 3.807 PUT USD 2025100          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -600000 | NC      | $-159.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE                                            | CUSIP: 22823PX73<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799282.88    | 0.25%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-315.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-2174.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $3725.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $8.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CLO V LTD                                                 | ROMARK CLO LTD RMRK 2021 5A AR 144A                     | CUSIP: 77588PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $803098.70    | 0.25%             | 2035-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.85000 08/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3718.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R5B9 PIMCO FXVAN PUT EUR USD 1.10000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     67000 | NC      | $1376.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/50 1.375                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $251552.74    | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2023-2A                                         | FIRST HELP FINANCIAL LLC FHF 2023 2A A2 144A            | CUSIP: 30333LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176216 | PA      | $178438.48    | 0.06%             | 2029-10-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-201.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 12/18/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $58279.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR         | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $523424.53    | 0.16%             | 2029-01-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.35000 04/29/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-98.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1335.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UAM2A9 PIMCO SWAPTION 3.55 CALL USD 2025102          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -400000 | NC      | $-1395.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/48 1                                 | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    183394 | PA      | $137568.91    | 0.04%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/52 0.125                             | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1044378 | PA      | $566683.29    | 0.18%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.7525* 03/01/24-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6888.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $5610.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-105.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | BARCLAYS PLC SR UNSECURED 09/29 VAR                     | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1483058.49   | 0.46%             | 2029-09-13      | Floating      | 6.49%                 | 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        |   -400000 | NC      | $-2439.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                               | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    800000 | PA      | $802737.86    | 0.25%             | 2035-04-20      | Floating      | 5.44%                 | 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        |    200000 | PA      | $150164.75    | 0.05%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.25000 06/18/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $28105.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-242.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 07/29 VAR           | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208479.79    | 0.06%             | 2029-07-06      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                                   | EDP FINANCE BV SR UNSECURED 144A 01/28 1.71             | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2076124.58   | 0.64%             | 2028-01-24      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.7626* 03/01/24-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20281.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251027                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-12.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $274.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $686.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TRY SOLD USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $22493.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-50.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                               | PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/31 2.2          | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    875000 | PA      | $771950.40    | 0.24%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472       | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $407896.69    | 0.13%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-555.87      | -0.00%            |  |  |  | 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        |   -300000 | NC      | $-16.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-2745.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $1164.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                          | FREDDIE MAC FHR 5584 DF                                 | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $400648.00    | 0.12%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1749.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301758.82    | 0.09%             | 2028-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1248.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-4873.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $255.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R5C7 PIMCO FXVAN PUT EUR USD 1.11000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   1509000 | NC      | $476.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-653.40      | -0.00%            |  |  |  | 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        |   3960000 | PA      | $1209094.22   | 0.37%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       116 | NC      | $2820.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3648.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $1660.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR            | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502713.69    | 0.16%             | 2026-08-27      | Floating      | 5.34%                 | 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      | $15825.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $776.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH COLUMBIA CANADA                              | BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15           | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $150047.32    | 0.05%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA BANCO SANTANDER SA                   | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409858.46    | 0.13%             | 2027-11-07      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208959.48    | 0.06%             | 2030-04-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AP MOLLER - MAERSK A/S                                           | AP MOLLER MAERSK A/S SR UNSECURED 144A 09/33 5.875      | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    500000 | PA      | $530941.15    | 0.16%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/48 3                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $300843.75    | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | 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      | $-8708.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.71500 08/07/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-653.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-5599.87     | -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      | $-58.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $270.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | GOLDMAN SACHS GROUP INC GOLDMAN SACHS GROUP INC         | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $837175.46    | 0.26%             | 2030-04-25      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING GROEP NV SR UNSECURED 09/27 VAR                     | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1525841.97   | 0.47%             | 2027-09-11      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB6417 FN 05/53 FIXED 4.5                     | CUSIP: 3140QSDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7094899 | PA      | $6914626.04   | 2.14%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2023-3C         | GOODLEAP SUSTAINABLE HOME IMPR GOOD 2023 3C A 144A      | CUSIP: 38237CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405639 | PA      | $396320.50    | 0.12%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.72680 03/01/24-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1751.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $326.22       | 0.00%             |  |  |  | No            |                  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        |   2900000 | PA      | $2900000.00   | 0.90%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $10298.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR         | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997566.91    | 0.31%             | 2029-09-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RA7870 FR 09/52 FIXED 4               | CUSIP: 3133KPW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2958012 | PA      | $2795448.48   | 0.87%             | 2052-09-01      | Fixed         | 4.00%                 | 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      | $1478.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A       | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700000.00    | 0.22%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA SR UNSECURED 144A 10/27 VAR                     | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $292888.35    | 0.09%             | 2027-10-19      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1925810.89   | 0.60%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2240.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB5400 FN 12/52 FIXED 4                       | CUSIP: 3140QRAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8384627 | PA      | $7927787.02   | 2.46%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-3927.77     | -0.00%            |  |  |  | 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        |   -300000 | NC      | $-185.12      | -0.00%            |  |  |  | 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        |    100000 | PA      | $76516.03     | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RA8200 FR 12/52 FIXED 4               | CUSIP: 3133KQDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2287111 | PA      | $2159879.28   | 0.67%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-814.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-62.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2882.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/50 2                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $957156.26    | 0.30%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3594.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $2859.69      | 0.00%             |  |  |  | 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        |    740000 | PA      | $752647.85    | 0.23%             | 2054-11-15      | Fixed         | 6.00%                 | 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        |   9860000 | PA      | $5634258.19   | 1.74%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO BANK NV SR UNSECURED 144A 12/29 VAR            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $757037.18    | 0.23%             | 2029-12-13      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB6418 FN 05/53 FIXED 5                       | CUSIP: 3140QSDY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9712138 | PA      | $9682557.03   | 3.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP LP                              | BRANDYWINE OPER PARTNERS COMPANY GUAR 11/27 3.95        | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98225.46     | 0.03%             | 2027-11-15      | 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      | $-89.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RJ0050 FR 10/53 FIXED 5.5             | CUSIP: 3142GQBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3800310 | PA      | $3842466.96   | 1.19%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-9.91        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $3306.69      | 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      | $-3186.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/50 1.625                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $1664191.41   | 0.52%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                             | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A1 144A        | CUSIP: 30227FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489100 | PA      | $489480.42    | 0.15%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3274.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.89548 12/23/24-30Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12063.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-84.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                          | FREDDIE MAC FHR 5491 FA                                 | CUSIP: 3137HHVQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    513015 | PA      | $513750.85    | 0.16%             | 2055-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.69392 09/03/24-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-14745.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251031                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-142.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/30 5.25             | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306008.84    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RA9046 FR 08/53 FIXED 4.5             | CUSIP: 3133KRBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4109008 | PA      | $3996538.49   | 1.24%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 03/19/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $35012.63     | 0.01%             |  |  |  | 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        |        -3 | NC      | $-845.32      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-63.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $58.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SEK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-917.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-75.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                | WISCONSIN POWER + LIGHT SR UNSECURED 04/33 4.95         | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304069.97    | 0.09%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $100.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                              | EUROPEAN UNION SR UNSECURED REGS 12/31 2.5              | CUSIP: ACI2R4B43<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $116043.70    | 0.04%             | 2031-12-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                     | JDE PEET S NV SR UNSECURED REGS 06/33 1.125             | CUSIP: ACI1YJ6N8<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $195935.77    | 0.06%             | 2033-06-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $969.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2947.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                       | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A               | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300040.55    | 0.09%             | 2034-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                              | UNITED KINGDOM GILT BONDS REGS 03/27 3.75               | CUSIP: BPSNB4II5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   2800000 | PA      | $3753291.64   | 1.16%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                         | SNAM SPA SR UNSECURED 144A 05/30 5                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $608828.98    | 0.19%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $306.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2           | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12686.46     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                               | BANCO SANTANDER SA SR UNSECURED 08/27 5.294             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407768.44    | 0.13%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/43 3.875                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2265234.38   | 0.70%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R8D2 PIMCO FXVAN PUT AUD USD 0.62500000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    706000 | NC      | $1.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                 | KILROY REALTY LP COMPANY GUAR 12/28 4.75                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100655.03    | 0.03%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.64159 04/07/25-30Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10969.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4021.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER CLO LTD 2017-3A                            | WIND RIVER CLO LTD WINDR 2017 3A AR2 144A               | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $801234.02    | 0.25%             | 2035-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                  | AES CORP/THE SR UNSECURED 01/31 2.45                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268787.82    | 0.08%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 3.17900 11/29/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-5438.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                   | BMW VEHICLE LEASE TRUST BMWLT 2025 1 A3                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008156.80   | 0.31%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                  | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/28 5.65    | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519749.59    | 0.16%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                      | CITIBANK NA SR UNSECURED 11/27 VAR                      | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806397.90    | 0.25%             | 2027-11-19      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.70000 03/28/24-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $3820.45      | 0.00%             |  |  |  | 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        |       -11 | NC      | $-2453.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VASA TRUST 2021-VASA                                             | VASA TRUST VASA 2021 VASA A 144A                        | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489843.05    | 0.15%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $725.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-39.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.72186 03/01/24-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-848.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.00000 03/19/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-7774.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $15651.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES | 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5      | CUSIP: Y7280PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    600000 | PA      | $579670.07    | 0.18%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                   | EUROPEAN INVESTMENT BANK SR UNSECURED 02/33 3.75        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     15000 | PA      | $14779.93     | 0.00%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $191.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE I UK PLC / BROOKFIELD FINANCE INC             | BROOKFIELD FIN I UK PLC COMPANY GUAR 01/32 2.34         | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1660612.94   | 0.51%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/54 4.5                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1252062.50   | 0.39%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-71.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY MORGAN STANLEY                           | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204520.02    | 0.06%             | 2028-04-13      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/48 3                                 | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $528746.09    | 0.16%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                           | SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274260 | PA      | $282589.99    | 0.09%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $251.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R9M1 PIMCO FXVAN PUT EUR USD 1.12200000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |     33000 | NC      | $63.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317UAFEA1 PIMCO SWAPTION 3.675 PUT USD 2025101          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -600000 | NC      | $-2358.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  33300000 | PA      | $33300000.00  | 10.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-107.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | MORGAN STANLEY SR UNSECURED 04/28 VAR                   | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502687.50    | 0.16%             | 2028-04-13      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/30 4.85   | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200899.92    | 0.06%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251208                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-568.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2018-B5                                 | BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2               | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978624 | PA      | $969537.82    | 0.30%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.7317* 03/01/24-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1806.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251027                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $559.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX IG44 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $526607.37    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-389.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1895.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                         | AMERICAN HOMES 4 RENT AMERICAN HOMES 4 RENT             | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    800000 | PA      | $826172.86    | 0.26%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $3372.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1089.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3289.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.80662 04/02/25-30Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $96280.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TVA)                                 | TENN VALLEY AUTHORITY SR UNSECURED 09/31 1.5            | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     60000 | PA      | $52234.68     | 0.02%             | 2031-09-15      | Fixed         | 1.50%                 | 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        |   -400000 | NC      | $-679.64      | -0.00%            |  |  |  | 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        |   1600000 | PA      | $1579208.06   | 0.49%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-480.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-523.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2579.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-2791.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                          | MERCEDES BENZ FIN NA COMPANY GUAR 144A 11/27 4.9        | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508087.62    | 0.16%             | 2027-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/49 2.375                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $517110.54    | 0.16%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $62.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $272.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $251.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125647 | PA      | $74414.52     | 0.02%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                     | AVANGRID INC SR UNSECURED 06/29 3.8                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392888.98    | 0.12%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-7577.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR EUR ESTRON/2.05000 11/18/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1023.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9           | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1749266.32   | 0.54%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                      | PROLOGIS LP SR UNSECURED 02/33 4.2                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    700000 | PA      | $514608.11    | 0.16%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-12.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                              | EUROPEAN UNION SR UNSECURED REGS 02/43 1.25             | CUSIP: ACI24TRG9<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $81234.33     | 0.03%             | 2043-02-04      | Fixed         | 1.25%                 | 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      | $-8545.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-909.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-537.99      | -0.00%            |  |  |  | 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      | $-4875.04     | -0.00%            |  |  |  | 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        |   1265000 | PA      | $1354305.24   | 0.42%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20260526                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-5189.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-1                                   | BMW VEHICLE LEASE TRUST BMWLT 2024 1 A3                 | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423425 | PA      | $424958.10    | 0.13%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $25081.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-89.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-703.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $2170.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL CB6832 FN 07/53 FIXED 5                       | CUSIP: 3140QSSW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4035674 | PA      | $4021093.64   | 1.25%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                           | NSTAR ELECTRIC CO SR UNSECURED 04/30 3.95               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    870000 | PA      | $863106.85    | 0.27%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                  | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/34 5.3     | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614037.62    | 0.19%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251103                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-8993.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20251114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-32919.89    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5              | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1131583.21   | 0.35%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                               | INTERSTATE POWER + LIGHT SR UNSECURED 09/28 4.1         | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199428.80    | 0.06%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $3199.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/51 2.375                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    734500 | PA      | $472719.61    | 0.15%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $8168.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19000000 | PA      | $18422103.79  | 5.71%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-309.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2631.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CAN 10YR BOND FUT DEC25 XMOD 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        17 | NC      | $31017.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                | WISCONSIN POWER + LIGHT SR UNSECURED 03/34 5.375        | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311751.89    | 0.10%             | 2034-03-30      | Fixed         | 5.38%                 | 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      | $1759.43      | 0.00%             |  |  |  | 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        |   2600000 | PA      | $2583166.12   | 0.80%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $294.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                           | DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5      | CUSIP: BKMG43II7<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $654974.71    | 0.20%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-1441.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 6 JUMBOS                              | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203433.96    | 0.06%             | 2054-10-15      | Fixed         | 6.00%                 | 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        |    615000 | PA      | $611962.79    | 0.19%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR EUR ESTRON/2.06280 11/14/24-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1819.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1221075.32   | 0.38%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $2196.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-161.76      | -0.00%            |  |  |  | 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        |   -400000 | NC      | $-146.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 05/49 2.875                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2116320.30   | 0.66%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $139.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2023-3A                                  | MOSAIC SOLAR LOANS LLC MSAIC 2023 3A A 144A             | CUSIP: 618933AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99781 | PA      | $99179.72     | 0.03%             | 2053-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2320.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | UNITED MEXICAN STATES UNITED MEXICAN STATES             | CUSIP: ACI2MJSF2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $363042.29    | 0.11%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                              | ONCOR ELECTRIC DELIVERY SR SECURED 144A 05/31 3.5       | CUSIP: ACI2P4RP1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $359565.78    | 0.11%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H23                | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H23 FB          | CUSIP: 38376RHF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642808 | PA      | $643250.22    | 0.20%             | 2065-09-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                        | ROMARK CLO LTD RMRK 2021 4A A1R 144A                    | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900000.00    | 0.28%             | 2034-07-10      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1297.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-25112.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                       | MONDELEZ INTERNATIONAL SR UNSECURED 07/31 4.625         | CUSIP: 609207BD6<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $376848.07    | 0.12%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX ITRAXX XOV42 5Y 35-100% SP BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $1321530.25   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF JAPAN INC (DBJ)                              | DEVELOPMENT BK OF JAPAN SR UNSECURED 144A 09/26 5.125   | CUSIP: 25159MBK2<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $505029.52    | 0.16%             | 2026-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-55040.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/30 5.05         | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513505.10    | 0.16%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                            | TORONTO DOMINION BANK SR UNSECURED 12/26 5.264          | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304242.16    | 0.09%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                               | PROVINCE OF QUEBEC SR UNSECURED 09/34 4.45              | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1072147.85   | 0.33%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $3190.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BOBL FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1 | NC      | $34.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-714.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-476.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251027                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-2899.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-358.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $22544.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2239.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $131.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP PARIBAS 144A 06/27 VAR                              | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $980184.60    | 0.30%             | 2027-06-30      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3226249.98   | 1.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                         | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $713362.87    | 0.22%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $853.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $482044.98    | 0.15%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)              | PUBLIC SERVICE ENTERPRIS SR UNSECURED 10/28 5.875       | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1572525.59   | 0.49%             | 2028-10-15      | Fixed         | 5.88%                 | 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        |     15000 | PA      | $14387.41     | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | MORGAN STANLEY SNR S* ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1706.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3273.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-726.38      | -0.00%            |  |  |  | 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        |   1800000 | PA      | $1845334.03   | 0.57%             | 2029-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/32 5.65   | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1446118.27   | 0.45%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1278997.29   | 0.40%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $5286.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                      | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                  | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $306872.50    | 0.10%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                           | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401005.99    | 0.12%             | 2027-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 4 LTD 2023-2A                                     | 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A                | CUSIP: 883932AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700494.73    | 0.22%             | 2035-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-165.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA GOVT                                                   | AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/35 2.75      | CUSIP: ACI0C4L00<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1100000 | PA      | $639151.92    | 0.20%             | 2035-06-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/41 1.875                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    123600 | PA      | $86942.46     | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | 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        |    600000 | PA      | $554062.50    | 0.17%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-279.18      | -0.00%            |  |  |  | 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      | $-3568.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FINANCING DAC                                   | SMURFIT WESTROCK FIN COMPANY GUAR 01/35 5.418           | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $515653.69    | 0.16%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $76.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A                   | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A     | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1432852.68   | 0.44%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                     | ROMANIA ROMANIA                                         | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $457372.57    | 0.14%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-57.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9700000 | PA      | $9910916.02   | 3.07%             | 2054-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       374 | NC      | $270072.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95           | CUSIP: 715638BD3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     81000 | PA      | $25839.61     | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $532.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R594 PIMCO FXVAN PUT EUR USD 1.09750000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     72000 | NC      | $1442.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    600000 | PA      | $538771.43    | 0.17%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75375 03/01/24-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4158.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-417.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        70 | NC      | $23704.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED 144A 09/29 VAR                | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1055244.87   | 0.33%             | 2029-09-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/51 0.125                             | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3722250 | PA      | $2067094.25   | 0.64%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215390 | PA      | $216254.44    | 0.07%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-398.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-828.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                           | BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724         | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $13707.40     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 02/49 3                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1198343.74   | 0.37%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CDX ITRAXX XOV42 5Y 35-100% SP JPM                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $1481715.69   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20251208                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $5302.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-2A                                         | FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179515 | PA      | $181248.50    | 0.06%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $6433.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 03/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $8580.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA GLOBAL FUNDING SR SECURED 144A 01/29 2.7            | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    900000 | PA      | $853191.66    | 0.26%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $472.00       | 0.00%             |  |  |  | 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        |    600000 | PA      | $462820.31    | 0.14%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14196000 | PA      | $14315164.35  | 4.43%             | 2054-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    318000 | PA      | $325130.16    | 0.10%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    780000 | PA      | $813026.49    | 0.25%             | 2028-11-10      | Floating      | 6.20%                 | 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        |    720000 | PA      | $229685.40    | 0.07%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45             | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133207.59    | 0.04%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-199.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUND FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1 | NC      | $891.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1085630.65   | 0.34%             | 2029-01-23      | Floating      | 3.51%                 | 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      | $-3467.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $5075.91      | 0.00%             |  |  |  | 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        |    200000 | PA      | $203640.93    | 0.06%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $413.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-25059.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-341.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                             | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204423.33    | 0.06%             | 2028-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.90500 03/12/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3910.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $314.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                               | CONAGRA BRANDS INC SR UNSECURED 08/35 5.75              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528084.88   | 0.47%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS AUD 4.50000 09/20/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $12614.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL RJ0639 FR 01/54 FIXED 5.5             | CUSIP: 3142GQV90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3030164 | PA      | $3061515.77   | 0.95%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-165.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                         | SMURFIT KAPPA TREASURY COMPANY GUAR 01/30 5.2           | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $309124.26    | 0.10%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1900000 | PA      | $1914538.88   | 0.59%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                            | CROWN CASTLE                                            | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    911000 | PA      | $908544.86    | 0.28%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO 14A                                            | ARES EURO CLO ARESE 14A AR 144A                         | CUSIP: ACI2RNVJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    323479 | PA      | $380184.46    | 0.12%             | 2034-10-21      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | AUST 10Y BOND FUT DEC25 XSFE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        14 | NC      | $-3192.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.80740 03/01/24-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8635.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)                        | NEDER WATERSCHAPSBANK SR UNSECURED 144A 06/28 4         | CUSIP: 63983TEH4<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    200000 | PA      | $201289.07    | 0.06%             | 2028-06-01      | Fixed         | 4.00%                 | 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      | $-20589.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R9K5 PIMCO FXVAN PUT AUD USD 0.62250000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    209000 | NC      | $1.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-851.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-71.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2020-3GS LTD                                  | LOANPAL SOLAR LOAN 2020 3 LTD LPSLT 2020 3GS A 144A     | CUSIP: 53948NAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26905 | PA      | $22801.23     | 0.01%             | 2047-12-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)               | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR    | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1184719.13   | 0.37%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-187.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $504.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251027                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $352.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 31750R5N3 PIMCO FXVAN PUT EUR USD 1.11000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    265000 | NC      | $90.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                              | NOMURA HOLDINGS INC SR UNSECURED 07/28 6.07             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1674443.47   | 0.52%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $15.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | US TREASURY N/B 11/48 3.375                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $723234.38    | 0.22%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                   | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                 | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699935.43    | 0.22%             | 2034-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.73910 03/01/24-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2833.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.71780 03/01/24-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-22462.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDINGS CORPORATION                           | HANWHA ENERGY USA HOLDN COMPANY GUAR 144A 07/28 4.375   | CUSIP: 41135WAC5<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403192.51    | 0.12%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.25       | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1250000 | PA      | $1116792.79   | 0.35%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-1A                                         | FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A            | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271411 | PA      | $273847.95    | 0.08%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2025-1              | GREAT AMERICA LEASING RECEIVAB GALC 2025 1 A2 144A      | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1206035.04   | 0.37%             | 2027-10-15      | Fixed         | 4.52%                 | 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