# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004497
**Filing Date:** 2025-11
**Character Count:** 576194
**Document Hash:** 08e519f5336e3743c59ffc39605c548e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004497.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004497

**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:** 251528354

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

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

## Series and Classes Contracts Data

### PIMCO Long Duration Total Return Fund (Series ID: S000013232)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000035567 | Institutional | PLRIX           |
| C000064164 | I-2           | PLRPX           |
| C000080408 | Class A       | PLRAX           |
| C000195167 | Class C       | PLRCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Long Duration Total Return Fund

- **b. EDGAR series identifier (if any):** S000013232

- **c. LEI of Series:** 6H88Q2DZCBEGOMBEBB05

**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:** $4024983913.01

**Total Liabilities:** $1692828766.71

**Net Assets:** $2332155146.30

**Delayed Delivery Securities:** $36884860.80

**Cash Not Reported:** $6775578.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 141584.544600 | **1-Year:** 106706.402600 | **5-Year:** 403684.476600 | **10-Year:** 470246.785500 | **30-Year:** 44036.265400

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

- **3-Month:** 5977.272700 | **1-Year:** 8760.756400 | **5-Year:** 57441.228600 | **10-Year:** 15888.149600 | **30-Year:** 8.788900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080408 | -0.36%               | 0.79%                | 3.15%                |
| Class ID C000195167 | -0.42%               | 0.72%                | 3.09%                |
| Class ID C000064164 | -0.33%               | 0.82%                | 3.17%                |
| Class ID C000035567 | -0.32%               | 0.83%                | 3.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $152540.59               | $-21560448.62                              |
| Month 2  | $-3671253.74             | $26190336.88                               |
| Month 3  | $4644311.20              | $48288689.16                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Long Government/Credit Unhedged USD Index

- **Index Identifier:** LGC5TRUU

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $492.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-10117.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-5                                                             | FANNIE MAE FNR 2006 5 3A2                                  | CUSIP: 31394VL73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77872 | PA      | $79666.45      | 0.00%             | 2035-05-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                    | CORP0HRG0 HRDFDG 5.33 06/09/35                             | CUSIP: 957HXRII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $933193.04     | 0.04%             | 2035-06-07      | Fixed         | 5.33%                 | Yes           |                  3 | On Loan: No      |
| BGCLO 19A                                                                     | BIRCH GROVE CLO LTD. BGCLO 19A A1RR 144A                   | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3316506.34    | 0.14%             | 2037-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1871776.75    | 0.08%             | 2031-02-01      | Fixed         | 2.50%                 | 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      | $-1389.77      | -0.00%            |  |  |  | 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     | 0.02%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $2670.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUS 2005-47CB                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 47CB A9          | CUSIP: 12668AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2178042 | PA      | $1131230.38    | 0.05%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1088881.95    | 0.05%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 830839 FN 06/35 FLOATING VAR                     | CUSIP: 31407HBG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243950 | PA      | $245121.51     | 0.01%             | 2035-06-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                   | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                    | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1600000 | PA      | $1463777.15    | 0.06%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/55 4.625                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41200000 | PA      | $40511187.50   | 1.74%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 08/30 5.45                | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3226558.99    | 0.14%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1722379.02    | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                                      | WELLFLEET CLO LTD WELF 2021 1A A1R 144A                    | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600865.16     | 0.03%             | 2034-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 02/32 4.375              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $191403.77     | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/33 5                               | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     988000 | PA      | $988663.99     | 0.04%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/32 3.625                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3753668.80    | 0.16%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95           | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2538367.58    | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1700000 | PA      | $1756734.34    | 0.08%             | 2030-02-08      | Floating      | 5.43%                 | 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      | $-75143.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA1                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA1 2A1          | CUSIP: 126694A32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91266 | PA      | $85358.20      | 0.00%             | 2046-03-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 02/53 6.5                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3581943.38    | 0.15%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                 | TEVA PHARM FNC NL II COMPANY GUAR 06/31 4.125              | CUSIP: ACI2XB2B4<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $2380814.84    | 0.10%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | SANDS CHINA LTD SR UNSECURED 08/31 3.25                    | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1300000 | PA      | $1199147.43    | 0.05%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.65543 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-77724.69     | -0.00%            |  |  |  | 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        |    9100000 | PA      | $8245453.13    | 0.35%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                               | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A       | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001950.00    | 0.04%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A BR 144A       | CUSIP: ACI2W0K37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2353182.85    | 0.10%             | 2033-08-15      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                              | OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017081.00    | 0.04%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $367.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                       | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5              | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.14          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5            | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6906289.54    | 0.30%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-24                                                            | FANNIE MAE FNR 2003 24 MZ                                  | CUSIP: 31393AE45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2910 | PA      | $2989.31       | 0.00%             | 2033-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY MORGAN STANLEY                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2357740.07    | 0.10%             | 2030-07-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                                      | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                   | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001184.18    | 0.04%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                   | URSA RE LTD UNSECURED 144A 12/26 VAR                       | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    2500000 | PA      | $2577750.00    | 0.11%             | 2026-12-07      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125               | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1669017.98    | 0.07%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20K                                      | SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1              | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       8635 | PA      | $8726.11       | 0.00%             | 2027-11-01      | Fixed         | 5.51%                 | 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        |    2200000 | PA      | $613741.74     | 0.03%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/40 1.125                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47175000 | PA      | $30062084.30   | 1.29%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $69893.17      | 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      | $-1703950.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1816505.24    | 0.08%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2006-RP1                                            | GSMPS MORTGAGE LOAN TRUST GSMPS 2006 RP1 1AF2 144A         | CUSIP: 3623413V9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303800 | PA      | $245891.09     | 0.01%             | 2036-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-5                                               | JP MORGAN MORTGAGE TRUST JPMMT 2019 5 A11 144A             | CUSIP: 46591FAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186906 | PA      | $179018.35     | 0.01%             | 2049-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2003-6                                        | NEW CENTURY HOME EQUITY LOAN T NCHET 2003 6 M1             | CUSIP: 64352VFD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      64182 | PA      | $64767.39      | 0.00%             | 2034-01-25      | Floating      | 5.35%                 | 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        |     900000 | PA      | $942164.15     | 0.04%             | 2029-01-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                   | ILLINOIS ST ILS 04/35 FIXED 6.725                          | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      76923 | PA      | $81777.53      | 0.00%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $58339.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/55 3.55                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     493000 | PA      | $340002.85     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7               | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3473345.04    | 0.15%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1592.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 09/50 2.65             | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      20000 | PA      | $12415.72      | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR            | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1724567.01    | 0.07%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR1                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 3A1           | CUSIP: 45669BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107527 | PA      | $95303.35      | 0.00%             | 2037-04-25      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4602868.75    | 0.20%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / BACARDI-MARTINI BV                                              | BACARDI LTD / MARTINI BV SR UNSECURED 144A 06/43 5.9       | CUSIP: 05635JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    5073000 | PA      | $5046718.36    | 0.22%             | 2043-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 847996 FN 11/35 FLOATING VAR                     | CUSIP: 31408DC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1795 | PA      | $1825.40       | 0.00%             | 2035-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/47 2.75                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12900000 | PA      | $9355523.50    | 0.40%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M                       | COMM MORTGAGE TRUST COMM 2016 667M A 144A                  | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4054982.13    | 0.17%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| WINDMILL III RE DESIGNATED ACTIVITY COMPANY                                   | WINDMILL III RE DAC UNSECURED 144A 07/28 VAR               | CUSIP: ACI2PJTV3<br>LEI: 635400PB5AXUZ6R7CT68 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $296682.60     | 0.01%             | 2028-07-05      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-4.77         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/30 2.25                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $717548.99     | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | 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        |     875000 | PA      | $572749.02     | 0.02%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2802.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/26 1.75                     | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4107447.37    | 0.18%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG ENERGY INC SR SECURED 144A 10/30 4.734                 | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2400740.47    | 0.10%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-42283.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                                            | FANNIE MAE FNR 2006 15 FC                                  | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        986 | PA      | $972.42        | 0.00%             | 2036-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                       | CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 11/30 4.55      | CUSIP: 186108CL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3469779.78    | 0.15%             | 2030-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $33340.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/36 VAR                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4534610.80    | 0.19%             | 2036-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UADUA8 PIMCO SWAPTION 3.385 CALL USD 202510             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -1600000 | NC      | $-337.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251110                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $174624.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                               | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                   | CUSIP: 73110JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1700000 | PA      | $1770380.00    | 0.08%             | 2027-01-07      | Floating      | 17.18%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2005-J11                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J11 1A15         | CUSIP: 12668ARS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437828 | PA      | $239435.99     | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-47968.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 11/42 0.00000                                       | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     810000 | PA      | $353601.95     | 0.02%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/44 3                                    | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14350000 | PA      | $11231677.70   | 0.48%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1356.88       | 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      | $44290.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATEWAY CREDIT TENANT LEASE                                                   | GATEWAY LEASE CTL A WHLN03785                              | CUSIP: 963SPPII4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    3496925 | PA      | $2353429.40    | 0.10%             | 2038-03-12      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF18                                             | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1            | CUSIP: 32029AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     861730 | PA      | $833638.73     | 0.04%             | 2037-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                          | JACKSON NATL LIFE GLOBAL SECURED 144A 10/29 4.6            | CUSIP: 46849LVB4<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1412876.91    | 0.06%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/33 VAR                         | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2289000 | PA      | $2702265.06    | 0.12%             | 2033-11-21      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/35 4.67             | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2667423.12    | 0.11%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/41 VAR               | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $310687.63     | 0.01%             | 2041-04-30      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A                                    | SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65            | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300152 | PA      | $274155.02     | 0.01%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 2A            | CUSIP: 93363DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5236132 | PA      | $4560863.30    | 0.20%             | 2046-08-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO 2024-1 DAC 24-1A                                           | CUMULUS STATIC CLO CMLST 2024 1A A 144A                    | CUSIP: ACI2NK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2369957 | PA      | $2783798.76    | 0.12%             | 2033-11-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1222369.58    | 0.05%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                      | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298340.23     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-461.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                           | PROGRESS ENERGY INC SR UNSECURED 03/31 7.75                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $4036856.18    | 0.17%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                 | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169     | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $2651880.14    | 0.11%             | 2041-04-01      | Fixed         | 5.17%                 | 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        |    1600000 | PA      | $1601130.80    | 0.07%             | 2035-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.95000 09/13/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $512158.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-12129.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC 1ST MORTGAGE 12/30 1.6               | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     600000 | PA      | $527058.39     | 0.02%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| NAPA VALLEY UNIFIED SCHOOL DISTRICT                                           | NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507         | CUSIP: 6303614J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     900000 | PA      | $973612.80     | 0.04%             | 2043-08-01      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP LAS VEGAS SANDS CORP                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     719000 | PA      | $752833.01     | 0.03%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 03/28 5.25                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2792381.13    | 0.12%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                 | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125       | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1355231.45    | 0.06%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                     | NATIONAL FUEL GAS CO SR UNSECURED 03/31 2.95               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2465349.21    | 0.11%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE                                                           | PIEDMONT HEALTHCARE INC SECURED 01/52 2.864                | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $318708.81     | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-416.66       | -0.00%            |  |  |  | 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      | $-249836.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10765.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                         | IVORY COAST SR UNSECURED REGS 01/32 4.875                  | CUSIP: ACI1T3QV9<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    6400000 | PA      | $7182184.49    | 0.31%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A                                     | CVC CORDATUS OPPORTUNITY LOAN COLFR 1A AR 144A             | CUSIP: ACI2VQ1V0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4337004 | PA      | $5093430.47    | 0.22%             | 2033-08-15      | Floating      | 2.88%                 | 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      | $-3393.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                  | SIERRA PACIFIC POWER CO GENL REF MOR 07/37 6.75            | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4028719.14    | 0.17%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $237407.85     | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                         | ROMARK CREDIT FUNDING LTD RCF 2025 4A A 144A               | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2907830.00    | 0.12%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                            | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A3 144A           | CUSIP: 30336CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1013244.40    | 0.04%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3666037.83    | 0.16%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 05/45 5.65                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $507550.07     | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 04/32 4.15                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1962162.70    | 0.08%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $170.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1349.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-10500.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     170000 | PA      | $156117.29     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A2                                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A2 1A             | CUSIP: 59020UGT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35645 | PA      | $35088.50      | 0.00%             | 2034-07-25      | Floating      | 6.62%                 | 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        |    1200000 | PA      | $1204648.06    | 0.05%             | 2035-01-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-18N                                                      | LEHMAN XS TRUST LXS 2006 18N A3                            | CUSIP: 52522GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     607335 | PA      | $599906.30     | 0.03%             | 2036-12-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2007-4                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2007 4 1A2             | CUSIP: 86363LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79755 | PA      | $73675.18      | 0.00%             | 2037-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                                       | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 2A1          | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7182 | PA      | $4794.75       | 0.00%             | 2037-06-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25            | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1561111.17    | 0.07%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                            | BOSTON GAS COMPANY SR UNSECURED 144A 07/53 6.119           | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4702884.91    | 0.20%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | SIMON PROPERTY GROUP LP SR UNSECURED 10/35 5.125           | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1518203.37    | 0.07%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA SR UNSECURED 144A 05/35 5.75                       | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $1042144.27    | 0.04%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AHL3                                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AHL3 A3A          | CUSIP: 17312GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5850 | PA      | $4112.92       | 0.00%             | 2045-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVI LTD                                                           | VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR               | CUSIP: 92849FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $251025.00     | 0.01%             | 2030-01-08      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-313.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                       | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637         | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    7413000 | PA      | $8133350.86    | 0.35%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1A LTD                                                             | TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A                   | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     159293 | PA      | $159472.72     | 0.01%             | 2037-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA NOTES 144A 09/28 5.5                               | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2850000 | PA      | $3517897.23    | 0.15%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $248427.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO X LLC                                                    | KKR GROUP FIN CO X LLC COMPANY GUAR 144A 12/51 3.25        | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1686479.60    | 0.07%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2000000 | PA      | $1976572.74    | 0.08%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND LLC                                                          | CONTINENTAL WIND SR SECURED 144A 02/33 6                   | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     973067 | PA      | $998184.77     | 0.04%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398657.32     | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT DEC25 XCBT 20251219                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       3345 | NC      | $11302088.21   | 0.48%             |  |  |  | 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        |    2700000 | PA      | $2600437.50    | 0.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5         | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     800000 | PA      | $724220.27     | 0.03%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORP                                                       | RESOLUTION FUNDING STRIP BONDS 01/29 0.00000               | CUSIP: 76116EGP9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $886568.92     | 0.04%             | 2029-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                       | CGI INC SR UNSECURED 09/31 2.3                             | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1407341.66    | 0.06%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1199651.17    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                                         | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A          | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     862217 | PA      | $859404.92     | 0.04%             | 2068-02-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-208851.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S SR UNSECURED 144A 06/28 4.375              | CUSIP: 23636AAR2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    7100000 | PA      | $7129600.26    | 0.31%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 04/30 3.875                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14300000 | PA      | $14393005.91   | 0.62%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A                            | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A             | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001176.75    | 0.04%             | 2036-10-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $4135.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    3900000 | PA      | $4012795.80    | 0.17%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1          | CUSIP: 45660LMF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2049113 | PA      | $1370256.31    | 0.06%             | 2035-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC SR UNSECURED 02/63 5.75                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $779774.06     | 0.03%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $72962.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB6                  | CREDIT BASED ASSET SERVICING A CBASS 2004 CB6 M1           | CUSIP: 59020UJC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265861 | PA      | $263883.07     | 0.01%             | 2035-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UADVA7 PIMCO SWAPTION 3.685 PUT USD 2025101             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -1600000 | NC      | $-5340.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2004-19                                            | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 19 2A1            | CUSIP: 863579JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31031 | PA      | $28575.11      | 0.00%             | 2035-01-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC CO/THE                                                  | NARRAGANSETT ELECTRIC NARRAGANSETT ELECTRIC                | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1444338.00    | 0.06%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 01/34 6                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3772390.54    | 0.16%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $6084.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 08/36 6.1                          | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      60000 | PA      | $64433.92      | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $7668.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $769907.12     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-33099.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1397690.43    | 0.06%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 08/51 2.85      | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1774969.31    | 0.08%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $47116.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                               | BEAR STEARNS ALT A TRUST BALTA 2006 6 31A1                 | CUSIP: 073868AV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97835 | PA      | $55637.84      | 0.00%             | 2036-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 04/37 5.75                         | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62029.90      | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/60 3.85                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $5509138.34    | 0.24%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-2402.71      | -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      | $-293.29       | -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      | $5166.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $75.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL 1G0173 FH 04/35 FLOATING VAR             | CUSIP: 3128NCFN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6761 | PA      | $6910.14       | 0.00%             | 2035-04-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CHILDRENS HOSPITAL CENTRAL CALIFORNIA (AKA: VALLEY CHILDREN'S HOSPITAL)       | VALLEY CHILDREN S HOSP SECURED 03/48 4.399                 | CUSIP: 919451AA2<br>LEI: 549300F2WKRHTL1QGF12 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1685269.98    | 0.07%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                             | CAPITAL ONE FINANCIAL CO SR UNSECURED 09/36 VAR            | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2176638.07    | 0.09%             | 2036-09-11      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 04/35 5.375                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     600000 | PA      | $619894.13     | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 04/38 5.375            | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $566177.16     | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/33 4.988                 | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1700000 | PA      | $1719140.32    | 0.07%             | 2033-08-05      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2131564.07    | 0.09%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                               | ISRAEL ELECTRIC CORP LTD SECURED 144A REGS 02/32 3.75      | CUSIP: ACI23Q596<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    2400000 | PA      | $2227423.54    | 0.10%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                             | CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3              | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    5700000 | PA      | $4323807.39    | 0.19%             | 2034-06-02      | Fixed         | 4.30%                 | 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        |  397700000 | PA      | $279749326.67  | 12.00%            | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2005-1                                                | FREMONT HOME LOAN TRUST FHLT 2005 1 M5                     | CUSIP: 35729PJF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1831038 | PA      | $1812563.96    | 0.08%             | 2035-06-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85           | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     367000 | PA      | $301849.51     | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A4                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A             | CUSIP: 589929W87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2342 | PA      | $2306.58       | 0.00%             | 2033-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR                 | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2383687.80    | 0.10%             | 2030-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC SR UNSECURED 05/29 VAR                   | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6300000 | PA      | $6401792.00    | 0.27%             | 2029-05-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | OHIO POWER COMPANY SR UNSECURED 10/35 5.85                 | CUSIP: 199575AV3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105208.82     | 0.00%             | 2035-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A78592 FG 06/38 FIXED 5                  | CUSIP: 3128LCRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2519 | PA      | $2586.89       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                        | PIKES PEAK CLO PIPK 2019 4A ARR 144A                       | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001573.84    | 0.04%             | 2034-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                                | WINSTON RE LTD UNSECURED 144A 02/31 VAR                    | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    2800000 | PA      | $3024420.00    | 0.13%             | 2031-02-26      | Floating      | 15.62%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/43 3.125                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24610000 | PA      | $20094641.86   | 0.86%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2A                                 | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2024 2A A2A 144A      | CUSIP: 96042YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     880696 | PA      | $882864.63     | 0.04%             | 2027-08-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                                  | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A           | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $600572.32     | 0.03%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $32689.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                   | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1200000 | PA      | $1230255.07    | 0.05%             | 2027-12-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/41 1.75                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   99000000 | PA      | $67202050.41   | 2.88%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                      | ARES CAPITAL CORP SR UNSECURED 07/26 2.15                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1473990.06    | 0.06%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $41857.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                         | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D               | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2468108 | PA      | $1085668.46    | 0.05%             | 2036-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251119                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2196.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES TRUST 2024-SFR1                                              | INVITATION HOMES TRUST IHSFR 2024 SFR1 A 144A              | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7387345 | PA      | $7261815.99    | 0.31%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA3                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA3 2A1A          | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     470219 | PA      | $431484.61     | 0.02%             | 2047-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                | INDIANA MICHIGAN POWER SR UNSECURED 03/37 6.05             | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $868788.95     | 0.04%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | CONSTELLATION BRANDS INC SR UNSECURED 05/30 4.8            | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1116082.67    | 0.05%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 02/62 4.4                           | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1597516.73    | 0.07%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 2A2A          | CUSIP: 41162DAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1023598 | PA      | $905144.83     | 0.04%             | 2038-01-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A73702 FG 03/38 FIXED 5                  | CUSIP: 3128L7DF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        351 | PA      | $360.55        | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                          | DUKE ENERGY OHIO INC SR UNSECURED 06/33 5.4                | CUSIP: 172070CP7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114146.41     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51        | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     600000 | PA      | $651048.31     | 0.03%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $130396.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                                        | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A             | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     535520 | PA      | $536025.07     | 0.02%             | 2031-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING ATHENE GLOBAL FUNDING                | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3618970.18    | 0.16%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $6364.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 07/44 4.5                         | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     900000 | PA      | $769830.97     | 0.03%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC 2004-CB8                  | CREDIT BASED ASSET SERVICING A CBASS 2004 CB8 M2           | CUSIP: 59020UPS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     681386 | PA      | $656054.82     | 0.03%             | 2035-12-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| COUNTY OF FRESNO CA                                                           | FRESNO CNTY CA PENSN OBLG FREGEN 08/30 ZEROCPNOID 0        | CUSIP: 358266CH5<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |    3800000 | PA      | $3082280.32    | 0.13%             | 2030-08-15      | None          | 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        |      -3936 | NC      | $-4794247.88   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS MTGE FUND TR 2006-AR3                                            | BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 1A1            | CUSIP: 07400HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1406062 | PA      | $1234640.93    | 0.05%             | 2036-10-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-162.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      60000 | PA      | $36341.72      | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-9700.63      | -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      | $667.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM1                                                          | GSAMP TRUST GSAMP 2006 FM1 A2C                             | CUSIP: 362334PJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186496 | PA      | $125514.33     | 0.01%             | 2036-04-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                          | GSAMP TRUST GSAMP 2007 FM1 A1                              | CUSIP: 3622MAAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1477224 | PA      | $790528.82     | 0.03%             | 2036-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -83121000 | PA      | $-83170757.16  | -3.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-19839.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                  | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1796095.57    | 0.08%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $33638.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2007-2                                          | WELLS FARGO HOME EQUITY TRUST WFHET 2007 2 A3              | CUSIP: 9497EYAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406236 | PA      | $401558.57     | 0.02%             | 2037-04-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-17699.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS 144A 11/30 VAR                                 | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1027582.42    | 0.04%             | 2030-11-19      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A1                                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A1 2A2            | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2362 | PA      | $2248.61       | 0.00%             | 2034-02-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL STATE OF ISRAEL                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    6200000 | PA      | $6377223.59    | 0.27%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CHF SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $11263.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75               | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     330000 | PA      | $333983.77     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                      | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  265000000 | PA      | $1561490.35    | 0.07%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/49 4.125                        | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $6467471.97    | 0.28%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-73                                                            | FANNIE MAE FNR 2007 73 A1                                  | CUSIP: 31396V4Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3076 | PA      | $3022.27       | 0.00%             | 2037-07-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/52 3.85             | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     100000 | PA      | $76361.14      | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II GLP CAPITAL LP / FIN II            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     721000 | PA      | $726908.60     | 0.03%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     231150 | PA      | $222136.95     | 0.01%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO LTD 2015-1A                                                       | RECETTE CLO LLC RCTTE 2015 1A ARR 144A                     | CUSIP: 75620TAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001500.00    | 0.04%             | 2034-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2672908.01    | 0.11%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-12228.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-A                                           | BANC OF AMERICA FUNDING CORPOR BAFC 2006 A 1A1             | CUSIP: 058927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77758 | PA      | $74399.95      | 0.00%             | 2036-02-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 02/35 3.25                          | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     903000 | PA      | $784032.38     | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                              | CITY OF HOPE/THE SR UNSECURED 08/48 4.378                  | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $834059.13     | 0.04%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20                              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 ZG              | CUSIP: 38381RCG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2724068 | PA      | $2424251.95    | 0.10%             | 2049-02-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG40 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $58830.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.80000 06/03/24-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-482750.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 07/32 0.625                                | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33687540 | PA      | $31896030.90   | 1.37%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC SR UNSECURED 06/30 5                   | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2154294.35    | 0.09%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25             | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $236501.31     | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-6270.95      | -0.00%            |  |  |  | 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        |     300000 | PA      | $260223.64     | 0.01%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                | EMBRAER NETHERLANDS FINA COMPANY GUAR 02/35 5.98           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1592257.50    | 0.07%             | 2035-02-11      | Fixed         | 5.98%                 | 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        |    2400000 | PA      | $2111713.78    | 0.09%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-21614.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                 | INTERCONTINENTALEXCHANGE SR UNSECURED 09/60 3              | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2480192.00    | 0.11%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NZD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $149.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/27 4.703                 | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2200000 | PA      | $2207563.31    | 0.09%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD 2017-17A                                                         | OZLM LTD OZLM 2017 17A A1RR 144A                           | CUSIP: 67111NAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     147081 | PA      | $147154.48     | 0.01%             | 2030-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                    | ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/26 1.4         | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985602.78     | 0.04%             | 2026-03-15      | Fixed         | 1.40%                 | 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        |   33880000 | PA      | $33880000.00   | 1.45%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1626.29       | 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      | $-8089.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                                    | US BANCORP SR UNSECURED 02/36 VAR                          | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     600000 | PA      | $621493.67     | 0.03%             | 2036-02-12      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CBAMR 2019-9A                                                                 | CBAMR LTD CBAMR 2019 9A AR 144A                            | CUSIP: 14987VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2400000 | PA      | $2411829.26    | 0.10%             | 2037-07-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  NOV25C 113.5 EXP 10/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -21 | NC      | $-4499.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL CORP                                                          | BLOCK FINANCIAL LLC COMPANY GUAR 09/32 5.375               | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2016929.54    | 0.09%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA UNSECURED 144A 07/30 1.75                          | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    7800000 | PA      | $8053280.77    | 0.35%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5034.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCIDENT FUND INSURANCE CO OF AMERICA                                         | ACCIDENT FUND INS CO AM SUBORDINATED 144A 08/32 8.5        | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2021707.42    | 0.09%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 10/30 1.875               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1539634.44    | 0.07%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 11/32 VAR                        | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $2073401.22    | 0.09%             | 2032-11-24      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/42 0.00000                                       | CUSIP: 912834LR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1890000 | PA      | $836806.44     | 0.04%             | 2042-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    2750000 | PA      | $1909507.60    | 0.08%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.69116 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-449697.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                            | MORGAN STANLEY DIRECT SR UNSECURED 02/27 4.5               | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799079.20     | 0.03%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                  | NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3        | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5016248.14    | 0.22%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-2225.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.77000 04/16/24-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $26551.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 05/52 5.125                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2292273.58    | 0.10%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                     | FARM CREDIT BK OF TEXAS FARM CREDIT BK OF TEXAS            | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |     500000 | NS      | $525050.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $296.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $988.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST 2006-5                                         | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 5 2A3            | CUSIP: 54251PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14776502 | PA      | $6982092.07    | 0.30%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $8103.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 11/64 5.85                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2770973.72    | 0.12%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1          | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96945 | PA      | $80043.32      | 0.00%             | 2036-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1292643.69    | 0.06%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SEK SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $12777.91      | 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      | $7894.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $9141.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                                  | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12           | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2438000.00    | 0.10%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1083.81       | 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      | $9801.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2014-4                                                           | VOYA CLO LTD VOYA 2014 4A A1RA 144A                        | CUSIP: 92914RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     386585 | PA      | $387067.06     | 0.02%             | 2031-07-14      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2017-1A                                                  | TCI SYMPHONY CLO TSYMP 2017 1A AR 144A                     | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     699118 | PA      | $699573.62     | 0.03%             | 2030-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2193.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TRUST 2006-WMC1                                        | MASTR ASSET BACKED SECURITIES MABS 2006 WMC1 A3            | CUSIP: 57643LRK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1711158 | PA      | $623935.96     | 0.03%             | 2036-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD WOODSIDE FINANCE LTD                  | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3250000 | PA      | $3226678.00    | 0.14%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2004-2                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 2 21A            | CUSIP: 07384MM82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        390 | PA      | $365.71        | 0.00%             | 2034-05-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $924.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $8364.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118250 | PA      | $115065.13     | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-3                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 3 1A1            | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     354687 | PA      | $319453.13     | 0.01%             | 2047-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-7857.82      | -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      | $-863.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $17522.20      | 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      | $-14799.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                           | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2          | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     450000 | PA      | $443107.67     | 0.02%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                  | SYNOPSYS INC SR UNSECURED 04/35 5.15                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1526478.48    | 0.07%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                           | VIRGINIA ELEC + POWER CO SR UNSECURED 09/35 4.9            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796146.34     | 0.03%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-19315.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC DELAYED DRAW TERM LOAN                      | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     429653 | PA      | $429652.62     | 0.02%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/35 0.00000                                       | CUSIP: 912833X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32500000 | PA      | $21547951.75   | 0.92%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                               | DAE FUNDING LLC COMPANY GUAR REGS 03/28 3.375              | CUSIP: ACI1V2G49<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $387523.74     | 0.02%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $94.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                                        | ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65        | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2222599.10    | 0.10%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 01/50 3.7                    | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $765797.48     | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260513                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-115303.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/53 5.05             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4218003.86    | 0.18%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1525.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-3 LTD                                            | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2022 3A A1R 144A        | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     900000 | PA      | $903318.05     | 0.04%             | 2035-07-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-12162.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                               | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17      | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    4900000 | PA      | $4776649.36    | 0.20%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| QUERCUS RE DESIGNATED ACTIVITY COMPANY                                        | QUERCUS RE DESIGNATED ACTIVITY 07/27 1                     | CUSIP: ACI2Q34M4<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $298076.79     | 0.01%             | 2027-07-08      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO SR UNSECURED 05/32 VAR                 | CUSIP: ACI2X3ZW0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1894152.92    | 0.08%             | 2032-05-20      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| MDPK-2021-39A                                                                 | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A             | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001894.77    | 0.04%             | 2034-10-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-29307.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2004-10                                          | STRUCTURED ASSET INVESTMENT LO SAIL 2004 10 M2             | CUSIP: 86358EPD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2253173 | PA      | $2443197.93    | 0.10%             | 2034-11-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST REF MORT 09/42 4                 | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     400000 | PA      | $340693.18     | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO X DAC 10A                                                    | CAPITAL FOUR CLO CFOUR 10A A 144A                          | CUSIP: ACI2ZN408<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     900000 | PA      | $1058348.91    | 0.05%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3        | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     513280 | PA      | $486935.74     | 0.02%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/31 VAR                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2066034.34    | 0.09%             | 2031-01-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $6083.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA3                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA3 2A1          | CUSIP: 12668BB77<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1869635 | PA      | $1770814.50    | 0.08%             | 2036-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AUST 10Y BOND FUT DEC25 XSFE 20251215                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        406 | NC      | $-163278.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE7                                         | MORGAN STANLEY CAPITAL INC MSAC 2006 HE7 A2D               | CUSIP: 61750MAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3140064 | PA      | $1353755.28    | 0.06%             | 2036-09-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                 | MEDTRONIC INC COMPANY GUAR 10/45 4.2                       | CUSIP: ACI30CN23<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     800000 | PA      | $936188.22     | 0.04%             | 2045-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $85776.76      | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5311124.58    | 0.23%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                     | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                  | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141107 | PA      | $133012.49     | 0.01%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND FUTURE  DEC25 XEUR 20251208                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -168 | NC      | $-117789.59    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 06/27 4.5                      | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600608.49     | 0.03%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2248                                                              | FREDDIE MAC FHR 2248 FB                                    | CUSIP: 3133TPV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        237 | PA      | $236.87        | 0.00%             | 2030-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO 2003-37A                                       | STRUCTURED ASSET SECURITIES CO SASC 2003 37A 3A7           | CUSIP: 86359BBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5103 | PA      | $5019.62       | 0.00%             | 2033-12-25      | Floating      | 6.06%                 | 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      | $-27624.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/7.91000 04/07/25-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $7449.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A14          | CUSIP: 12668BLY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60002 | PA      | $24628.03      | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 07/30 5.5              | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2086206.48    | 0.09%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                           | SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2             | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2331531.62    | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LIMITED                                                    | MGM CHINA HOLDINGS LTD SR UNSECURED 144A 05/26 5.875       | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $1102076.80    | 0.05%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-701.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251006                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1140.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3            | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $921453.51     | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625            | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $579131.18     | 0.02%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $1473.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY7                                               | COUNTRYWIDE HOME LOANS CWHL 2007 HY7 A1                    | CUSIP: 12544HAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     288126 | PA      | $273534.96     | 0.01%             | 2037-11-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7126.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/59 3.65                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6731000 | PA      | $4605747.80    | 0.20%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 05/30 5.4                | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3200000 | PA      | $3286851.87    | 0.14%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $608344.80     | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20L                                      | SMALL BUSINESS ADMINISTRATION SBAP 2007 20L 1              | CUSIP: 83162CRL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      34507 | PA      | $34671.96      | 0.00%             | 2027-12-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP SR UNSECURED 06/31 2.4                        | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2137631.70    | 0.09%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/32 7.5           | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2768000 | PA      | $3192759.45    | 0.14%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                           | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR       | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    1200000 | PA      | $1249522.80    | 0.05%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $8125.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR6                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR6 2A1A          | CUSIP: 456612AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279851 | PA      | $250876.39     | 0.01%             | 2046-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1            | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     174968 | PA      | $43427.75      | 0.00%             | 2046-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/50 4.15                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $233747.00     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2800000 | PA      | $2763078.50    | 0.12%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                        | ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    4900000 | PA      | $3650175.62    | 0.16%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 5YR J CORPNFL67                   | CUSIP: 957ZEZII6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1015325.45    | 0.04%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| COLORADO INTERSTATE GAS COMPANY LLC                                           | COLORADO INTERSTATE GAS COMPANY GUAR 06/37 6.85            | CUSIP: 196522AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1431185.70    | 0.06%             | 2037-06-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $414.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2782703.28    | 0.12%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                                  | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25        | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     613642 | PA      | $628250.81     | 0.03%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY                                 | ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR          | CUSIP: ACI2S2B04<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $295919.47     | 0.01%             | 2029-01-17      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LIMITED                                                      | GREENKO POWER II LTD SR SECURED 144A 12/28 4.3             | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |     326975 | PA      | $313380.07     | 0.01%             | 2028-12-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB9                                              | COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 3A2A                 | CUSIP: 126670JY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14564 | PA      | $12649.28      | 0.00%             | 2036-02-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/49 5.25                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $549961.26     | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                                      | UBS AG STAMFORD CT SR UNSECURED 02/28 7.5                  | CUSIP: 22550L2M2<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    3200000 | PA      | $3445929.31    | 0.15%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67                | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3140613.12    | 0.13%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D          | CUSIP: 17312EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     491760 | PA      | $431601.17     | 0.02%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/51 2.9               | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1355059.46    | 0.06%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $544265.80     | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD 2018-1A                                                        | CARVAL CLO LTD CARVL 2018 1A AR 144A                       | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1041830 | PA      | $1042941.41    | 0.04%             | 2031-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                   | UPX HIL 2025 1 ISSUER TRUST UPXHI 2025 1 A 144A            | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     961646 | PA      | $966514.63     | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4581851.40    | 0.20%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                                       | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A         | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001919.75    | 0.04%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/28 2.375                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3228090.36    | 0.14%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REPU STATE STREET GLOBAL MARKE USD REPU SSB T              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -91630000 | PA      | $-91641122.86  | -3.93%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | MEXICAN UDIBONOS BONDS 12/26 3                             | CUSIP: ACI24R197<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     855067 | PA      | $46325.40      | 0.00%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                   | CFE FIBRA E SR UNSECURED 144A 09/40 5.875                  | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1100000 | PA      | $1112760.00    | 0.05%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2024-3                             | FORD CREDIT FLOORPLAN MASTER O FORDF 2024 3 A2 144A        | CUSIP: 34528QJL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5030202.50    | 0.22%             | 2029-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251007                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4340.05      | -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      | $4696.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC HCA INC                                            | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     698000 | PA      | $699839.23     | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC LAST OUT TERM LOAN                          | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1941202 | PA      | $1975172.67    | 0.08%             | 2031-01-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.66213 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-389476.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1008954.18    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/34 0.00000                                       | CUSIP: 9128334Y3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32970000 | PA      | $22725063.09   | 0.97%             | 2034-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 828871 FN 04/35 FLOATING VAR                     | CUSIP: 31407E2C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196062 | PA      | $197809.41     | 0.01%             | 2035-04-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/36 VAR               | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $6089070.38    | 0.26%             | 2036-04-23      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC VODAFONE GROUP PLC                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1729000 | PA      | $1722325.11    | 0.07%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.46382 09/03/24-25Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $26617.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.69387 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-453418.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK LIMITED                                                  | ISRAEL DISCOUNT BANK SR UNSECURED 144A REGS 01/28 5        | CUSIP: ACI2CHD55<br>LEI: 549300XWZ7BG5G23OF51 | Long             | DBT              | CORP              | IL        |    2900000 | PA      | $2925375.00    | 0.13%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/49 6.25                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101002.53     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-9107.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -231990500 | PA      | $-232346959.85 | -9.96%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2329.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLER HOMES (CASTLE UK FINCO PLC)                                            | MILLER HOMES GROUP FIN SR SECURED 144A 10/30 VAR           | CUSIP: ACI2W4YJ9<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1195641.61    | 0.05%             | 2030-10-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-RP1                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 RP1 1F 144A       | CUSIP: 92922FYJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     244086 | PA      | $228410.80     | 0.01%             | 2034-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5            | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $306136.50     | 0.01%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 04/31 VAR             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2378923.40    | 0.10%             | 2031-04-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $4.75          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-8066.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISH POND RE LTD                                                              | FISH POND RE LTD UNSECURED 144A 01/27 VAR                  | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2700000 | PA      | $2776005.00    | 0.12%             | 2027-01-08      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2024-2 DAC 24-2A                                          | GROSVENOR PLACE CLO GROSV 2024 2A A 144A                   | CUSIP: ACI2RYX19<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1700000 | PA      | $2000981.82    | 0.09%             | 2039-01-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75      | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    3000000 | PA      | $3025029.18    | 0.13%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | CENCORA INC SR UNSECURED 05/32 3.625                       | CUSIP: ACI2X73C0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     700000 | PA      | $831802.97     | 0.04%             | 2032-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $60975.14      | 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      | $-2742.76      | -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      | $2210.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $2742.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9         | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3429122.30    | 0.15%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-17400.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                   | NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125          | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    3600000 | PA      | $3811637.41    | 0.16%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2005-9                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 9 A1             | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15709 | PA      | $15042.45      | 0.00%             | 2035-10-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A          | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2384821 | PA      | $1890091.51    | 0.08%             | 2036-12-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                    | ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/32 3.6         | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1573671.30    | 0.07%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS BV                                                         | BP CAPITAL MARKETS B.V. 09/31 3.36                         | CUSIP: ACI2R4D66<br>LEI: 7245003VD7E4T30HJD24 | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2736099.64    | 0.12%             | 2031-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1339112.27    | 0.06%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                                         | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B               | CUSIP: 61753NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1928582 | PA      | $852112.00     | 0.04%             | 2037-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/32 4.4              | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1952011.20    | 0.08%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8        | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1398535 | PA      | $1401777.85    | 0.06%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 823813 FN 06/35 FLOATING VAR                     | CUSIP: 31406YGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175342 | PA      | $177121.77     | 0.01%             | 2035-06-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7                           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2017 JP7 A3           | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257743 | PA      | $254039.95     | 0.01%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INVSC-5A                                                                      | INVESCO EURO CLO INVSC 5A AR 144A                          | CUSIP: ACI2VXQH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1600000 | PA      | $1878443.30    | 0.08%             | 2034-01-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC COMPANY GUAR 03/33 5.7                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2150000 | PA      | $2263334.80    | 0.10%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1837.96      | -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      | $16788.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-59                                           | FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1                | CUSIP: 31394PPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30079 | PA      | $30967.64      | 0.00%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                                | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR             | CUSIP: ACI30MW05<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    2000000 | PA      | $2354670.63    | 0.10%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | DEVON ENERGY CORPORATION DEVON ENERGY CORPORATION          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1143000 | PA      | $1061120.53    | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2005-74                                                            | FANNIE MAE FNR 2005 74 ZO                                  | CUSIP: 31394FEU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     561593 | PA      | $597040.55     | 0.03%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                               | BROOKFIELD ASSET MANAGEM SR UNSECURED 04/35 5.795          | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $733699.92     | 0.03%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251119                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $191.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HORIZON AIRCRAFT FINANCE I LTD 2018-1                                         | HORIZON AIRCRAFT FINANCE HORZN 2018 1 A 144A               | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     927568 | PA      | $916137.57     | 0.04%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                            | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875                | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1039987.72    | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $201.23        | 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      | $5101.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20260122                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $534.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                         | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875          | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3369076 | PA      | $2964786.88    | 0.13%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | OHIO POWER COMPANY SR UNSECURED 10/51 2.9                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $685543.53     | 0.03%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $9503.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | MEXICAN UDIBONOS BONDS 11/28 4                             | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   14108602 | PA      | $768267.26     | 0.03%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $266897.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    2400000 | NS      | $2335920.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 11/28 VAR                   | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1596000 | PA      | $1695232.88    | 0.07%             | 2028-11-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-29189.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 A1A1         | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221155 | PA      | $218955.85     | 0.01%             | 2045-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/48 3                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141390000 | PA      | $106340745.24  | 4.56%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B         | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     363182 | PA      | $355426.43     | 0.02%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP TEXAS INC SR UNSECURED 06/33 5.4                       | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3395531.34    | 0.15%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875          | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $992385.32     | 0.04%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COUNTY OF FRESNO CA                                                           | FRESNO CNTY CA PENSN OBLG FREGEN 08/32 ZEROCPNOID 0        | CUSIP: 358266CK8<br>LEI: 549300JJ6NWR5CVGI705 | Long             | DBT              | MUN               | US        |     100000 | PA      | $73233.79      | 0.00%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 03/32 2.7                    | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1345046.04    | 0.06%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/37 0.00000                                       | CUSIP: 912833Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8900000 | PA      | $5246378.68    | 0.22%             | 2037-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/41 3.65                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1522545.92    | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 10/34 VAR                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13450000 | PA      | $15010186.01   | 0.64%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-840.12       | -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      | $-7552.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS RIALTO 2022-FL4                                                            | FS RIALTO ISSUER LTD FSRIA 2022 FL4 A 144A                 | CUSIP: 30326MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1458171 | PA      | $1458162.72    | 0.06%             | 2039-01-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2394309.19    | 0.10%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.65          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-22                                                | COUNTRYWIDE HOME LOANS CWHL 2004 22 A3                     | CUSIP: 12669F6Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28480 | PA      | $27459.99      | 0.00%             | 2034-11-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/55 6.375         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $1066724.22    | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-9AR                                        | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 9AR A2             | CUSIP: 61748JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2554802 | PA      | $552634.33     | 0.02%             | 2036-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-11632.37     | -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      | $40005.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                               | SBA TOWER TRUST ASSET BACKED 144A 10/29 4.831              | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4331746.90    | 0.19%             | 2029-10-15      | Fixed         | 4.83%                 | 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      | $16910.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.42000 03/07/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-28796.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-16CB                                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 16CB 5A1         | CUSIP: 02152AAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98571 | PA      | $44844.78      | 0.00%             | 2037-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251202                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $27071.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                                  | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                    | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2000000.00    | 0.09%             | 2034-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869               | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     600000 | PA      | $588649.92     | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | 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      | $2112.04       | 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      | $42703.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15             | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1270994.15    | 0.05%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $14280.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                         | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/30 5.4       | CUSIP: 85855FAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $802044.28     | 0.03%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C37                                                | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A2          | CUSIP: 05494NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1003563.80    | 0.04%             | 2058-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 02/27 VAR                   | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2700000 | PA      | $2673250.26    | 0.11%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION CORP                                                   | COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867          | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1842303.08    | 0.08%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -13981000 | PA      | $-13994390.69  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-148.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                             | MICROCHIP TECHNOLOGY INC COMPANY GUAR 02/30 5.05           | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1125191.35    | 0.05%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A                          | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A        | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1200000 | PA      | $1408860.80    | 0.06%             | 2035-07-15      | Floating      | 2.96%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $26220.19      | 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      | $1328.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                                      | NATIONAL SECS CLEARING SR UNSECURED 144A 06/29 4.9         | CUSIP: 637639AM7<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4113975.60    | 0.18%             | 2029-06-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    6100000 | PA      | $4315742.99    | 0.19%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $1399135.59    | 0.06%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC META PLATFORMS INC                      | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2373042.48    | 0.10%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                                       | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7            | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23559 | PA      | $22649.49      | 0.00%             | 2034-11-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7            | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     454134 | PA      | $417421.02     | 0.02%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MTGE LN TR 2007-1                                                  | LEHMAN ABS MORTGAGE LOAN TRUST LABSM 2007 1 2A1 144A       | CUSIP: 52521MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10207 | PA      | $6808.35       | 0.00%             | 2037-06-25      | Floating      | 4.36%                 | 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        |    2800000 | PA      | $2961079.74    | 0.13%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/52 4.625                           | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $826355.01     | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| M360 2021-CRE3 LLC                                                            | M360 LTD. M360 2021 CRE3 A 144A                            | CUSIP: 55379AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     146829 | PA      | $144602.69     | 0.01%             | 2038-11-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                             | BENCHMARK MORTGAGE TRUST BMARK 2025 V16 A3                 | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3329960.32    | 0.14%             | 2058-08-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375            | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4253963.18    | 0.18%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CHF SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-10656.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-7251.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | SANDS CHINA LTD SR UNSECURED 01/26 3.8                     | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $598803.60     | 0.03%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                                            | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A        | CUSIP: 05684RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001317.97    | 0.04%             | 2034-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/61 4.1                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2738903.31    | 0.12%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $884177.76     | 0.04%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-1.88         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                      | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     900000 | PA      | $906769.28     | 0.04%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL MB0553 G2 08/55 FIXED 4                       | CUSIP: 3618N5TK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222999 | PA      | $209818.13     | 0.01%             | 2055-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 07/39 6.75                       | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     700000 | PA      | $838543.38     | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BNP PARIBAS SNR SE ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $2722.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-7646.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-7                                          | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 2A21            | CUSIP: 007036MT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437599 | PA      | $387363.35     | 0.02%             | 2035-10-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1713.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUST RT MTGE TR 2000-                                          | BEAR STEARNS ADJUSTABLE RATE M BSARM 2000 2 A1             | CUSIP: 07384MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14947 | PA      | $14871.15      | 0.00%             | 2030-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/30 2.9                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     300000 | PA      | $282877.87     | 0.01%             | 2030-01-15      | Fixed         | 2.90%                 | 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        |  163600000 | PA      | $131467937.50  | 5.64%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-H1                                                           | GSAMP TRUST GSAMP 2007 H1 A1B                              | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4824068 | PA      | $2379929.85    | 0.10%             | 2047-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                        | SEALED AIR CORP SR SECURED 144A 10/26 1.573                | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1861986.46    | 0.08%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2833176.14    | 0.12%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP DUKE ENERGY CORP                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     900000 | PA      | $910341.38     | 0.04%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                      | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  710000000 | PA      | $4550078.10    | 0.20%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                  | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $716682.20     | 0.03%             | 2029-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1            | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8845 | PA      | $8144.14       | 0.00%             | 2034-11-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6              | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $758566.78     | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-56672.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONGLEAF PINE RE LTD                                                          | LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR              | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     900000 | PA      | $1005255.00    | 0.04%             | 2031-05-27      | Floating      | 21.90%                | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH INC                                                  | BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08                | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $981119.38     | 0.04%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 5YR O CORPNFLA8                   | CUSIP: 957ZFZII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1705608.39    | 0.07%             | 2030-10-05      | Fixed         | 4.78%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $2.00          | 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      | $-12732.06     | -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      | $740.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2004-IN1                    | ACE SECURITIES CORP. ACE 2004 IN1 M1                       | CUSIP: 004421FG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     587011 | PA      | $606677.00     | 0.03%             | 2034-05-25      | 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      | $-12987.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1046.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC 03/64 0                                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     692000 | PA      | $692186.11     | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                                         | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2D               | CUSIP: 61753NAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3965216 | PA      | $1751738.23    | 0.08%             | 2037-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3318316.31    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 04/34 3.469                 | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4702002.22    | 0.20%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3                | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3086216.83    | 0.13%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W2                                                 | FANNIEMAE WHOLE LOAN FNW 2003 W2 2A9                       | CUSIP: 31392JAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3722 | PA      | $3760.00       | 0.00%             | 2042-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) DEC25 XCBT 20251231                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        205 | NC      | $21305.61      | 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      | $51534.96      | 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      | $14133.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BZ1178 FN 06/31 FIXED 5.81                       | CUSIP: 3140NVJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $2082189.24    | 0.09%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $7894.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1904.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                                         | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3            | CUSIP: 68402BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2951124 | PA      | $1448327.50    | 0.06%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/41 3.75                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1545472.65    | 0.07%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1032.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.63761 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-34802.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AGLN                               | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AGLN A 144A       | CUSIP: 94990HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1505810.10    | 0.06%             | 2037-07-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR1                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR1 2A1           | CUSIP: 45669BAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66300 | PA      | $59613.96      | 0.00%             | 2037-04-25      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/34 FIXED 2.746    | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     300000 | PA      | $266377.26     | 0.01%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                        | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2743886.15    | 0.12%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1151540 | PA      | $1144982.78    | 0.05%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF MONTREAL REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -278390000 | PA      | $-278425185.39 | -11.94%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $511.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1          | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182909 | PA      | $166714.26     | 0.01%             | 2036-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                       | BANK LEUMI LE ISRAEL SUBORDINATED 144A REGS 07/33 V        | CUSIP: ACI2C9XL6<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $1047112.50    | 0.04%             | 2033-07-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                   | PETROLEOS MEXICANOS COMPANY GUAR 02/33 10                  | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4271000 | PA      | $4959164.88    | 0.21%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1201929.43    | 0.05%             | 2039-01-15      | Fixed         | 3.70%                 | 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        |  237800000 | PA      | $242905682.52  | 10.42%            | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8            | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5237634.94    | 0.22%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251028                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $19748.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/35 5.4                             | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     600000 | PA      | $605166.14     | 0.03%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 02/40 6.5                | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     310000 | PA      | $336221.78     | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $630248.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                   | STARWOOD PROPERTY TRUST SR UNSECURED 144A 07/30 6.5        | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1035138.34    | 0.04%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM1                                                          | GSAMP TRUST GSAMP 2007 FM1 A2A                             | CUSIP: 3622MAAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4963 | PA      | $2456.94       | 0.00%             | 2036-12-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                             | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                 | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00     | 0.01%             | 2031-09-14      | Floating      | 15.19%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6499.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                    | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7       | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $610590.29     | 0.03%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $48633.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/28 4.751                 | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     800000 | PA      | $807023.44     | 0.03%             | 2028-05-12      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/43 3.625                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3200000 | PA      | $2793000.00    | 0.12%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1337741.95    | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5        | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     550000 | PA      | $546388.01     | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-266662.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3660.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                              | LINCOLN FIN GLBL FUNDING SECURED 144A 08/30 4.625          | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302037.30     | 0.01%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY PJSC                                  | ABU DHABI DEVELOPMENTAL ABU DHABI DEVELOPMENTAL            | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1700000 | PA      | $1769877.67    | 0.08%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA SR UNSECURED 144A 06/35 VAR                   | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     900000 | PA      | $956896.87     | 0.04%             | 2035-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251006                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $236.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875            | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     880000 | PA      | $731852.73     | 0.03%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2016-GS3                                         | GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A        | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5225000 | PA      | $4555959.65    | 0.20%             | 2049-10-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2002-W8                                                  | FANNIEMAE WHOLE LOAN FNW 2002 W8 F                         | CUSIP: 31392DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2360 | PA      | $2291.17       | 0.00%             | 2032-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4173.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875           | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83913 | PA      | $76191.78      | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/27 VAR                   | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    5600000 | PA      | $5468781.81    | 0.23%             | 2027-08-10      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-7167.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1381.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3451612.00    | 0.15%             | 2029-09-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/34 VAR                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $3120783.58    | 0.13%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.20          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 11/53 8.75               | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     800000 | PA      | $879320.00     | 0.04%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2551                                                              | FREDDIE MAC FHR 2551 FD                                    | CUSIP: 31393JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        823 | PA      | $821.04        | 0.00%             | 2033-01-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTH SOUTH FLORIDA FOUNDATION INC                                   | BAPTIST HLTH SFL OBL GR SR SECURED 11/71 3.115             | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $1953926.70    | 0.08%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2006-3                          | TBW MORTGAGE BACKED PASS THROU TBW 2006 3 1A               | CUSIP: 87804AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4569009 | PA      | $1701774.04    | 0.07%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-10.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 02/51 3.3                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1295990.59    | 0.06%             | 2051-02-15      | Fixed         | 3.30%                 | 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        |    2300000 | PA      | $1531887.24    | 0.07%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 804433 FN 12/34 FLOATING VAR                     | CUSIP: 31406AV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92888 | PA      | $94221.32      | 0.00%             | 2034-12-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                              | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 2A2                 | CUSIP: 46629DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11449 | PA      | $9207.78       | 0.00%             | 2037-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB9                                              | COUNTRYWIDE HOME LOANS CWHL 2005 HYB9 5A1                  | CUSIP: 126670LE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69110 | PA      | $64575.24      | 0.00%             | 2036-02-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A83402 FG 12/38 FIXED 5                  | CUSIP: 312929X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        144 | PA      | $147.39        | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6247.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C37                                                | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2025 5C37 A3          | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5116093.00    | 0.22%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375     | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    4500000 | PA      | $4732286.45    | 0.20%             | 2031-01-13      | Fixed         | 5.38%                 | 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        |    4900000 | PA      | $4865355.48    | 0.21%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $67.82         | 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      | $292.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4 JUMBOS                                 | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $10344525.62   | 0.44%             | 2055-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $7320.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1           | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13776 | PA      | $12549.92      | 0.00%             | 2037-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/7.79000 04/07/25-5Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $42601.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS INC                                                  | ESC LEHMAN BRTH HLDH PROD                                  | CUSIP: 525ESC6Y0<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200.00       | 0.00%             | 2027-09-27      | None          | 7.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/33 5.25           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4269380.59    | 0.18%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                         | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1403593.80    | 0.06%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/7.75000 04/07/25-5Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $44584.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 01/28 2.85                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    2010000 | PA      | $1938821.64    | 0.08%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4                                               | BEAR STEARNS ALT A TRUST BALTA 2006 4 11A1                 | CUSIP: 073871AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2008114 | PA      | $1730238.12    | 0.07%             | 2036-08-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                    | MARRIOTT INTERNATIONAL SR UNSECURED 04/37 5.5              | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1738045.20    | 0.07%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EQUINIX INC SNR S* SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $66787.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH1                                  | FIRST FRANKLIN MTG LOAN ASSET FFML 2003 FFH1 M1            | CUSIP: 32027NED9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2166682 | PA      | $2176510.84    | 0.09%             | 2033-09-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2004-94                                                            | FANNIE MAE FNR 2004 94 ZA                                  | CUSIP: 31394BLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     347949 | PA      | $361128.56     | 0.02%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | CIGNA GROUP/THE SR UNSECURED 01/36 5.25                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2026272.62    | 0.09%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-66.47        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8                   | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     600000 | PA      | $610360.28     | 0.03%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                              | PUBLIC STORAGE COMPANY GUAR 01/34 3.5                      | CUSIP: ACI30PXB3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1989329.08    | 0.09%             | 2034-01-20      | Fixed         | 3.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/7.74750 04/08/25-5Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $25644.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP SR UNSECURED 05/34 6.15                   | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4494776.79    | 0.19%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING AESOP 2023-8A LLC                              | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 8A A 144A        | CUSIP: 05377RHM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7300000 | PA      | $7675256.50    | 0.33%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3              | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2991454 | PA      | $2879867.41    | 0.12%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                                 | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                    | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1201360.93    | 0.05%             | 2035-07-25      | Floating      | 5.59%                 | 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      | $-13922.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                 | BOSTON SCIENTIFIC CORP SR UNSECURED 01/40 7.375            | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $15573769.53   | 0.67%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INCORPORATED                                     | REINSURANCE GRP OF AMER SR UNSECURED 09/33 6               | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2247075.92    | 0.10%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251215                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $21482.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-12                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 12 2A1 144A       | CUSIP: 17307GY69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21667 | PA      | $21108.10      | 0.00%             | 2035-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                 | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1016918.22    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                        | REALKREDIT DANMARK COVERED REGS 10/53 1.5                  | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.18          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-34611.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 10/29 4.125                                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1520000 | PA      | $1544432.81    | 0.07%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 01/33 1.125                                | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45622812 | PA      | $44233220.96   | 1.90%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-G                                               | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1            | CUSIP: 05949CED4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261300 | PA      | $249540.48     | 0.01%             | 2035-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-60024.84     | -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      | $23837.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTIMATE KRONOS GROUP INC                                                     | UKG, INC, 2024 TERM LOAN B                                 | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     594000 | PA      | $594080.19     | 0.03%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.30000 12/02/24-29Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $24140.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC DIAMONDBACK ENERGY INC              | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     723000 | PA      | $696647.21     | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-3224.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II SERIES 2024-AA ASSET-BACKED NOTES           | FORD AUTO SECURITIZATION TRUST FASTR 2024 AA A2 144A       | CUSIP: 345214BJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    4656405 | PA      | $3393280.44    | 0.15%             | 2028-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A         | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275901 | PA      | $1249386.34    | 0.05%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR J CORPNFL75                   | CUSIP: 957HAAII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025315.83    | 0.04%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251006                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $4792.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                     | EXPAND ENERGY CORP SR UNSECURED 01/35 5.7                  | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     800000 | PA      | $822832.89     | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | 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      | $-48932.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-9430.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35        | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      41983 | PA      | $40494.00      | 0.00%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1686424.03    | 0.07%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                          | PENNSYLVANIA ELECTRIC CO SR UNSECURED 144A 06/29 3.6       | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3220112.02    | 0.14%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                            | PUBLIC SERVICE COLORADO 1ST MORTGAGE 09/35 5.15            | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     900000 | PA      | $911961.50     | 0.04%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20251028                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-14176.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/39 5.125                           | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2795696.51    | 0.12%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $5797.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB1                                        | CREDIT BASED ASSET SERVICING A CBASS 2007 CB1 AF1A         | CUSIP: 1248MGAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24034 | PA      | $7076.72       | 0.00%             | 2037-01-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5                | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    3393000 | PA      | $3126028.45    | 0.13%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 09/34 VAR                        | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $664049.09     | 0.03%             | 2034-09-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-90                                                            | FANNIE MAE FNR 2010 90 FA                                  | CUSIP: 31398TXC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174593 | PA      | $174370.66     | 0.01%             | 2040-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7348.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1521672.89    | 0.07%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15                    | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $7651706.41    | 0.33%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | LONG GILT FUTURE  DEC25 IFLL 20251229                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         52 | NC      | $29853.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $3310.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                      | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013813.70    | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $24077.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT2                                       | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT2 1A1          | CUSIP: 83613DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     247147 | PA      | $220330.58     | 0.01%             | 2037-07-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 11/36 0.00000                                       | CUSIP: 912833Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37600000 | PA      | $23057537.11   | 0.99%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | JPN 10Y BOND(OSE) DEC25 XOSE 20251215                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -78 | NC      | $673242.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4923.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB6                                        | CREDIT BASED ASSET SERVICING A CBASS 2007 CB6 A1 144A      | CUSIP: 1248RHAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13423 | PA      | $8951.60       | 0.00%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1          | CUSIP: 161630BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129450 | PA      | $120400.33     | 0.01%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-12                                                | COUNTRYWIDE HOME LOANS CWHL 2005 12 1A2                    | CUSIP: 12669GXK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67346 | PA      | $47240.48      | 0.00%             | 2035-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 02/30 5.375                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     800000 | PA      | $826175.22     | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                    | NORTHERN STATES PWR MINN 1ST MORTGAGE 09/47 3.6            | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4802228.93    | 0.21%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $0.40          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY (TVA)                                              | TENN VALLEY AUTHORITY SR UNSECURED 05/35 4.875             | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    4800000 | PA      | $4978915.30    | 0.21%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1360697.69    | 0.06%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2007-CB4                                        | CREDIT BASED ASSET SERVICING A CBASS 2007 CB4 A2B          | CUSIP: 1248MEAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66371 | PA      | $65324.45      | 0.00%             | 2037-04-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/49 3                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   89030000 | PA      | $66680339.71   | 2.86%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                              | KINDER MORGAN ENER PART COMPANY GUAR 09/39 6.5             | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     400000 | PA      | $434431.40     | 0.02%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                                    | AXALTA COATING SYSTEMS COMPANY GUAR 144A 02/29 3.375       | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |     500000 | PA      | $474137.15     | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625            | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4720000 | PA      | $5566836.06    | 0.24%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 03/35 5.2                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2045311.06    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                                      | WELLFLEET CLO LTD WELF 2021 2A A1R 144A                    | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $801841.95     | 0.03%             | 2034-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-1                                         | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 1 MV7              | CUSIP: 126673XD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87221 | PA      | $86371.58      | 0.00%             | 2035-07-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75       | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     226403 | PA      | $222092.72     | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A4                                           | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A4 A1             | CUSIP: 45660LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39243 | PA      | $19617.41      | 0.00%             | 2035-04-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/31 2.65                     | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2101018.07    | 0.09%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 03/33 5.375             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4000000 | PA      | $4002000.00    | 0.17%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/31 6.625       | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1297029.38    | 0.06%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C11 MORTGAGE TRUST                                                  | BMO MORTGAGE TRUST BMO 2025 5C11 A2                        | CUSIP: 096941AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5143708.00    | 0.22%             | 2058-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPT CORP 2006-AF1                                             | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF1 1A2            | CUSIP: 65536PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12654317 | PA      | $2277758.02    | 0.10%             | 2036-05-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 10/52 3.4                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2400037.89    | 0.10%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $12210.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE10                          | BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE10 1M1         | CUSIP: 07389RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70981 | PA      | $70649.17      | 0.00%             | 2036-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2184.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/41 2                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10500000 | PA      | $7377685.56    | 0.32%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/7.58240 04/08/25-5Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $12383.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $133649.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 07/30 6.375       | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3745539.49    | 0.16%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6            | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     400000 | PA      | $344497.16     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1577880.26    | 0.07%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 08/41 0.00000                                       | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     350000 | PA      | $164345.94     | 0.01%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                                  | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A             | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     620911 | PA      | $622038.59     | 0.03%             | 2031-11-13      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                     | EVERGY KANSAS CENTRAL 1ST MORTGAGE 03/35 5.25              | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2142308.01    | 0.09%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2990                                                              | FREDDIE MAC FHR 2990 NZ                                    | CUSIP: 31395V3Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     535298 | PA      | $558386.74     | 0.02%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                                           | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A         | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     491005 | PA      | $491338.45     | 0.02%             | 2032-07-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-16                                                            | FANNIE MAE FNR 2006 16 ZB                                  | CUSIP: 31394V5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153604 | PA      | $159911.30     | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $371517.48     | 0.02%             |  |  |  | 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        |    1000000 | PA      | $1001500.26    | 0.04%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251010                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-13471.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7800000 | PA      | $8061611.53    | 0.35%             | 2054-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-526.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A83589 FG 12/38 FIXED 5                  | CUSIP: 3129297A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        478 | PA      | $490.38        | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITY OF RENO NV                                                               | RENO NV CAPITAL IMPT REVENUE RENGEN 06/34 ZEROCPNOID 0     | CUSIP: 759831DG2<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |     700000 | PA      | $465633.98     | 0.02%             | 2034-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                             | AG TRUST AG 2024 NLP A 144A                                | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760265 | PA      | $764027.34     | 0.03%             | 2041-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     370000 | PA      | $317848.98     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 144A 02/41 3.5                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     300000 | PA      | $247017.80     | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2005-S3                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 S3 A10           | CUSIP: 16162WNL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1346416 | PA      | $953974.73     | 0.04%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251010                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $9857.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                       | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR        | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |    2700000 | NS      | $2681343.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.65000 03/05/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $17659.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276               | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $483368.73     | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                       | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1059893.11    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | BROWN + BROWN INC BROWN + BROWN INC                        | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1712878.20    | 0.07%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-51405.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129       | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1704299.54    | 0.07%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-5                                          | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1               | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1469845 | PA      | $359244.94     | 0.02%             | 2046-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV INC 2004-WMC5                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC5 M1           | CUSIP: 59020UMF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     543765 | PA      | $544514.82     | 0.02%             | 2035-07-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-9                                                 | COUNTRYWIDE HOME LOANS CWHL 2005 9 1A3                     | CUSIP: 12669GZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36699 | PA      | $32435.07      | 0.00%             | 2035-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 09/55 5.95                 | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1909459.23    | 0.08%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | SANDS CHINA LTD SR UNSECURED 03/27 2.3                     | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    2100000 | PA      | $2040708.39    | 0.09%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| INDIGO CREDIT MANAGEMENT II DAC 2A                                            | INDIGO CREDIT MANAGEMENT INDI 2A A 144A                    | CUSIP: ACI2RZY31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1250000 | PA      | $1471456.19    | 0.06%             | 2038-07-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NFL FOOTBALL CLUB TERM NOTES 2 CORPNFLB6                   | CUSIP: 957HIZII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1314627.89    | 0.06%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS7                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS7 A1            | CUSIP: 748940AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3410721 | PA      | $2737520.04    | 0.12%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MPT TRUST 2004-AR6                                              | FIRST HORIZON MORTGAGE PASS TH FHASI 2004 AR6 2A1          | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        839 | PA      | $825.58        | 0.00%             | 2034-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35             | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $347448.90     | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                       | NEWMONT / NEWCREST FIN COMPANY GUAR 05/50 4.2              | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $16733.43      | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 04/28 4.95                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604775.72     | 0.03%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-35CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 35CB 1A1         | CUSIP: 12667G2G7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     980345 | PA      | $690230.66     | 0.03%             | 2035-09-25      | Fixed         | 5.50%                 | 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        |   40377000 | PA      | $37963105.87   | 1.63%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORPORATION                                          | SALES TAX SECURITIZATION CORP STSGEN 01/33 FIXED 3.007     | CUSIP: 79467BDG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5030000 | PA      | $4596907.95    | 0.20%             | 2033-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELECTRIC                                                     | LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/33 5.45              | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2094542.04    | 0.09%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/50 2                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22030000 | PA      | $13178845.20   | 0.57%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL 1J1219 FH 10/35 FLOATING VAR             | CUSIP: 3128NHK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2698 | PA      | $2754.65       | 0.00%             | 2035-10-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                            | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A            | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3010194.30    | 0.13%             | 2028-10-16      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                               | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A             | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     633740 | PA      | $634237.73     | 0.03%             | 2032-07-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-186.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                          | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                 | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                            | CODELCO INC SR UNSECURED 144A 01/35 6.33                   | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3000000 | PA      | $3206250.00    | 0.14%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                      | TENCENT HOLDINGS LTD SR UNSECURED 144A 04/61 3.94          | CUSIP: 88032WBD7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $957226.25     | 0.04%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875          | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     436536 | PA      | $416389.76     | 0.02%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $199.73        | 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      | $-1707.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/64 7.008                     | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     674000 | PA      | $780829.72     | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/40 1.125                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95010000 | PA      | $59952794.06   | 2.57%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                                          | GSAMP TRUST GSAMP 2006 FM3 A2C                             | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172086 | PA      | $80395.62      | 0.00%             | 2036-11-25      | Floating      | 4.67%                 | 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        |    3300000 | PA      | $3715767.60    | 0.16%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $9246.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC COMPANY GUAR 06/30 5.15                   | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1018225.95    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2004-WMC3                                           | MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1            | CUSIP: 57643LFN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2122945 | PA      | $2074154.63    | 0.09%             | 2034-10-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                    | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6             | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1168000 | PA      | $1014494.67    | 0.04%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                             | CHILE ELECTRICITY LUX GOVT GUARANT 144A 10/35 5.58         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    5083026 | PA      | $5257264.00    | 0.23%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8            | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6128543.11    | 0.26%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PANTHEON SENIOR DEBT SECONDARIES III                                          | PANTHEON SNR DBT SCNDRS IIIUSD TERM LOAN                   | CUSIP: BA000HYC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     700000 | PA      | $700083.37     | 0.03%             | 2026-03-26      | Floating      | 6.38%                 | Yes           |                  3 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 144A 02/33 2.6                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1141656.22    | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                         | ALABAMA POWER CO SR UNSECURED 01/46 4.3                    | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     700000 | PA      | $600699.63     | 0.03%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-11239.82     | -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      | $-893.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW MEXICO ST HOSP                                                            | NEW MEXICO ST HOSP EQUIPMENT L NMSMED 08/46 FIXED 4.406    | CUSIP: 647370HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $860533.70     | 0.04%             | 2046-08-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/42 2.75                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $774804.69     | 0.03%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1837784.97    | 0.08%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-5123.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 03/34 5.15             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2437696.54    | 0.10%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PFIZER NETHERLANDS INTERNATIONAL FINANCE BV                                   | PFIZER NETHERLANDS INTL COMPANY GUAR 05/29 2.875           | CUSIP: ACI2X5WP3<br>LEI: 254900YI79T8NMNA4349 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $708936.32     | 0.03%             | 2029-05-19      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251124                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-198026.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-EQ2                                        | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 EQ2 A2            | CUSIP: 83611XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2989595 | PA      | $2182971.16    | 0.09%             | 2037-01-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1             | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     374174 | PA      | $355298.67     | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.77000 04/29/24-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $76803.97      | 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        |   32576000 | PA      | $20800284.84   | 0.89%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                           | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR               | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $260312.50     | 0.01%             | 2032-06-07      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 10/37 6.25                         | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3540526.28    | 0.15%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $21057.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                         | BG ENERGY CAPITAL PLC COMPANY GUAR 144A 10/41 5.125        | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    4300000 | PA      | $4173072.13    | 0.18%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/52 4.95                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1195339.91    | 0.05%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A        | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391735 | PA      | $345324.19     | 0.01%             | 2046-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-HE2                                                          | GSAMP TRUST GSAMP 2007 HE2 A2C                             | CUSIP: 362440AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     642684 | PA      | $486884.61     | 0.02%             | 2047-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 11/60 3.6                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5401000 | PA      | $3672588.94    | 0.16%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/28 3.65                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196593.67     | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                            | VENTURE CDO LTD VENTR 2021 44A A1NR 144A                   | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001708.77    | 0.04%             | 2034-10-20      | Floating      | 5.47%                 | 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      | $255930.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-NC1                                                          | GSAMP TRUST GSAMP 2007 NC1 A1                              | CUSIP: 3622MGAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1185512 | PA      | $630039.49     | 0.03%             | 2046-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-9928.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 02/26 2.196                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992552.55     | 0.04%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                | EPH FINANCING INTERNATIONAL 08/29 5                        | CUSIP: ACI2P88J7<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    2800000 | PA      | $3544781.61    | 0.15%             | 2029-08-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4965.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $748364.00     | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP BLACK HILLS CORP                          | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     704000 | PA      | $750077.94     | 0.03%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $77016.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1548740.32    | 0.07%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                               | BLACKSTONE SECURED LEND SR UNSECURED 09/28 2.85            | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     230000 | PA      | $217816.57     | 0.01%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/64 5.5                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1191485.07    | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2008-RR1                                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2008 RR1 A1A1 144A     | CUSIP: 173145AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15385 | PA      | $13750.67      | 0.00%             | 2037-01-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/33 5.85       | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     700000 | PA      | $746362.79     | 0.03%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2710690.23    | 0.12%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/45 2.5                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15520000 | PA      | $11121656.21   | 0.48%             | 2045-02-15      | Fixed         | 2.50%                 | 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        |   -8300000 | NC      | $-2012.75      | -0.00%            |  |  |  | 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      | $-435679.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC SR UNSECURED 07/35 5.45             | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $515720.69     | 0.02%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                      | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1760000000 | PA      | $10153338.07   | 0.44%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 06/32 4                                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43400000 | PA      | $43631410.10   | 1.87%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVI LTD                                                           | VITALITY RE XVI LTD UNSECURED 144A 01/30 VAR               | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $250450.00     | 0.01%             | 2030-01-08      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-658.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8818.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 11/37 3.8                         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2421811.73    | 0.10%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                      | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3              | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     460000 | PA      | $416478.25     | 0.02%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/8.10000 04/07/25-10Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $6478.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                                    | NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A                 | CUSIP: 63942YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000894.16    | 0.04%             | 2036-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)                             | INDIAN RAILWAY FINANCE SR UNSECURED 144A 01/32 3.57        | CUSIP: 45434L2H6<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    2200000 | PA      | $2090081.69    | 0.09%             | 2032-01-21      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                              | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75        | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5778534.60    | 0.25%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/54 6.125                | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     710000 | PA      | $720879.39     | 0.03%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 09/37 6.35            | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $222474.87     | 0.01%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-22380.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB9                                              | COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1                  | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1016 | PA      | $1024.13       | 0.00%             | 2035-02-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95            | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1308203.36    | 0.06%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR13                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR13 2A           | CUSIP: 93363RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2123 | PA      | $2014.52       | 0.00%             | 2046-10-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1706.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $183019.07     | 0.01%             | 2032-03-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1190715.50    | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                                            | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A        | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001400.00    | 0.04%             | 2034-07-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 02/49 5.5                             | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $987644.29     | 0.04%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-4992.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS MXN TIIE1/7.72000 04/07/25-5Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $18537.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHEATON COLLEGE IL                                                            | WHEATON IL CLG WTNHGR 10/34 FIXED 6.09                     | CUSIP: 96272PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     900000 | PA      | $971728.11     | 0.04%             | 2034-10-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 11/64 5.85                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4482253.49    | 0.19%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/31 5.4        | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2884953.15    | 0.12%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 06/20/24-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-834772.31    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                       | ARTHUR J GALLAGHER + CO SR UNSECURED 02/55 5.55            | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2054551.82    | 0.09%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-66833.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95              | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1254377.84    | 0.05%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7500000 | PA      | $6942044.78    | 0.30%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                            | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5            | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105328.24     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL G04613 FG 10/37 FIXED 6                  | CUSIP: 3128M6N61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17452 | PA      | $18361.92      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-QH2                                        | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 QH2 A1 144A        | CUSIP: 12668JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     328585 | PA      | $293314.10     | 0.01%             | 2037-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                            | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A                 | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2374292 | PA      | $2378612.26    | 0.10%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2421007.68    | 0.10%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                              | SKANDINAVISKA ENSKILDA 144A 09/30 4.5                      | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    1500000 | PA      | $1504224.21    | 0.06%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/47 5.5                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     450000 | PA      | $429547.29     | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 08/31 2.2                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     350000 | PA      | $308820.27     | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3402.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAIE WHOLE LOAN 2002-W2                                                 | FANNIEMAE WHOLE LOAN FNW 2002 W2 AF6                       | CUSIP: 31392CEN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.26         | 0.00%             | 2032-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-63                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 63 1A1                | CUSIP: 31395M2F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30148 | PA      | $29258.86      | 0.00%             | 2045-02-25      | Floating      | 5.35%                 | 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        |   -8300000 | NC      | $-32620.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $4953683.94    | 0.21%             | 2050-08-01      | Fixed         | 3.50%                 | 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      | $-319957.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $6306.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA                               | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A       | CUSIP: 95004VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1596000.00    | 0.07%             | 2042-10-15      | Floating      | 5.69%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-33046.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                           | PECO ENERGY CO 1ST MORTGAGE 09/51 2.85                     | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     886000 | PA      | $572186.32     | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA 144A 09/34 VAR                                | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3900000 | PA      | $4347803.97    | 0.19%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 03/42 4.3                    | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3752000 | PA      | $3316126.26    | 0.14%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $27191.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/54 6.858                     | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1369755.79    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A            | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     517186 | PA      | $475791.50     | 0.02%             | 2046-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC              | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     287000 | PA      | $285960.19     | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2117.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1444.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 10/36 6.625                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5679447.12    | 0.24%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE                                                           | PIEDMONT HEALTHCARE INC SECURED 01/42 2.719                | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $356762.64     | 0.02%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-28                                                            | FANNIE MAE FNR 2001 28 Z                                   | CUSIP: 313920EU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22612 | PA      | $23061.53      | 0.00%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                          | JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL          | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1328875.55    | 0.06%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                   | ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5                | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1946145.59    | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 06/32 3.25             | CUSIP: ACI2XLY76<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $700785.02     | 0.03%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-81143.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-69                                                            | FANNIE MAE FNR 2005 69 EZ                                  | CUSIP: 31394EN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17864 | PA      | $17876.78      | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 01/51 7.15                          | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $112438.57     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5445000.24    | 0.23%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                   | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1574811.30    | 0.07%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-402.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENER HOUSTON GENL REF MOR 03/30 4.8            | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023737.32    | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A       | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2426137 | PA      | $2337335.43    | 0.10%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO SR UNSECURED 04/31 VAR                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     800000 | PA      | $822805.34     | 0.04%             | 2031-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 07/52 6.25               | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     702000 | PA      | $716670.22     | 0.03%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $28223.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                | EPH FIN INTERNATIONAL AS EPH FIN INTERNATIONAL AS          | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    3000000 | PA      | $3833320.63    | 0.16%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                            | CANADIAN NATL RESOURCES SR UNSECURED 144A 12/34 5.4        | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $407602.95     | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                                                    | BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/44 5    | CUSIP: BFNYDZII7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    8800000 | PA      | $12192168.61   | 0.52%             | 2044-10-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                               | TYSON FOODS INC TYSON FOODS INC                            | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1595065.76    | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-9334.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3440                                                              | FREDDIE MAC FHR 3440 EM                                    | CUSIP: 31397T2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182317 | PA      | $187642.91     | 0.01%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL A48574 FG 04/36 FIXED 6                  | CUSIP: 3128K9Q31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5080 | PA      | $5244.73       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15       | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1740885.38    | 0.07%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                        | EQT AB SR UNSECURED 144A 05/35 5.85                        | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    2200000 | PA      | $2274712.09    | 0.10%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/38 4.5                             | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     805000 | PA      | $728533.98     | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV SR UNSECURED 09/34 VAR                        | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7619000 | PA      | $8244072.51    | 0.35%             | 2034-09-11      | Floating      | 6.11%                 | 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        |    2150000 | PA      | $2309000.84    | 0.10%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.32826 09/03/24-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $149358.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB6                                              | COUNTRYWIDE HOME LOANS CWHL 2004 HYB6 A2                   | CUSIP: 12669GBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5439 | PA      | $5243.90       | 0.00%             | 2034-11-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                                    | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A               | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340443 | PA      | $344739.79     | 0.01%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 2A3           | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137379 | PA      | $127360.68     | 0.01%             | 2037-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55            | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1652794 | PA      | $1591391.60    | 0.07%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    2100000 | PA      | $2436468.30    | 0.10%             | 2033-03-15      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $8849.55       | 0.00%             |  |  |  | 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        |   10800000 | PA      | $3445281.03    | 0.15%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 07/30 4.75             | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $202674.11     | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS (AKA: FEDERAL FARM CREDIT BANKS FUNDING CORP)       | FEDERAL FARM CREDIT BANK BONDS 07/29 5.125                 | CUSIP: 31331VEG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     500000 | PA      | $523636.90     | 0.02%             | 2029-07-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                              | WISCONSIN ELECTRIC POWER SR UNSECURED 12/45 4.3            | CUSIP: 976656CJ5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3058115.76    | 0.13%             | 2045-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INT LLC / EMC CORP COMPANY GUAR 04/30 5               | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $819729.98     | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | 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        |    1100000 | PA      | $1120595.58    | 0.05%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     800000 | PA      | $962226.48     | 0.04%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A             | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     805497 | PA      | $737815.99     | 0.03%             | 2036-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2005 A1 6T1                 | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        963 | PA      | $940.32        | 0.00%             | 2035-02-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 11/36 3.187                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1621298.22    | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VISTRA ZERO OPERATING COMPANY LLC                                             | VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B                 | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1691500 | PA      | $1676175.01    | 0.07%             | 2031-04-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.36832 09/03/24-25Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10451.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                              | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1072183.00    | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS BV                                        | IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25      | CUSIP: ACI2CX5L4<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    2300000 | PA      | $2932601.59    | 0.13%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A2A            | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9874 | PA      | $10306.91      | 0.00%             | 2035-10-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3399.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 01/26 1.57                     | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     715000 | PA      | $708908.90     | 0.03%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 01/36 VAR             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2088653.32    | 0.09%             | 2036-01-28      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $33636.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/50 3.6                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $788999.74     | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22700000 | PA      | $22021093.39   | 0.94%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                | INDIANA MICHIGAN POWER SR UNSECURED 05/51 3.25             | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1208367.86    | 0.05%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                                 | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A         | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1134835 | PA      | $1136253.86    | 0.05%             | 2032-10-23      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                         | KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3               | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      70000 | PA      | $49064.92      | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS AUD 4.75000 12/20/28-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $659985.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 09/55 5.95      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4448224.14    | 0.19%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   84200000 | PA      | $25708518.60   | 1.10%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5            | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $2403256.64    | 0.10%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 07/27 3.25                | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2126536.32    | 0.09%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251008                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $585.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                               | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375              | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2228261.48    | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                            | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625               | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    3300000 | PA      | $3298858.27    | 0.14%             | 2028-08-26      | Fixed         | 5.62%                 | 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        |    1100000 | PA      | $1101696.77    | 0.05%             | 2035-04-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.04         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                         | ALABAMA POWER CO SR UNSECURED 07/48 4.3                    | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1707931.24    | 0.07%             | 2048-07-15      | Fixed         | 4.30%                 | 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        |     405000 | PA      | $295555.08     | 0.01%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFRF USD SF+26.161/1.4* 07/21/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6938434.37    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-75.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                        | CITADEL SECURITIES LP 2024 FIRST LIEN TERM LOAN            | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    1867032 | PA      | $1872642.63    | 0.08%             | 2031-10-31      | Floating      | 6.16%                 | 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        |     200000 | PA      | $163812.11     | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II POOL 080408 G2 05/30 FLOATING VAR                  | CUSIP: 36225CN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12829 | PA      | $12841.34      | 0.00%             | 2030-05-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | ENTERGY TEXAS INC 1ST MORTGAGE 03/31 1.75                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2800016.32    | 0.12%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251003                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-77191.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  NOV25P 111 EXP 10/24/2025                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -21 | NC      | $-2340.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q034             | FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2              | CUSIP: 3137HLY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4650405 | PA      | $4425146.63    | 0.19%             | 2054-07-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     730000 | PA      | $815348.93     | 0.03%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411810.99     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR NOTE (CBT)DEC25 XCBT 20251219                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1596 | NC      | $1075683.54    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/43 3.875                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12700000 | PA      | $11530210.87   | 0.49%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 10/30 VAR                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3033713.19    | 0.13%             | 2030-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 03/43 5.125                  | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10114517.77   | 0.43%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 11/42 4.119         | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2976465.87    | 0.13%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 255884 FN 08/35 FLOATING VAR                     | CUSIP: 31371MFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11129 | PA      | $11466.04      | 0.00%             | 2035-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/40 3.6                         | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80357.07      | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO SR SECURED 06/48 4.125               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4417000 | PA      | $3595239.32    | 0.15%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2025-1                                            | CAPITAL STREET MASTER TRUST CAPST 2025 1 A 144A            | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1001010.40    | 0.04%             | 2029-08-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/44 4.125                                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109900000 | PA      | $102041720.29  | 4.38%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-68833.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                  | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6688995.27    | 0.29%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-51                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 1A1           | CUSIP: 12668ACG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1543160 | PA      | $1470247.11    | 0.06%             | 2035-11-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $752.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/45 4.75                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82400000 | PA      | $82934312.91   | 3.56%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $267144.89     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CHF SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-14301.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | BROWN + BROWN INC SR UNSECURED 06/35 5.55                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     800000 | PA      | $823576.94     | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL G08307 FG 11/38 FIXED 5                  | CUSIP: 3128MJKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5189 | PA      | $5326.56       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/55 6.1              | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2300000 | PA      | $2361267.45    | 0.10%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7              | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $4824828.36    | 0.21%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS8                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A3            | CUSIP: 75115AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     484899 | PA      | $410040.33     | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95             | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $27716.81      | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                     | CABLEVISION LIGHTPATH SR SECURED 144A 09/27 3.875          | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1943352.40    | 0.08%             | 2027-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3303464.47    | 0.14%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC SR UNSECURED 02/31 4.55                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     600000 | PA      | $602491.15     | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-6875.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTG LN 2004-18                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 18 4A1            | CUSIP: 863579FW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13475 | PA      | $13343.96      | 0.00%             | 2034-12-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 02/52 3.4                         | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1333231.37    | 0.06%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $66.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR5                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR5 1A1           | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4783 | PA      | $4611.52       | 0.00%             | 2034-10-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                  | WP CAREY INC SR UNSECURED 07/30 4.65                       | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     700000 | PA      | $704443.74     | 0.03%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 732218 FN 06/43 FLOATING VAR                     | CUSIP: 31402LPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21233 | PA      | $21459.06      | 0.00%             | 2043-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/41 0.00000                                       | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     450000 | PA      | $214677.19     | 0.01%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP LP / CARETRUST CAPITAL CORP                                   | CTR PARTNERSHIP/CARETRST COMPANY GUAR 144A 06/28 3.875     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $97345.07      | 0.00%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.30000 12/02/24-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $458807.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                           | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 3.83             | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2628895.70    | 0.11%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)                               | POPULAR INC SR UNSECURED 03/28 7.25                        | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    2400000 | PA      | $2509202.40    | 0.11%             | 2028-03-13      | Fixed         | 7.25%                 | 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      | $-12531.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-110.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                           | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR               | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2700000 | PA      | $2821500.00    | 0.12%             | 2027-04-05      | Floating      | 12.64%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-8691.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A           | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37255 | PA      | $33351.85      | 0.00%             | 2046-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                                        | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A                | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2237808.83    | 0.10%             | 2038-01-22      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC SR UNSECURED 03/35 5.45                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2563649.45    | 0.11%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KIZUNA RE III PTE LTD                                                         | KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR             | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |     490000 | PA      | $502348.00     | 0.02%             | 2029-04-09      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO 2022-FL3 LTD                                                      | HGI CRE CLO LTD HGI 2022 FL3 A 144A                        | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1067223 | PA      | $1069888.87    | 0.05%             | 2037-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-10668.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST 2023-A2                                         | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2023 A2 A              | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5603453.90    | 0.24%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875               | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     430000 | PA      | $380963.60     | 0.02%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/39 6                            | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2134301.67    | 0.09%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 12/56 4.3             | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $81303.54      | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $59222.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 841068 FN 11/34 FLOATING VAR                     | CUSIP: 31407UMR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122534 | PA      | $127685.08     | 0.01%             | 2034-11-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                          | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/52 3.35               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     270000 | PA      | $187970.96     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                             | NATIONAL GRID USA SR UNSECURED 04/35 5.803                 | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124161.33     | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-6                                               | JP MORGAN MORTGAGE TRUST JPMMT 2019 6 A11 144A             | CUSIP: 46651BAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87759 | PA      | $84597.22      | 0.00%             | 2049-12-25      | 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      | $3558.41       | 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      | $18704.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-33349.81     | -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      | $1400.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                          | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR              | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    2100000 | PA      | $2136330.00    | 0.09%             | 2026-03-31      | Floating      | 12.82%                | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INV 2005-AR4                                        | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR4 A1            | CUSIP: 86359LLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2549 | PA      | $2161.54       | 0.00%             | 2035-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $4856.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP CI FINANCIAL CORP                        | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     150000 | PA      | $159924.27     | 0.01%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3397.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                      | BALTIMORE GAS + ELECTRIC SR UNSECURED 06/53 5.4            | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3342563.12    | 0.14%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NZD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $3212.45       | 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      | $53124.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2820869.78    | 0.12%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 817537 FN 10/35 FLOATING VAR                     | CUSIP: 31406RHN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75831 | PA      | $76496.00      | 0.00%             | 2035-10-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                            | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $531401.00     | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1926491 | PA      | $1981687.39    | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 03/39 4.75           | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     712000 | PA      | $686639.19     | 0.03%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $16052.59      | 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      | $-3842.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -33720625 | PA      | $-33748491.35  | -1.45%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOFTBANK GROUP CORP SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $581.10        | 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      | $295.30        | 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      | $-8786.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A3                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A             | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4177 | PA      | $4079.03       | 0.00%             | 2033-05-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SERVICES INC                                             | NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9       | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3093744.36    | 0.13%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                           | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2             | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     182864 | PA      | $49277.26      | 0.00%             | 2046-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                            | DTE ENERGY CO DTE ENERGY CO                                | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1537577.06    | 0.07%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MORGAN STANLEY SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3351.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2019-B9                                              | BENCHMARK MORTGAGE TRUST BMARK 2019 B9 A5                  | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4416678.45    | 0.19%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-90                                                     | FANNIE MAE FNR 2016 90 DZ                                  | CUSIP: 3136AUNB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1024158 | PA      | $675804.99     | 0.03%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $7892.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251229                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-25539.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-62                                           | FHLMC STRUCTURED PASS THROUGH FSPC T 62 1A1                | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9539 | PA      | $8763.76       | 0.00%             | 2044-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20251007                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $279.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20300000 | PA      | $19678155.99   | 0.84%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 04/33 3.419                 | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2592359.08    | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 03/32 5.2                | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2460474.43    | 0.11%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/29 6.298                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1061531.70    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/44 4.625                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46700000 | PA      | $46278605.35   | 1.98%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A1A         | CUSIP: 933638AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        740 | PA      | $708.33        | 0.00%             | 2047-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/51 3               | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $982215.44     | 0.04%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-R2                                                | COUNTRYWIDE HOME LOANS CWHL 2006 R2 AF1 144A               | CUSIP: 125435AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     966697 | PA      | $919978.01     | 0.04%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $20328.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/48 3                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12900000 | PA      | $9744035.12    | 0.42%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2005-2                                         | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2005 2 M2             | CUSIP: 68389FHC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     545754 | PA      | $530296.73     | 0.02%             | 2035-05-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     750000 | PA      | $745092.58     | 0.03%             | 2030-07-01      | Fixed         | 4.55%                 | 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      | $-255999.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO SR UNSECURED 04/36 VAR                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     500000 | PA      | $528511.86     | 0.02%             | 2036-04-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     146680 | PA      | $138979.24     | 0.01%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 11/41 0.00000                                       | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     170000 | PA      | $78730.75      | 0.00%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                                       | ICG US CLO LTD ICG 2015 2RA A1R 144A                       | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     597622 | PA      | $597621.57     | 0.03%             | 2033-01-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2              | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1983639.14    | 0.09%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE ASSETS 2006-3                                              | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 3A11             | CUSIP: 02660UAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48920 | PA      | $44520.75      | 0.00%             | 2046-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS10                                      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A9           | CUSIP: 751155AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     875625 | PA      | $780026.26     | 0.03%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                                      | HEATHROW FUNDING LTD SR SECURED REGS 12/33 6.45            | CUSIP: B3CPY8II2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $430324.27     | 0.02%             | 2033-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP ORACLE CORP                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $643484.94     | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                      | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  424000000 | PA      | $2792978.33    | 0.12%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 02/32 2.3              | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     860000 | PA      | $736054.61     | 0.03%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR19                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR19 A1A1         | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17354 | PA      | $17606.52      | 0.00%             | 2045-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45             | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $191612.25     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                       | PUBLIC SERVICE ELECTRIC 1ST MORTGAGE 06/44 4               | CUSIP: 74456QBF2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4690317.22    | 0.20%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1676.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES SR UNSECURED 08/29 3.75                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     900000 | PA      | $866709.66     | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1899.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                               | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                 | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1869445 | PA      | $1022210.23    | 0.04%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -40891000 | PA      | $-40895929.64  | -1.75%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                               | ANTOFAGASTA PLC SR UNSECURED 144A 09/35 5.625              | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $714112.00     | 0.03%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.9914* 06/02/25-28Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9296.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251010                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3643.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER RE LTD                                                          | CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR           | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $265287.50     | 0.01%             | 2031-05-10      | Floating      | 11.60%                | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                         | KENTUCKY UTILITIES CO 1ST MORTGAGE 04/33 5.45              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2094384.38    | 0.09%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS COMPANY TELEKOM SRBIJA AKCIONARSKO DRUSTVO BELGRADE        | TELECOM SERBIA EUR TERM LOAN A                             | CUSIP: BA0005336<br>LEI: 254900OVY0XI1DFYC092 | Long             | LON              | CORP              | LU        |    5000000 | PA      | $5855929.07    | 0.25%             | 2029-06-11      | Floating      | 3.40%                 | No            |                  3 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 07/30 4.904               | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202952.43     | 0.01%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251031                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-714.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.80910 03/10/25-30Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $195531.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                                           | CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5964144.90    | 0.26%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15             | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1196269.33    | 0.05%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY                                  | NEW YORK CITY NY TRANSITIONAL NYCGEN 05/37 FIXED OID 4.375 | CUSIP: 64972JLP1<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |    4095000 | PA      | $3945311.37    | 0.17%             | 2037-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-9904.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 03/51 3.25                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3715161.99    | 0.16%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $7596.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 144A 06/30 5.85      | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2138433.65    | 0.09%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260218                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-1923.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-76                                                            | FANNIE MAE FNR 2003 76 EZ                                  | CUSIP: 31393D6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14686 | PA      | $14930.53      | 0.00%             | 2033-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                       | FMR LLC SR UNSECURED 144A 02/43 5.15                       | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10864836.10   | 0.47%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                              | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 5A5                 | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336777 | PA      | $336711.46     | 0.01%             | 2035-07-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    6100000 | PA      | $6239740.75    | 0.27%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 20 1 A PTT PASS THRU CE 144A 05/34 4.25        | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     261293 | PA      | $255303.09     | 0.01%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                           | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A              | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     656167 | PA      | $657272.02     | 0.03%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-14259.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ARM LOAN TRUST 2005-19XS                                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1          | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21665 | PA      | $20914.47      | 0.00%             | 2035-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251215                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $6074.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-81                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 81 A1            | CUSIP: 12668BBN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38016 | PA      | $32318.45      | 0.00%             | 2037-02-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/55 4.75                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33100000 | PA      | $33213781.25   | 1.42%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH FINANCING AUTHORITY                                              | CMWLTH FING AUTH PA CMNGEN 06/42 FIXED 2.991               | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3770000 | PA      | $2878687.55    | 0.12%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE P/T CERTIFICATES 2007-OA1                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA1 A1A           | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     256798 | PA      | $237830.68     | 0.01%             | 2047-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-W5                                               | ARGENT SECURITIES INC. ARSI 2006 W5 A1A                    | CUSIP: 04012XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4919856 | PA      | $3280838.69    | 0.14%             | 2036-06-25      | Floating      | 4.57%                 | 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        |   52395000 | PA      | $29939853.74   | 1.28%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 08/28 1.8                          | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     600000 | PA      | $563085.58     | 0.02%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9                 | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $390442.29     | 0.02%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/53 3.5                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1303480.73    | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-44624.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | NORTHWELL HEALTHCARE INC SECURED 11/47 4.26                | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1480646.83    | 0.06%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 12/44 2                        | CUSIP: ACI2T82B6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2280000000 | PA      | $14132191.91   | 0.61%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                              | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 6A1                   | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1894 | PA      | $1653.38       | 0.00%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251202                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-110505.52    | -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      | $-12790.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                         | JANE STREET GROUP LLC 2024 TERM LOAN B1                    | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |    2078453 | PA      | $2066117.26    | 0.09%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC SR UNSECURED 05/28 5.829                   | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $811844.43     | 0.03%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-5                                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A4              | CUSIP: 12668KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6622522 | PA      | $5699930.46    | 0.24%             | 2047-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251007                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2257.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.43091 09/03/24-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $85436.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 02/42 0.00000                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1850000 | PA      | $844580.46     | 0.04%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $4621.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIAA CLO IV LTD 2018-1A                                                       | TIAA CLO LTD TIA 2018 1A A1AR 144A                         | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     553726 | PA      | $554135.06     | 0.02%             | 2032-01-20      | Floating      | 5.47%                 | 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        |    3500000 | PA      | $3682443.94    | 0.16%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-33653.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                           | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR            | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $255150.00     | 0.01%             | 2031-06-05      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20251120                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-21874.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $3917.39       | 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      | $-12869.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                   | PEACEHEALTH OBLIGATED GR SR UNSECURED 11/50 3.218          | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1260000 | PA      | $818773.93     | 0.04%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $35134.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                             | KREF 2022 FL3 LTD KREF 2022 FL3 A 144A                     | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2175764 | PA      | $2179902.95    | 0.09%             | 2039-02-17      | Floating      | 5.58%                 | 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        |    4700000 | PA      | $4171326.33    | 0.18%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-202.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5588000 | PA      | $5265921.43    | 0.23%             | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                        | SKYWORKS SOLUTIONS INC SR UNSECURED 06/31 3                | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     600000 | PA      | $543228.33     | 0.02%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-272705.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                         | IVORY COAST SR UNSECURED REGS 03/30 5.25                   | CUSIP: BD35RTII6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    3400000 | PA      | $3985345.50    | 0.17%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD 2019-2A                                               | REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A            | CUSIP: 75888TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1207168 | PA      | $1210127.29    | 0.05%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $28072.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/44 3.125                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14310000 | PA      | $11461974.57   | 0.49%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1902670.59    | 0.08%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/34 0.00000                                       | CUSIP: 9128337V6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71900000 | PA      | $50204876.03   | 2.15%             | 2034-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1540620.77    | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 01/31 VAR               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2069724.52    | 0.09%             | 2031-01-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-29007.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF MONTREAL REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -24516000 | PA      | $-24539535.36  | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                                  | AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5            | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6203276.44    | 0.27%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 07/38 7.5                  | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4816463.92    | 0.21%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA SR UNSECURED 03/32 8.25           | CUSIP: ACI08MN29<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17600000 | PA      | $1005931.21    | 0.04%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     800000 | PA      | $793853.92     | 0.03%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-2933.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12100000 | PA      | $11993379.64   | 0.51%             | 2055-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                  | CITIZENS FINANCIAL GROUP CITIZENS FINANCIAL GROUP          | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3133403.28    | 0.13%             | 2032-07-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 09/37 7.375              | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     720000 | PA      | $742680.00     | 0.03%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 144A 11/30 5.45      | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899651.12     | 0.04%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 754031 FN 12/33 FLOATING VAR                     | CUSIP: 31403NVY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8405 | PA      | $8591.54       | 0.00%             | 2033-12-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 05/42 0.00000                                       | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1240000 | PA      | $557009.59     | 0.02%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $11341.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC COMPANY GUAR 04/54 5.95                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     488000 | PA      | $501548.51     | 0.02%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $4.18          | 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      | $-61409.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | OIS USD SOFR/1.75000 12/15/21-30Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $8927328.62    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                              | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625             | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |    4800000 | PA      | $3904675.68    | 0.17%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125              | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    4408000 | PA      | $4016333.60    | 0.17%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG ENERGY INC SR SECURED 144A 12/27 2.45                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     362000 | PA      | $347107.50     | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | 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        |     900000 | PA      | $922009.15     | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2950.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.92500 12/31/25-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2114.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP                                                | WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A                  | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $2231095.68    | 0.10%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/58 4.9                             | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      75000 | PA      | $62459.51      | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 11/29 4.8              | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2241155.22    | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2007-OA2                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 OA2 1A            | CUSIP: 933635AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     126773 | PA      | $112392.11     | 0.00%             | 2047-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.46500 10/30/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-207198.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                    | COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $397556.32     | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251006                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-142.56       | -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      | $-801.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2920039.16    | 0.13%             | 2041-06-01      | Fixed         | 3.50%                 | 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      | $48342.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | SYSCO CORPORATION COMPANY GUAR 03/35 5.4                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1138306.13    | 0.05%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG39 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4930.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/32 2         | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1976638.12    | 0.08%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2004-AR11                                        | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR11 2A           | CUSIP: 45660N6S9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6436 | PA      | $6085.48       | 0.00%             | 2034-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -46991875 | PA      | $-47026179.07  | -2.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) DEC25 XCBT 20251231                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -855 | NC      | $-79434.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1564137.85    | 0.07%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $236.25        | 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      | $-19356.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214    | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $1929643.30    | 0.08%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                     | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1393000 | PA      | $1393710.43    | 0.06%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-9305.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR16                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR16 1A1          | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135572 | PA      | $124511.32     | 0.01%             | 2036-12-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PEN SOLD USD 20251003                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $25228.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD4                           | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD4 1A1          | CUSIP: 07389NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5839 | PA      | $5875.99       | 0.00%             | 2036-10-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                          | JYSKE REALKREDIT A/S COVERED 10/53 1.5                     | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD                                     | NEUBERGER BERMAN CLO LTD NEUB 2022 47A A 144A              | CUSIP: 64135DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4300000.00    | 0.18%             | 2035-04-14      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)             | OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05              | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1239370.25    | 0.05%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-13859.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA SR UNSECURED 01/37 8.5            | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   70800000 | PA      | $3777448.52    | 0.16%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 06/41 6.05                 | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3261824.90    | 0.14%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $901.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.52738 09/03/24-25Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7821.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | BLOCK INC SR UNSECURED 144A 08/33 6                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409888.00     | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-90                                                     | FANNIE MAE FNR 2016 90 Z                                   | CUSIP: 3136AUML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     479504 | PA      | $378937.10     | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $28448.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCW CLO AMR LTD 2019-1A                                                       | TCW CLO 2019 1 AMR, LTD. TCW 2019 1A ASNR 144A             | CUSIP: 87241EAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1302056.00    | 0.06%             | 2034-08-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                      | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1100000 | NS      | $976250.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.47000 11/01/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-29800.99     | -0.00%            |  |  |  | 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        |    7600000 | PA      | $5728090.67    | 0.25%             | 2031-07-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 03/30 4.8                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1222972.01    | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-2                                                        | CHASEFLEX TRUST CFLX 2007 2 A1                             | CUSIP: 16165WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2105064 | PA      | $2031841.51    | 0.09%             | 2037-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4457039.05    | 0.19%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/40 1.375                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55540000 | PA      | $36258290.95   | 1.55%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM1                             | SECURITIZED ASSET BACKED RECEI SABR 2006 WM1 A2C           | CUSIP: 81375WKD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     518589 | PA      | $510643.14     | 0.02%             | 2035-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $7355.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                  | BLUE OWL CAPITAL CORP SR UNSECURED 06/28 2.875             | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3596838.47    | 0.15%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/34 6.528                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2655024.31    | 0.11%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251006                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1191.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-9449.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA 144A 06/32 VAR                               | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5700000 | PA      | $5259261.86    | 0.23%             | 2032-06-03      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | QUIKRETE HOLDINGS, INC. 2024 TERM LOAN B1                  | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    1055960 | PA      | $1057802.35    | 0.05%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20251016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $5997.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2006-AR3                                           | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR3 A1A          | CUSIP: 93934FQP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232266 | PA      | $206001.88     | 0.01%             | 2046-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO DAC 11A                                                            | ARBOUR CLO ARBR 11A AR                                     | CUSIP: ACI2P5HV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2360268.01    | 0.10%             | 2038-05-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                      | MET TOWER GLOBAL FUNDING SR SECURED 144A 09/30 4.2         | CUSIP: 58989V2L7<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2485280.25    | 0.11%             | 2030-09-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                              | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 07/31 3.5          | CUSIP: ACI1Z4642<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | RU        |    8000000 | PA      | $5400000.00    | 0.23%             | 2031-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 144A 09/30 5.8       | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1626789.52    | 0.07%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-2                                        | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 2 A2             | CUSIP: 64352VFX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7384 | PA      | $7453.81       | 0.00%             | 2034-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $189.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $13912.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC SR UNSECURED 11/41 3.366             | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     300000 | PA      | $232244.11     | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-4.44         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2007-1                                                        | FIRST NLC TRUST FNLC 2007 1 A1 144A                        | CUSIP: 32115BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12999 | PA      | $6556.05       | 0.00%             | 2037-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD 2021-1A                                                    | SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A                  | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $751687.50     | 0.03%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $401688.48     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/32 2.9             | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1417932.48    | 0.06%             | 2032-01-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $22813505.19   | 0.98%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST REF MORT 06/45 3.75              | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     270000 | PA      | $214610.86     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7           | CUSIP: 12668BLG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2730028 | PA      | $1221792.71    | 0.05%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                      | MSCI INC SR UNSECURED 09/35 5.25                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1109524.04    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE DAI-ICHI LIFE INSURANCE COMPANY LIMITED                                   | DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    1200000 | PA      | $1248272.40    | 0.05%             | 2035-01-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| DSLA MORTGAGE LOAN TRUST 2005-AR4                                             | DSLA MORTGAGE LOAN TRUST DSLA 2005 AR4 2A1A                | CUSIP: 23332UEM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43668 | PA      | $39190.32      | 0.00%             | 2045-08-19      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 11/40 5.875               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $478170.48     | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 04/28 5.5                      | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2262913.75    | 0.10%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-8                                               | BEAR STEARNS ALT A TRUST BALTA 2005 8 21A1                 | CUSIP: 07386HWZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130927 | PA      | $108367.36     | 0.00%             | 2035-10-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/33 7.2                         | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1900000 | PA      | $2166058.73    | 0.09%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2006-2                                           | MASTR SPECIALIZED LOAN TRUST MASD 2006 2 A 144A            | CUSIP: 57643AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1065714 | PA      | $1048838.20    | 0.04%             | 2036-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE6                                                         | AREIT CRE TRUST AREIT 2022 CRE6 A 144A                     | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    2041617 | PA      | $2042906.71    | 0.09%             | 2037-01-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6017979.06    | 0.26%             | 2026-11-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2996.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |          1 | NC      | $331837.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA1                                | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA1 1A1           | CUSIP: 576433G42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221100 | PA      | $204932.00     | 0.01%             | 2046-04-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-6                                              | NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2C                  | CUSIP: 66988RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900818 | PA      | $1946829.06    | 0.08%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 10/30 4.375     | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    2500000 | PA      | $2515041.08    | 0.11%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-8841.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.67875 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-791380.35    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CO 2001-TBC1                                       | MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1           | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6396 | PA      | $6219.31       | 0.00%             | 2031-11-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS A PASS THROUGH TRUST                           | AMER AIRLINE 16 3 A PTT PASS THRU CE 04/30 3.25            | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2032833 | PA      | $1929254.87    | 0.08%             | 2030-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                       | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5              | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.13          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3        | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1540000 | PA      | $1377258.50    | 0.06%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IGT LOTTERY HOLDINGS BV                                                       | IGT LOTTERY HOLDINGS BV IGT LOTTERY HOLDINGS BV            | CUSIP: ACI2R5JZ3<br>LEI: 984500911D9B7B4D7533 | Long             | DBT              | CORP              | NL        |    2800000 | PA      | $3345418.67    | 0.14%             | 2030-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                                    | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A                  | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001679.10    | 0.04%             | 2034-07-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PEN SOLD USD 20251217                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $3306.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                     | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    7500000 | PA      | $7618575.00    | 0.33%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/48 4.7                             | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1257275.72    | 0.05%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $73114.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 03/33 6.125              | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2234176.20    | 0.10%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2015-4A                              | CARLYLE GLOBAL MARKET STRATEGI CGMS 2015 4A A1RR 144A      | CUSIP: 14311NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     663470 | PA      | $664356.79     | 0.03%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $7761.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                  | AEP TRANSMISSION CO LLC SR UNSECURED 04/50 3.65            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37817.26      | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                              | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1373776.44    | 0.06%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1111.01       | 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      | $235.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20251006                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $2858.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO 8 2020-8A                                                    | OCEAN TRAILS CLO OCTR 2020 8A ARR                          | CUSIP: 67514UAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1301981.43    | 0.06%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE II LLC                                                     | BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45           | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $35111.90      | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                       | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/42 3.85            | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3807210.98    | 0.16%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2774904.55    | 0.12%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITY OF DALLAS TEXAS                                                          | DALLAS TX DAL 02/33 ZEROCPNOID 0                           | CUSIP: 235218M50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2070258.09    | 0.09%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20251030                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $14982.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20251022                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-12677.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                    | FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR               | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2785322.43    | 0.12%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECUR CORP 2005-GEL2                                         | STRUCTURED ASSET SECURITIES CO SASC 2005 GEL2 M2           | CUSIP: 86359DAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     469621 | PA      | $489079.40     | 0.02%             | 2035-04-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | VAR ENERGI ASA SR UNSECURED 144A 05/35 6.5                 | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1800000 | PA      | $1917767.72    | 0.08%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20251113                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $997.69        | 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      | $17707.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG43 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6925.47       | 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      | $-4200.78      | -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        |    5190000 | PA      | $4536095.34    | 0.19%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20251015                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-17656.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317       | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1456729.93    | 0.06%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $4165.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1                                                 | COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1                     | CUSIP: 12669GRM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91741 | PA      | $80410.51      | 0.00%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | MEXICAN UDIBONOS BONDS 11/31 2.75                          | CUSIP: ACI1VZWM8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4360841 | PA      | $215797.74     | 0.01%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | T-MOBILE USA INC SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $300006.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20251104                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP (KHFC)                                             | KOREA HOUSING FINANCE CO SR UNSECURED 144A 02/33 4.625     | CUSIP: 50065RAL1<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | CORP              | KR        |    1500000 | PA      | $1517595.44    | 0.07%             | 2033-02-24      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST 2004-CL1                                                 | PRIME MORTGAGE TRUST PRIME 2004 CL1 1A2                    | CUSIP: 74160MDL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        452 | PA      | $430.32        | 0.00%             | 2034-02-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                        | AS MILEAGE PLAN IP LTD SR SECURED 144A 10/31 5.308         | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1600000 | PA      | $1593501.98    | 0.07%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/45 3                                    | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12360000 | PA      | $9622453.06    | 0.41%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     331266 | PA      | $3226201.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2780472.58    | 0.12%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                          | NORINCHUKIN BANK SR UNSECURED 144A 09/35 5.359             | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     900000 | PA      | $915159.04     | 0.04%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA UNSECURED 144A 04/42 2.875                         | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1690000 | PA      | $1275508.01    | 0.05%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES 2020-M33                                                      | FANNIEMAE ACES FNA 2020 M33 X2                             | CUSIP: 3136BBAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15915438 | PA      | $927190.46     | 0.04%             | 2031-01-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $7107.63       | 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      | $17870.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/32 FIXED 3.037    | CUSIP: 38122ND33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4200000 | PA      | $3762424.26    | 0.16%             | 2032-06-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC NOMURA HOLDINGS INC                    | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1700000 | PA      | $1801768.58    | 0.08%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL 841775 FN 09/35 FLOATING VAR                     | CUSIP: 31407VFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3272 | PA      | $3368.55       | 0.00%             | 2035-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR4                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR4 2A1A          | CUSIP: 93934FPT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16556 | PA      | $13637.04      | 0.00%             | 2046-05-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/42 3.375                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61350000 | PA      | $52294883.56   | 2.24%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)                   | HANOVER INSURANCE GROUP SR UNSECURED 09/35 5.5             | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1519065.90    | 0.07%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                            | RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394802.02     | 0.02%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                               | TYSON FOODS INC TYSON FOODS INC                            | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1759012.07    | 0.08%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 12/60 3               | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     700000 | PA      | $426887.00     | 0.02%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-58                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 58 A1            | CUSIP: 12668AWH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388578 | PA      | $370321.90     | 0.02%             | 2035-12-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20251020                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $53149.90      | 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      | $-9016.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875          | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  633200000 | PA      | $36021270.41   | 1.54%             | 2035-02-28      | Fixed         | 8.88%                 | 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      | $-18115.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/30 1.95       | CUSIP: 649840CS2<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     480000 | PA      | $416928.71     | 0.02%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/31 VAR               | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4126354.84    | 0.18%             | 2031-04-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INCORPORATED                                    | AMERICAN TRANSMISSION SY SR UNSECURED 144A 09/44 5         | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $187200.09     | 0.01%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 01/34 1.75                                 | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40879232 | PA      | $41087134.78   | 1.76%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $3520.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                          | VOYA CLO LTD VOYA 2019 2A AR 144A                          | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1698062 | PA      | $1699297.33    | 0.07%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFRF USD SOFR/2.33000 10/25/23-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $13391519.92   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20251017                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-25913.45     | -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      | $-18154.54     | -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      | $-4472.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 10/50 4.25           | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163999.30     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                      | SNAM SPA SR UNSECURED 144A 05/35 5.75                      | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $2075516.52    | 0.09%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20251002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $15883.24      | 0.00%             |  |  |  | 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