# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007232
**Filing Date:** 2026-5
**Character Count:** 188148
**Document Hash:** 684f011b4e4a32f326a25e321e0d53b7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007232.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007232

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043414

**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 Preferred and Capital Securities Fund (Series ID: S000048447)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000152873 | Institutional Class | PFINX           |
| C000152874 | I-2                 | PFPNX           |
| C000152877 | Class A             | PFANX           |
| C000152878 | Class C             | PFCJX           |
| C000200467 | I-3                 | PFNNX           |

## 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 Preferred and Capital Securities Fund

- **b. EDGAR series identifier (if any):** S000048447

- **c. LEI of Series:** 5493000QG7HX2Z070R94

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $780224133.99

**Total Liabilities:** $55034681.35

**Net Assets:** $725189452.64

**Cash Not Reported:** $9087383.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9952.351300 | **1-Year:** 83131.352600 | **5-Year:** 175588.445000 | **10-Year:** 63911.532700 | **30-Year:** 6870.504900

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

- **3-Month:** 2276.912400 | **1-Year:** 40869.608900 | **5-Year:** 53380.341500 | **10-Year:** 2021.245200 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000152877 | 1.04%                | 0.92%                | -2.46%               |
| Class ID C000152878 | 0.94%                | 0.82%                | -2.55%               |
| Class ID C000152874 | 1.03%                | 0.92%                | -2.50%               |
| Class ID C000200467 | 1.03%                | 0.92%                | -2.52%               |
| Class ID C000152873 | 1.03%                | 1.02%                | -2.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $254794.50               | $7348331.76                                |
| Month 2  | $352476.62               | $-505346.61                                |
| Month 3  | $1818579.20              | $-25625069.91                              |

**Designated Index Information**

- **Index Name:** ICE BofA 70% Constrained Preferred & Junior Subordinated Securities and 30% Contingent Capital Index

- **Index Identifier:** P8CO

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMERZBANK AG                                     | COMMERZBANK AG JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2PSFK2<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $3514929.42   | 0.48%             | 2031-10-09      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                            | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR             | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   4675000 | NS      | $4605436.00   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-3216.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1934.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $106.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | METLIFE INC SUBORDINATED 03/56 VAR                     | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178402.26   | 0.16%             | 2056-03-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                | IRS EUR 2.75000 09/16/26-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $54571.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC      | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688339.61    | 0.09%             | 2054-09-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH  | BANCO MERCANTIL DE NORTE JR SUBORDINA REGS VAR         | CUSIP: P1400MAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   8600000 | PA      | $8907493.00   | 1.23%             | 2030-10-14      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-130.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $11300.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                   | DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2VYGS4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2821717.96   | 0.39%             | 2030-10-30      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                        | COBANK ACB JR SUBORDINA 12/99 VAR                      | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    225000 | NS      | $231898.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-567.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $3342.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA JR SUBORDINA 08/85 VAR            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3900000 | PA      | $3916770.00   | 0.54%             | 2085-08-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT NOK SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $1092.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-559.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                          | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR         | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |   4500000 | NS      | $4704435.00   | 0.65%             |  |  |  | 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        |   4200000 | PA      | $4864843.20   | 0.67%             | 2033-03-15      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INCORPORATED          | REINSURANCE GRP OF AMER SUBORDINATED 09/55 VAR         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $699526.38    | 0.10%             | 2055-09-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-72.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-948.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                             | CS AT1 CLAIMS USH3698DDQ46 CREDIT SUISSE GROUP AG      | CUSIP: 952NPK007<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |  20650000 | PA      | $7227500.00   | 1.00%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BANK OF NOVA SCOTIA JR SUBORDINA 10/85 VAR             | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $589714.49    | 0.08%             | 2085-10-27      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KRW SOLD USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-842.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-20507.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-3804.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $22.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGENCE FRANCE LOCALE                               | AGENCE FRANCE LOCALE JR SUBORDINA 144A REGS 12/99 V    | CUSIP: ACI2SNH69<br>LEI: 969500NMI4UP00IO8G47 | Long             | DBT              | MUN               | FR        |   2000000 | PA      | $2605656.27   | 0.36%             | 2031-06-17      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-228.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ZAR SOLD USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-15853.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-684.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI LIFE INSURANCE CO LTD                      | DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR    | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   3200000 | PA      | $3220307.20   | 0.44%             | 2035-01-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-51.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                      | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 01/39 VAR    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   5600000 | PA      | $5901234.58   | 0.81%             | 2039-01-08      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1431.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                        | NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI2XM0C0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1997685.35   | 0.28%             | 2031-12-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2870776 | PA      | $-2895835.67  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                | SVB FINL TR                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   1528000 | NS      | $99320.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $8703.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -421576 | PA      | $-561175.94   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-4971.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   7000000 | PA      | $8084951.00   | 1.11%             | 2033-05-21      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                           | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875 | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8760000 | PA      | $9478898.16   | 1.31%             | 2067-12-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ILS SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-4294.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR         | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2700000 | NS      | $2818503.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                             | STANDARD CHARTERED PLC JR SUBORDINA 144A 12/99 VAR     | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1668545.07   | 0.23%             | 2035-11-14      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                    | DANSKE BANK A/S JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI391T06<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1200000 | PA      | $1171140.24   | 0.16%             | 2033-03-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1760451 | PA      | $-1765040.16  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260702                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-37.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/54 VAR          | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4292370.60   | 0.59%             | 2054-09-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                     | COMMERZBANK AG JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2XGH43<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   2800000 | PA      | $3309173.29   | 0.46%             | 2032-10-09      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO JPM CHASE                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1027190 | PA      | $-1034080.73  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNH SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-586.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                           | AFRICAN DEVELOPMENT BANK JR SUBORDINA 12/99 VAR        | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   2000000 | PA      | $1945000.00   | 0.27%             | 2035-05-07      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $3912.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $89132.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-148.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $4032.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                      | STELLANTIS NV SUBORDINATED REGS 12/99 VAR              | CUSIP: ACI38XHP5<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $662570.31    | 0.09%             | 2031-03-16      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-7036.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-1035.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $575.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-4251.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                | AMERICAN ELECTRIC POWER JR SUBORDINA 12/54 VAR         | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2229290.70   | 0.31%             | 2054-12-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-80.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1318.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1183.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | BARCLAYS PLC JR SUBORDINA 12/99 VAR                    | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4910872.50   | 0.68%             | 2029-12-15      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $2524.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $3558.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/1.75000 06/15/22-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2191461.14  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2895090 | PA      | $-2902618.46  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-12939.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1410.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC JR SUBORDINA 12/99 VAR                   | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    750000 | NS      | $772057.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-112.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                           | STATE STREET CORP JR SUBORDINA 12/99 VAR               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |   6200000 | NS      | $6318234.00   | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-25708.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-29047.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)          | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR         | CUSIP: ACI2GR178<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3800000 | PA      | $4694196.71   | 0.65%             | 2028-06-21      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR            | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8800000 | PA      | $9019208.00   | 1.24%             | 2084-05-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-35.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                             | CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG      | CUSIP: 952NPGII8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $5635000.00   | 0.78%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260505                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $276118.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $4735.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-8.82        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                 | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR         | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $970159.65    | 0.13%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $13.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT SEK SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-19191.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $32.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-706.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-2348.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 05/26 0.00000                            | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $298550.00    | 0.04%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-31943.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT AUD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-4010.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $62370.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $177952.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                 | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR         | CUSIP: ACI2TX8N9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2172454.47   | 0.30%             | 2035-03-23      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260507                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $61.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                           | RLGH FINANCE BERMUDA LTD COMPANY GUAR REGS 12/99 VAR   | CUSIP: ACI352C89<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   2400000 | PA      | $2343196.82   | 0.32%             | 2032-05-19      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $504.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                          | FARM CREDIT BK OF TEXAS JR SUBORDINA 144A VAR          | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |   7000000 | NS      | $6963600.00   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO + COMPANY PREFERRED STOCK 4.25             | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    129900 | NS      | $2240775.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LLC                               | EMERA US FINANCE LLC COMPANY GUAR 10/56 VAR            | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201978.80   | 0.17%             | 2056-10-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $44.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.75000 09/17/25-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KRW SOLD USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-67.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)          | CANADIAN IMPERIAL BANK JR SUBORDINA 01/85 VAR          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3195096.96   | 0.44%             | 2085-01-28      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 10YR ULTRA FUT JUN26 XCBT 20260618                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       396 | NC      | $-900815.06   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260406                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $11621.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                           | PRUDENTIAL FINANCIAL INC JR SUBORDINA 09/52 VAR        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8623624.20   | 1.19%             | 2052-09-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $43.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                             | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG      | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |  21800000 | PA      | $7630000.00   | 1.05%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CHF SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-6987.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-29226.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1226.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-997.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2062.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260505                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-3634.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR           | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   2000000 | NS      | $2006920.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260410                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $10302.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR           | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1154048.52   | 0.16%             | 2035-07-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-270.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US LONG BOND(CBT) JUN26 XCBT 20260618                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -48 | NC      | $-41304.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-2043.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $3270.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260917                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-4042.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-12442.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: ACI2V7XV7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $7905428.75   | 1.09%             | 2032-02-28      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR   | CUSIP: ACI0808H1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $3248286.27   | 0.45%             | 2029-06-27      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-14.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EURO-BUND FUTURE  JUN26 XEUR 20260608                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -93 | NC      | $343425.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY JR SUBORDINA VAR                        | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   3600000 | NS      | $3637260.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1338.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $4031.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | EVERSOURCE ENERGY JR SUBORDINA 08/56 VAR               | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1184505.44   | 0.16%             | 2056-08-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-2175.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIVA PLC                                          | AVIVA PLC JR SUBORDINA REGS 12/99 VAR                  | CUSIP: ACI2VYFS5<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $538491.69    | 0.07%             | 2032-09-30      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR           | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   9900000 | NS      | $10258776.00  | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $11366.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $7889.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | JPM CHASE REVERSE REPO GBP ZCP                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -510445 | PA      | $-676370.26   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3   | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $2692703.82   | 0.37%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                             | CVS HEALTH CORP JR SUBORDINA 03/55 VAR                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1546902.00   | 0.21%             | 2055-03-10      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $982180.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO + COMPANY PREFERRED STOCK 4.75             | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     63000 | NS      | $1197000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $4210.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260505                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-4739.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-4957.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.25000 03/19/25-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1549459.77   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 04/26 0.00000                            | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99708.01     | 0.01%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                       | SIERRA PACIFIC POWER CO JR SUBORDINA 09/56 VAR         | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190553.84   | 0.16%             | 2056-09-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260423                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-545.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-5115.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)          | BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR        | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1297369.20   | 0.18%             | 2029-03-19      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US ULTRA BOND CBT JUN26 XCBT 20260618                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       376 | NC      | $-1534256.83  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-6689.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260507                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $51.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1136.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ZAR SOLD USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-15918.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10800000 | PA      | $12167269.20  | 1.68%             | 2033-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR              | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2586457.58   | 0.36%             | 2028-11-21      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/54 VAR          | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4039479.60   | 0.56%             | 2054-06-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BARCLAYS REV REPO EUR                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -420116 | PA      | $-486127.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                       | ENBRIDGE INC SUBORDINATED 01/84 VAR                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1759000 | PA      | $1979960.30   | 0.27%             | 2084-01-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $4737.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PACIFICORP JR SUBORDINA 08/56 VAR                      | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2362458.75   | 0.33%             | 2056-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | SEMPRA JR SUBORDINA 10/54 VAR                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196651.16   | 0.17%             | 2054-10-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CNH BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-306.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-35898.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $18976.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-284.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT NZD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-18680.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CDX HY46 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $168563.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1126.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-13.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-29735.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-436.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | JPMORGAN CHASE + CO PREFERRED STOCK 4.2                | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     62600 | NS      | $1095500.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                       | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2MB1B7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2227613.49   | 0.31%             | 2030-01-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5881596 | PA      | $-5884951.73  | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-2556312.97  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $1248.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2240694.24   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-717.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                            | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR             | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   2100000 | NS      | $1945083.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-271.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $202.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR           | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $941516.10    | 0.13%             | 2027-11-22      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $4007051.90   | 0.55%             | 2033-11-10      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KRW SOLD USD 20260423                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-117.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 05/26 0.00000                            | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    961000 | PA      | $955660.62    | 0.13%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)            | AIB GROUP PLC JR SUBORDINA REGS 12/99 VAR              | CUSIP: ACI2T0DH8<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $2303673.06   | 0.32%             | 2031-07-14      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-2058.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $4020685.00   | 0.55%             | 2054-06-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $12654.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CHF SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-3106.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260917                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-2792.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $2191.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNH SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-57.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SGD BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $46526.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260507                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $72.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                               | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4496426.07   | 0.62%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-284.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1593.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-31807.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | BARCLAYS PLC JR SUBORDINA 12/99 VAR                    | CUSIP: ACI2P1YC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6100000 | PA      | $8284596.33   | 1.14%             | 2030-06-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-30100.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $4576.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4205550 | PA      | $-4216351.86  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-26434.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR             | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   5800000 | NS      | $6037742.00   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-173560.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $13587.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CHF BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $1555.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                             | SEMPRA JR SUBORDINA 04/55 VAR                          | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404364.64   | 0.19%             | 2055-04-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-25773.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CNH BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-71.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-6787.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $47835.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | METLIFE INC PREFERRED STOCK 4.75                       | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |    103400 | NS      | $1898424.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $529.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | LONG GILT FUTURE  JUN26 IFLL 20260626                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        95 | NC      | $-628110.84   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                  | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2998335.24   | 0.41%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                | AMERICAN ELECTRIC POWER JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2776213.44   | 0.38%             | 2056-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                       | DNB BANK ASA DNB BANK ASA                              | CUSIP: ACI2P8HB4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   5200000 | PA      | $5320354.00   | 0.73%             | 2029-05-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                      | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR     | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886864.60   | 0.26%             | 2056-03-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $423.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR               | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $906658.20    | 0.13%             | 2029-09-11      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10200000 | PA      | $10629593.40  | 1.47%             | 2031-08-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                     | COMMERZBANK AG JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI1R7WZ6<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $476693.20    | 0.07%             | 2029-10-09      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   7200000 | NS      | $7382592.00   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-27182.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNH SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $80.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260423                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-678.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $9016.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                       | ING GROEP NV JR SUBORDINA REGS 12/49 VAR               | CUSIP: ACI2MS9X4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7700000 | PA      | $8116515.18   | 1.12%             | 2030-05-16      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $3615.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASR NEDERLAND NV                                   | ASR NEDERLAND NV JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2W0CT9<br>LEI: 7245000G0HS48PZWUD53 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $4126902.10   | 0.57%             | 2035-04-02      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR   | CUSIP: ACI1X3FC8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7200000 | PA      | $7974579.39   | 1.10%             | 2028-06-29      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $4982.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3587.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-570.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-70503.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO JPM CHASE                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -195324 | PA      | $-195424.92   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC JR SUBORDINA 12/99 VAR                   | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2000000 | NS      | $2015080.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-290.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-31909.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $309005.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS CARDIF SA                              | BNP PARIBAS CARDIF JR SUBORDINA REGS 12/99 VAR         | CUSIP: ACI34RTR5<br>LEI: 969500VRSFWX7S1P2M29 | Long             | DBT              | CORP              | FR        |   7100000 | PA      | $7951118.38   | 1.10%             | 2035-11-07      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                   | ABN AMRO BANK NV JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2N1YK2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3423246.81   | 0.47%             | 2031-09-22      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 04/26 0.00000                            | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $294197.86    | 0.04%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $180.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-11.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR   | CUSIP: ACI24Q0C3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3431956.25   | 0.47%             | 2029-06-29      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1159943 | PA      | $-1169190.32  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-5249.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   9200000 | NS      | $9359252.00   | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $18420.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                       | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2DD5W3<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4200000 | PA      | $5233505.38   | 0.72%             | 2029-03-13      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-5268.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NZD BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $195201.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-26931.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $37.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EURO-BUXL 30Y BND JUN26 XEUR 20260608                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -44 | NC      | $56149.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                            | BANK OF NOVA SCOTIA JR SUBORDINA 01/84 VAR             | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $733418.00    | 0.10%             | 2084-01-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KRW SOLD USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-168.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT AUD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $16284.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXTRON FINANCIAL CORPORATION                      | TEXTRON FINANCIAL CORP JR SUBORDINA 144A 02/67 VAR     | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |   5842000 | PA      | $5247826.65   | 0.72%             | 2067-02-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $516.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR              | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1581782.18   | 0.22%             | 2056-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SEK BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $1894.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                              | COMPEER FINANCIAL ACA JR SUBORDINA 144A 12/99 VAR      | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   4100000 | NS      | $4201188.00   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR   | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5374067.22   | 0.74%             | 2051-12-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) JUN26 XCBT 20260630                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        19 | NC      | $-22803.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD IDR BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1823.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $3572.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-7416.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1364.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                   | BANK OF MONTREAL JR SUBORDINA 11/84 VAR                | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $716778.30    | 0.10%             | 2084-11-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                   | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR          | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   3300000 | NS      | $3336927.00   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                        | NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI1N0WZ5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $263077.11    | 0.04%             | 2027-06-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT SEK SOLD USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $717.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CAD BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $22699.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CNH BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $96.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR        | CUSIP: ACI2C83R8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6600000 | PA      | $9077997.46   | 1.25%             | 2028-03-27      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT NZD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-9212.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                 | HUNTINGTON BANCSHARES JR SUBORDINA 12/99 VAR           | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |   4100000 | NS      | $4033990.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $409264.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1037.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $18207.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 06/26 0.00000                            | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000 | PA      | $8938.13      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $1345272.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORPORATION                       | TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |   2450000 | NS      | $2452499.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNH SOLD USD 20260507                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $86.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $220.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1403.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP (DTCC)            | DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR   | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | EP               | CORP              | US        |  10000000 | NS      | $9926500.00   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SEK BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $780.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD TWD BOUGHT USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $251.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-16309.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-13579.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $8.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-920.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                        | SOUTH JERSEY INDUSTRIES JR SUBORDINA 04/31 5.02        | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $5773183.09   | 0.80%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US BANCORP JR SUBORDINA 12/99 VAR                      | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |   4400000 | NS      | $4379320.00   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR           | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   2300000 | NS      | $2422015.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                       | SIERRA PACIFIC POWER CO JR SUBORDINA 12/55 VAR         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3114565.44   | 0.43%             | 2055-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-114.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1270.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $6860.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-117.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ILS SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-92.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-948.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCE TRUST VII                                      | SCE TRUST VII PREFERRED STOCK 7.5                      | CUSIP: 783892201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    168700 | NS      | $4146646.00   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CNH BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-337.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | ALLY FINANCIAL INC JR SUBORDINA 12/99 VAR              | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   2200000 | NS      | $2038498.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BARCLAYS REV REPO EUR                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |  -3521120 | PA      | $-4082728.69  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $2641.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2619.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AGCREDIT CORPORATION                      | AMER AGCREDIT ACA JR SUBORDINA 144A VAR                | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   5000000 | NS      | $5027800.00   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                              | COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR            | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   5000000 | NS      | $4945744.50   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260602                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $160448.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.75000 12/18/24-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $227.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-20.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-4553.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-33501.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1773.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $460.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LA MONDIALE                                        | LA MONDIALE LA MONDIALE                                | CUSIP: ACI2Q1950<br>LEI: 969500L0T16HX3R78P61 | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2249766.52   | 0.31%             | 2034-01-17      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CAD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-22827.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES                         | CREDIT AGRICOLE ASSRNCES JR SUBORDINA REGS 12/99 VAR   | CUSIP: ACI2VLXJ3<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2566770.92   | 0.35%             | 2035-06-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR             | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  15700000 | NS      | $16120603.00  | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                | SYNCHRONY FINANCIAL PREFERRED STOCK VAR                | CUSIP: 87165B400<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     82500 | NS      | $2077350.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NN GROUP NV                                        | NN GROUP NV JR SUBORDINA REGS 12/99 VAR                | CUSIP: ACI2VD5C7<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3833017.97   | 0.53%             | 2034-09-11      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-7081.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY PREFERRED STOCK 4.875                   | CUSIP: 61762V804<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    112700 | NS      | $2226952.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOLD CAD BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $74863.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                               | EMERA US FINANCE LLC COMPANY GUAR 10/56 VAR            | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600620.80   | 0.22%             | 2056-10-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260505                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $10.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO JPM CHASE                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4101058 | PA      | $-4106183.98  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1548.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 04/26 0.00000                            | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    659000 | PA      | $658603.50    | 0.09%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.50000 12/18/24-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $109443.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT SGD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-222.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SEK BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-715.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $4908.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-29615.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.25000 06/18/25-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-331962.37   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2X73N6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $3520942.67   | 0.49%             | 2031-09-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                             | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037020.00   | 0.28%             | 2055-06-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $12623.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                        | NATIONWIDE BUILDING SOC CCDS COMMON STOCK              | CUSIP: ACI07BWB4<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |     35604 | NS      | $6032060.25   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)            | AIB GROUP PLC JR SUBORDINA REGS 12/99 VAR              | CUSIP: ACI2NVX76<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3863159.35   | 0.53%             | 2029-10-30      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | MORGAN STANLEY PREFERRED STOCK 6.625                   | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    129200 | NS      | $3261008.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORPORATION                                    | AES CORP/THE JR SUBORDINA 07/55 VAR                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2801938.20   | 0.39%             | 2055-07-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $246.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1337.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1786.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ILS SOLD USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-2779.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWISS RE SUBORDINATED FINANCE PLC                  | SWISS RE SUB FIN PLC COMPANY GUAR 144A 04/35 VAR       | CUSIP: 87088QAA2<br>LEI: 636700H29EH5Z8ZU8L04 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1215884.59   | 0.17%             | 2035-04-05      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CHF SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-17133.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | BANCO SANTANDER SA BANCO SANTANDER SA                  | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4600000 | PA      | $4852806.80   | 0.67%             | 2034-02-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                         | VERIZON COMMUNICATIONS JR SUBORDINA 06/56 VAR          | CUSIP: ACI34TWT3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    700000 | PA      | $896329.60    | 0.12%             | 2056-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                   | PUGET ENERGY INC PUGET ENERGY INC                      | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091965.00   | 0.15%             | 2056-09-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                             | SEMPRA JR SUBORDINA 04/56 VAR                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3315816.90   | 0.46%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CHF BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $3117.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $2941.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $8027.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $17447.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS EUR 2.50000 09/16/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-61119.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                   | PG+E CORP JR SUBORDINA 09/56 VAR                       | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2471408.25   | 0.34%             | 2056-09-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-185.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS REVERSE REPO                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -682456 | PA      | $-684109.25   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-28608.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                             | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2733738.80   | 0.38%             | 2055-02-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                               | JPMORGAN CHASE + CO PREFERRED STOCK 4.625              | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    171000 | NS      | $3269520.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-25835.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                   | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR          | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |  10500000 | NS      | $10344705.00  | 1.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -211458 | PA      | $-281356.44   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CHF BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $61155.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS EUR 3.00000 09/16/26-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-6299.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)          | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR         | CUSIP: ACI2PFDD8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2177962.68   | 0.30%             | 2030-12-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $11062.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC JR SUBORDINA 12/99 VAR                   | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  11200000 | NS      | $11292512.00  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                       | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2JH1W2<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   6400000 | PA      | $7902279.80   | 1.09%             | 2028-09-05      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $460.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR        | CUSIP: BN13P8II9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   5400000 | PA      | $6143215.91   | 0.85%             | 2027-10-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-32240.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1366986 | PA      | $-1369513.41  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI34Z882<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2761409.98   | 0.38%             | 2035-12-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-10645.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $5452.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $27351.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   7100000 | NS      | $7396425.00   | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-1897.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US 5YR NOTE (CBT) JUN26 XCBT 20260630                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       752 | NC      | $-1029150.54  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                          | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR         | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |   2400000 | NS      | $2466936.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $624.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-14739.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ILS SOLD USD 20260406                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $3627.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                       | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2R4CX8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $704833.42    | 0.10%             | 2031-09-17      | Floating      | 6.25%                 | 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        |   2000000 | NS      | $1702541.40   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260416                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $8528.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                           | SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR   | CUSIP: ACI1RWDZ2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2400000 | PA      | $2360831.45   | 0.33%             | 2027-03-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | DOMINION ENERGY INC JR SUBORDINA 05/55 VAR             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2132850.30   | 0.29%             | 2055-05-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                  | NATWEST GROUP PLC JR SUBORDINA REGS 12/99 VAR          | CUSIP: ACI3077N6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1966358.22   | 0.27%             | 2035-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $72220.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $20.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $1919.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                          | BANK OF IRELAND GROUP JR SUBORDINA REGS 12/99 VAR      | CUSIP: ACI2R0NV8<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2450000 | PA      | $2856611.58   | 0.39%             | 2030-03-10      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-61.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $194.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $5857.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO TORONTO DOMINIO                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2278117 | PA      | $-2285634.64  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| GROUPE DES ASSURANCES DU CREDIT MUTUEL             | GROUPE ACM 10/44 1                                     | CUSIP: ACI2NW2N3<br>LEI: 96950090CGKLVXEKWF10 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $709618.55    | 0.10%             | 2044-10-30      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | IRS EUR 2.25000 09/16/26-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-151017.16   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EURO-SCHATZ FUT   JUN26 XEUR 20260608                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       243 | NC      | $-122361.71   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $1147.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT SGD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-46899.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                     | ELECTRICITE DE FRANCE SA JR SUBORDINA REGS 12/99 VAR   | CUSIP: ACI2R4GV8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $935348.22    | 0.13%             | 2035-06-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR               | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1880241.71   | 0.26%             | 2031-03-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR           | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7900000 | PA      | $8154940.90   | 1.12%             | 2082-10-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260409                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $3590.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.75000 12/18/24-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-76253.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1291.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-24997.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-1129.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $4291.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                    | XCEL ENERGY INC JR SUBORDINA 12/56 VAR                 | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4003559.14   | 0.55%             | 2056-12-03      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-616.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $13598.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                           | AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR             | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |   5350000 | NS      | $5289866.00   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $13912.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-2117.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $853164.18    | 0.12%             | 2028-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SGD BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $146604.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS GROUP AG JR SUBORDINA REGS 12/99 VAR               | CUSIP: H42097ER4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1126599.00   | 0.16%             | 2033-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                   | DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2S6Y42<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1915558.21   | 0.26%             | 2031-10-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $8640.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR        | CUSIP: ACI2JNG78<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |   2000000 | PA      | $2498419.37   | 0.34%             | 2028-10-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260505                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-17446.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-1368.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CNH BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-86.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -316599 | PA      | $-422241.51   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                      | STELLANTIS NV SUBORDINATED REGS 12/99 VAR              | CUSIP: ACI38XG50<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $3053216.33   | 0.42%             | 2033-12-16      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR         | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1800000 | NS      | $1834686.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | TORONTO DOMINION BANK JR SUBORDINA 07/84 VAR           | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2042350.00   | 0.28%             | 2084-07-31      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR         | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   5400000 | NS      | $5356962.00   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SGD BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $219.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD EUR BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-12621.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                        | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR            | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  18310000 | NS      | $18364014.50  | 2.53%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $966.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                             | BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR          | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $3224647.90   | 0.44%             | 2033-12-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-160072.52   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-276045.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                        | SOUTHERN CO JR SUBORDINA 04/58 VAR                     | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1910178.15   | 0.26%             | 2058-04-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $2119.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1390.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                   | DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2PD799<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3200000 | PA      | $3886462.22   | 0.54%             | 2029-10-30      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-123.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 05/26 0.00000                            | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271000 | PA      | $270014.24    | 0.04%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                      | BBVA MEX BANCA GRUPO TX SUBORDINATED REGS 02/35 VAR    | CUSIP: P2000GAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   3500000 | PA      | $3622500.00   | 0.50%             | 2035-02-11      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2383.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KRW SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $558.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                   | ABN AMRO BANK NV JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2V0L86<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $453861.00    | 0.06%             | 2033-09-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $12312.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NOK BOUGHT USD 20260504                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-1090.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                             | EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2024542.00   | 0.28%             | 2055-03-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP PLC                          | LEGAL + GENERAL GROUP SUBORDINATED REGS 03/47 VAR      | CUSIP: ACI0T3452<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3598207.27   | 0.50%             | 2047-03-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260507                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $147.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USB REALTY CORP                                    | USB REALTY CORP JR SUBORDINA 144A 12/49 VAR            | CUSIP: 903312AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6567000 | PA      | $5788842.68   | 0.80%             | 2027-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4864860 | PA      | $-4868170.81  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND               | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   3851185 | PA      | $37506690.85  | 5.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR               | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2206329.40   | 0.30%             | 2034-03-11      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $490.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $273354.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                   | SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR           | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3400000 | PA      | $3674229.07   | 0.51%             | 2028-11-14      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KRW SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-1155.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $2406.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)          | CANADIAN IMPERIAL BANK JR SUBORDINA 10/85 VAR          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6100000 | PA      | $6169289.90   | 0.85%             | 2085-10-28      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNH SOLD USD 20260507                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $72.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $4741.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                | INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR        | CUSIP: ACI2JKKB0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7800000 | PA      | $10066245.82  | 1.39%             | 2029-09-07      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                      | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3132177.43   | 0.43%             | 2054-10-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | VENTURE GLOBAL LNG INC JR SUBORDINA REGS 12/99 VAR     | CUSIP: U9220NAH4<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |   1500000 | NS      | $1494585.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EUR SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-11003.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1940495 | PA      | $-1943996.21  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR   | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |   5939725 | NS      | $7607379.73   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SEK BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $1309.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | EURO-BOBL FUTURE  JUN26 XEUR 20260608                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -42 | NC      | $46328.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                      | CITIGROUP INC JR SUBORDINA 12/99 VAR                   | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   7200000 | NS      | $7453728.00   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-10.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CNH BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-128.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260420                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-427.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                      | NIPPON LIFE INSURANCE SUBORDINATED 144A 04/55 VAR      | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   5700000 | PA      | $5893435.20   | 0.81%             | 2055-04-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                        | METLIFE INC SUBORDINATED 03/55 VAR                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030432.00   | 0.28%             | 2055-03-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                   | DEUTSCHE BANK AG JR SUBORDINA REGS 12/99 VAR           | CUSIP: ACI2B1022<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4200000 | PA      | $5176301.55   | 0.71%             | 2027-12-01      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-8010.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260406                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $8850.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 06/26 0.00000                            | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99154.13     | 0.01%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT AUD SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-17591.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $1189956.37   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ALFA BANK AO VIA ALFA BOND ISSUANCE PLC            | ALFA BANK (ALFA BOND) SUBORDINATED REGS 04/30 VAR      | CUSIP: ACI1G2134<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $300000.00    | 0.04%             | 2030-04-15      | Floating      | 5.95%                 | No            |                  3 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-254.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                           | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/99 VAR        | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |   4700000 | NS      | $4781639.00   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                        | BNP PARIBAS JR SUBORDINA REGS 12/99 VAR                | CUSIP: ACI38H6P2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3275864.46   | 0.45%             | 2033-02-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNH SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $118.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT GBP SOLD USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-9570.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $2932.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $5752.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-99.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TWD SOLD USD 20260427                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-707.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer