# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007210
**Filing Date:** 2026-5
**Character Count:** 157599
**Document Hash:** 07213af4856e81672f87337fa8355d46
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007210.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007210

**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:** 261043376

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

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

## Series and Classes Contracts Data

### PIMCO Short-Term Floating NAV Portfolio III (Series ID: S000037048)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000113894 | PIMCO Short-Term Floating NAV Portfolio III |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Short-Term Floating NAV Portfolio III

- **b. EDGAR series identifier (if any):** S000037048

- **c. LEI of Series:** LWVQWTQCFH3YG7CVH718

**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:** $14509142581.84

**Total Liabilities:** $173985486.81

**Net Assets:** $14335157095.03

**Cash Not Reported:** $52595961.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 205734.080200 | **1-Year:** 58195.016400 | **5-Year:** 14.449000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113894 | 0.31%                | 0.30%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-22355949.62            | $16901776.22                               |
| Month 2  | $11813098.33             | $-7769686.95                               |
| Month 3  | $683974.16               | $-33783669.22                              |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REGENCY CENTERS LP                                                       | REGENCY CENTERS LP COMPANY GUAR 02/27 3.6             | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2486837.98    | 0.02%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                        | GENERAL MILLS INC SR UNSECURED 01/27 4.7              | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    14830000 | PA      | $14853216.51   | 0.10%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                           | MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/26 1.25 | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |      763000 | PA      | $752529.02     | 0.01%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER                               | CUSIP: 40412DEJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16601937.60   | 0.12%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP                                               | BUNGE LTD FINANCE CORP COMPANY GUAR 08/26 3.25        | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      138000 | PA      | $137373.19     | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR            | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      900000 | PA      | $908659.85     | 0.01%             | 2027-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 08/26 1.875               | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     8310000 | PA      | $8226301.68    | 0.06%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT (EBRD)                    | EUROPEAN BK RECON + DEV UNSECURED 04/26 VAR           | CUSIP: 29874QEN0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    51270000 | PA      | $51269673.92   | 0.36%             | 2026-04-14      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NEW YORK BRANCH                                          | MIZUHO BK LTD NEW YORK BRH INS 04/26 VAR              | CUSIP: 60701A4E0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |    20500000 | PA      | $20501400.15   | 0.14%             | 2026-04-16      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) | INTL BK RECON + DEVELOP SR UNSECURED 01/27 VAR        | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    27930000 | PA      | $27969832.65   | 0.20%             | 2027-01-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 09/26 5.375                      | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    70645000 | PA      | $70701387.43   | 0.49%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/27 6.1       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      148000 | PA      | $149643.37     | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD/SYDNEY BRANCH                                   | UNITED OVERSEAS BANK/SYD SR UNSECURED 08/26 VAR       | CUSIP: ACI208GH9<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     5000000 | PA      | $3449819.92    | 0.02%             | 2026-08-27      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                                    | CAMPBELLS COMPANY/THE SR UNSECURED 03/27 5.2          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     7152000 | PA      | $7192514.36    | 0.05%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                                     | SIEMENS FINANCIERINGSMAT COMPANY GUAR REGS 10/26 2.35 | CUSIP: N82008AL2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $247853.35     | 0.00%             | 2026-10-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CLG4 SOG                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2245319.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                           | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR         | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    43800000 | PA      | $43811229.44   | 0.31%             | 2026-07-22      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                               | CATERPILLAR FINL SERVICE SR UNSECURED 10/26 VAR       | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1827420.33    | 0.01%             | 2026-10-16      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 01/28 4.25                            | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   348400000 | PA      | $350904125.00  | 2.45%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                           | JOHN DEERE CAPITAL CORP SR UNSECURED 04/27 VAR        | CUSIP: 24422EXQ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1040623.15    | 0.01%             | 2027-04-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | KEURIG DR PEPPER                                      | CUSIP: 49271KDL5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6185408.92    | 0.04%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | MILLENIUM REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   350000000 | PA      | $350000000.00  | 2.44%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                        | DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9        | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4186000 | PA      | $4192198.71    | 0.03%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20270104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $804924.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    77633000 | PA      | $76579994.53   | 0.53%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $293.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                        | KOMMUNALBANKEN AS SR UNSECURED REGS 06/26 VAR         | CUSIP: ACI21RVQ9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |     3200000 | PA      | $3205944.83    | 0.02%             | 2026-06-17      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                          | UNITEDHEALTH GROUP INC SR UNSECURED 07/26 VAR         | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $10132460.71   | 0.07%             | 2026-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                    | STARBUCKS CORP SR UNSECURED 06/26 2.45                | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1793329.25    | 0.01%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                         | GATX CORP SR UNSECURED 09/26 3.25                     | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     6023000 | PA      | $5989601.50    | 0.04%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) | INTL BK RECON + DEVELOP INTL BK RECON + DEVELOP       | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     6500000 | PA      | $6508831.94    | 0.05%             | 2027-02-23      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 08/27 VAR              | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14430000 | PA      | $14275306.50   | 0.10%             | 2027-08-10      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)          | IMPERIAL BRANDS FIN PLC 04/26 ZCP                     | CUSIP: 45262EDL8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      287000 | PA      | $286355.63     | 0.00%             | 2026-04-20      | None          | 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      | $6614.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                                     | UBS AG AUSTRALIA SR UNSECURED REGS 05/26 VAR          | CUSIP: ACI2FYK57<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     3100000 | PA      | $2140691.36    | 0.01%             | 2026-05-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $17299.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                              | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR    | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2002360.74    | 0.01%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7984.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK INC                                                               | AMETEK INC DISC COML 04/26 ZCP                        | CUSIP: 03111CDT7<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3190382.40    | 0.02%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CMF5 SOG                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1370422.94    | 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      | $468.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20261027                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $47071.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SR UNSECURED 04/26 3            | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    30282000 | PA      | $30241774.91   | 0.21%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/26 3.3            | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7827000 | PA      | $7827000.00    | 0.05%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | DEUTSCHE BANK REPO REPO                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   341000000 | PA      | $341000000.01  | 2.38%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                          | NORDEA BANK ABP 144A 09/26 1.5                        | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3800000 | PA      | $3751013.14    | 0.03%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                              | PHILLIPS 66                                           | CUSIP: 71855BD74<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $16487101.95   | 0.12%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                               | AMETEK INC DISC COML 04/26 ZCP                        | CUSIP: 03111CDL4<br>LEI: 549300WZDEF9KKE40E98 | Long             | DBT              | CORP              | US        |    23300000 | PA      | $23248206.43   | 0.16%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 05/26 VAR         | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $29996784.90   | 0.21%             | 2026-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY FRN 07/26 VAR                             | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55700000 | PA      | $55727747.51   | 0.39%             | 2026-07-31      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $20094.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                              | AUST + NZ BANKING GROUP SUBORDINATED 144A 05/26 4.4   | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    10301000 | PA      | $10304655.93   | 0.07%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH                             | SUMITOMO MITSUI BKG CORP 04/26 VAR                    | CUSIP: 86565GTN0<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |    25200000 | PA      | $25200735.84   | 0.18%             | 2026-04-07      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  1150000000 | PA      | $1150000000.02 | 8.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                            | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     4811000 | PA      | $4793018.89    | 0.03%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA (EDC)                                          | EXPORT DEVELOPMNT CANADA SR UNSECURED 144A 08/26 VAR  | CUSIP: 30216BKN1<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |   144000000 | PA      | $143993174.40  | 1.00%             | 2026-08-13      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125          | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    11442000 | PA      | $11320698.44   | 0.08%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                  | NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162        | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     5931000 | PA      | $5929904.37    | 0.04%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $109029.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                    | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    22450000 | PA      | $22238461.73   | 0.16%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                       | VOYA FINANCIAL INC COMPANY GUAR 06/26 3.65            | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     2478000 | PA      | $2473481.02    | 0.02%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-292.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 04/26 0.00000    | CUSIP: 313385WD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3000000 | PA      | $2991348.33    | 0.02%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653          | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    17575000 | PA      | $17448327.84   | 0.12%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 04/26 VAR       | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    33012000 | PA      | $33013625.84   | 0.23%             | 2026-04-10      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | ENBRIDGE INC ENBRIDGE INC                             | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1965000 | PA      | $1981781.77    | 0.01%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                 | GENERAL ELECTRIC CO SR UNSECURED 05/26 VAR            | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     3923000 | PA      | $3922440.07    | 0.03%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                  | BAT CAPITAL CORP COMPANY GUAR 04/27 4.7               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11983000 | PA      | $12011755.72   | 0.08%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSECURED 05/27 VAR                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    32177000 | PA      | $32088154.15   | 0.22%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR           | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2801000 | PA      | $2802391.48    | 0.02%             | 2026-08-03      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95         | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    18693000 | PA      | $18748922.35   | 0.13%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 08/27 3.75                            | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  2405430000 | PA      | $2402658126.79 | 16.76%            | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                   | REALKREDIT DANMARK COVERED REGS 01/27 1               | CUSIP: ACI3558C8<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |  1015786000 | PA      | $155571494.09  | 1.09%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 02/27 1.875                           | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46759000 | PA      | $45977701.06   | 0.32%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR          | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    20304000 | PA      | $20303185.61   | 0.14%             | 2027-01-07      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 09/26 1.402     | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    30285000 | PA      | $29923259.61   | 0.21%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL 144A 07/26 5.896               | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     6668000 | PA      | $6698911.38    | 0.05%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                              | PHILLIPS 66                                           | CUSIP: 71855BEV0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    27400000 | PA      | $27217189.94   | 0.19%             | 2026-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                  | EQUITABLE FINANCIAL LIFE SECURED 144A 07/26 1.3       | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      900000 | PA      | $892715.22     | 0.01%             | 2026-07-12      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                | JABIL INC                                             | CUSIP: 46652MD28<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    26600000 | PA      | $26593342.02   | 0.19%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 2.8        | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      650000 | PA      | $649647.84     | 0.00%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A1       | CUSIP: 14689AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      810774 | PA      | $810816.12     | 0.01%             | 2026-12-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/27 VAR               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     7400000 | PA      | $7408340.10    | 0.05%             | 2027-09-10      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP DISC COML                              | CUSIP: 00913XDE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    26300000 | PA      | $26257333.51   | 0.18%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                     | WEYERHAEUSER CO SR UNSECURED 05/26 4.75               | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     4341000 | PA      | $4342404.36    | 0.03%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65        | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     4013000 | PA      | $4008574.99    | 0.03%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $6255.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        1000 | PA      | $994.97        | 0.00%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                               | MARRIOTT INTERNATIONAL SR UNSECURED 09/26 5.45        | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8362000 | PA      | $8395689.16    | 0.06%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 07/26 1.05              | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    76339000 | PA      | $75614164.25   | 0.53%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL REGS 10/26 1.604               | CUSIP: 06675GAY1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |      800000 | PA      | $789173.76     | 0.01%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 09/26 VAR            | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $700919.94     | 0.00%             | 2026-09-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                        | TELUS CORP                                            | CUSIP: 87974WET1<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $10926571.70   | 0.08%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2557.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                        | KOMMUNALBANKEN AS SR UNSECURED 144A 06/26 VAR         | CUSIP: 50048MDE7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |    14100000 | PA      | $14126194.42   | 0.10%             | 2026-06-17      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 07/26 4.85                     | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    14720000 | PA      | $14723683.24   | 0.10%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                   | CBRE SVCS INC DISC COML PAPER                         | CUSIP: 12610CD80<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    32700000 | PA      | $32671188.03   | 0.23%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 VAR       | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      882000 | PA      | $882420.46     | 0.01%             | 2026-05-08      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4421000 | PA      | $4404918.61    | 0.03%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV SUBORDINATED REGS 04/26 4.8          | CUSIP: ACI0LXVF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $399834.28     | 0.00%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC (AKA: HSBC AMERICAS INC)                                    | HSBC USA INC SR UNSECURED 03/27 VAR                   | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6425227.58    | 0.04%             | 2027-03-04      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 09/26 3.2  | CUSIP: U9273ACX1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      400000 | PA      | $397592.51     | 0.00%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-8196.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39548000 | PA      | $39496230.48   | 0.28%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                 | NATIONAL RURAL UTIL COOP SR UNSECURED 10/26 VAR       | CUSIP: 63743HGA4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      600000 | PA      | $600212.77     | 0.00%             | 2026-10-30      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $17065.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                | COREBRIDGE GLOB FUNDING SECURED 144A 06/26 5.35       | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     7203000 | PA      | $7223117.62    | 0.05%             | 2026-06-24      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | ENBRIDGE INC COMPANY GUAR 12/26 4.25                  | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8290000 | PA      | $8287908.52    | 0.06%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                                 | UBS AG STAMFORD CT SR UNSECURED 05/27 VAR             | CUSIP: 90261AAE2<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    20887000 | PA      | $20878991.09   | 0.15%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| SVENSK EXPORTKREDIT AB (SEK)                                             | SWEDISH EXPORT CREDIT SR UNSECURED 05/27 VAR          | CUSIP: 01021NAC6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   125200000 | PA      | $126242870.93  | 0.88%             | 2027-05-05      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT AUD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $54150.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                              | SWEDBANK AB 144A 06/26 VAR                            | CUSIP: 870195AA2<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |     3950000 | PA      | $3956877.38    | 0.03%             | 2026-06-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20270104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $394122.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-51370.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)              | WESTINGHOUSE AIR BRAKE COMPANY GUAR 11/26 3.45        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     1598000 | PA      | $1589212.92    | 0.01%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 08/26 VAR                    | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    33500000 | PA      | $33535997.43   | 0.23%             | 2026-08-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $119.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                        | SYSCO CORPORATION COMPANY GUAR 07/26 3.3              | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      139000 | PA      | $138611.95     | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875       | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      408000 | PA      | $407483.62     | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                             | MASSMUTUAL GLOBAL FUNDIN SR SECURED 144A 01/27 VAR    | CUSIP: 57629TBR7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |     2012000 | PA      | $2017698.33    | 0.01%             | 2027-01-29      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                           | KOREA NATIONAL OIL CORP SR UNSECURED REGS 04/26 1.25  | CUSIP: 50066RAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |     4285000 | PA      | $4282847.82    | 0.03%             | 2026-04-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JTI FINANCIAL SERVICES (NORTH AMERICA) LLC                               | JTI FINL SVCS NORTH AMER LLC 05/26 ZCP                | CUSIP: 48130PES1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20300000 | PA      | $20180721.26   | 0.14%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | EVERSOURCE ENERGY SR UNSECURED 05/26 4.75             | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1830000 | PA      | $1831048.50    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15181000 | PA      | $14992159.59   | 0.10%             | 2028-02-24      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD AUD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $174102.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5           | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1908696.85    | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR      | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    32600000 | PA      | $32628112.28   | 0.23%             | 2026-07-31      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                     | LOWE S COS INC SR UNSECURED 04/26 2.5                 | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4834000 | PA      | $4830386.63    | 0.03%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | CONSTELLATION BRANDS INC COMPANY GUAR 12/26 3.7       | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     8233000 | PA      | $8199033.52    | 0.06%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                              | NATIONWIDE BLDG SOCIETY 144A 10/26 1.5                | CUSIP: 63859UBH5<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $394206.90     | 0.00%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-16920.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK)                            | L BANK BW FOERDERBANK LOCAL GOVT G REGS 02/27 VAR     | CUSIP: ACI2TP160<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    26800000 | PA      | $26964879.76   | 0.19%             | 2027-02-11      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP DISC COML                              | CUSIP: 00913XDG5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    12600000 | PA      | $12576536.28   | 0.09%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR         | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1594000 | PA      | $1602553.07    | 0.01%             | 2027-06-28      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | KEURIG DR PEPPER                                      | CUSIP: 49271KDD3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5990934.00    | 0.04%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR           | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $500094.61     | 0.00%             | 2027-10-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $18010.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 05/26 0.00000    | CUSIP: 313385XA9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     3800000 | PA      | $3781000.00    | 0.03%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                                                 | ING BANK (AUSTRALIA) LTD COVERED REGS 08/26 VAR       | CUSIP: ACI1ZSKZ4<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |    17250000 | PA      | $11902116.77   | 0.08%             | 2026-08-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 07/26 VAR          | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15656000 | PA      | $15689491.00   | 0.11%             | 2026-07-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                          | PHILIP MORRIS INTL INC SR UNSECURED 05/26 0.875       | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $997372.76     | 0.01%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                  | CHARLES SCHWAB CORP SR UNSECURED 05/26 VAR            | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13814000 | PA      | $13814246.72   | 0.10%             | 2026-05-13      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM     | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    75000000 | PA      | $75000000.00   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  1500000000 | PA      | $1500000000.00 | 10.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20261001                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $1576733.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                                   | MACQUARIE BANK LTD SR UNSECURED 144A 12/26 VAR        | CUSIP: 55608PBS2<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      740000 | PA      | $744082.81     | 0.01%             | 2026-12-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/26 VAR               | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     3000000 | PA      | $3003258.63    | 0.02%             | 2026-09-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                         | PRINCIPAL LFE GLB FND II SR SECURED 144A 01/27 5      | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    17746000 | PA      | $17843791.99   | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-8778.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR        | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2003000 | PA      | $2007541.10    | 0.01%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60158000 | PA      | $59823757.94   | 0.42%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 07/27 VAR            | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7815000 | PA      | $7824680.83    | 0.05%             | 2027-07-28      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                  | AMERICA MOVIL SAB DE CV SR UNSECURED 10/26 5          | CUSIP: 973UEQII7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     3600000 | PA      | $4767097.25    | 0.03%             | 2026-10-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                   | ASIAN DEVELOPMENT BANK SR UNSECURED 06/26 VAR         | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    17400000 | PA      | $17441325.00   | 0.12%             | 2026-06-16      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FEDERAL HOME LOAN BANK BONDS 10/27 VAR                | CUSIP: 3130B7YG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   363600000 | PA      | $363627051.84  | 2.54%             | 2027-10-05      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 03/27 4                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4284000 | PA      | $4266023.61    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 3 A1 144A     | CUSIP: 29375UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373132 | PA      | $373261.61     | 0.00%             | 2026-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                     | GLENCORE FUNDING LLC                                  | CUSIP: 37790BDW8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    32200000 | PA      | $32092397.26   | 0.22%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KOREA GAS CORPORATION                                                    | KOREA GAS CORP SR UNSECURED REGS 07/26 2.25           | CUSIP: 50066CAL3<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | MUN               | KR        |    43900000 | PA      | $43644943.20   | 0.30%             | 2026-07-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                       | ORACLE CORP SR UNSECURED 07/26 2.65                   | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   108985000 | PA      | $108401535.72  | 0.76%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                          | CHEVRON USA INC COMPANY GUAR 02/27 VAR                | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      172000 | PA      | $172219.23     | 0.00%             | 2027-02-26      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                          | XCEL ENERGY INC SR UNSECURED 03/27 1.75               | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $10824458.60   | 0.08%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | GLOBAL PMTS INC                                       | CUSIP: 37961DD64<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6395562.88    | 0.04%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                | ROGERS COMMUNICATIONS                                 | CUSIP: 77511MD99<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     5100000 | PA      | $5094868.89    | 0.04%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                        | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR          | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    32468000 | PA      | $32492644.51   | 0.23%             | 2026-06-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7  | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8380000 | PA      | $8333565.16    | 0.06%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL BM6011 FN 11/26 VARIABLE                    | CUSIP: 3140JAVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3040894 | PA      | $3027558.78    | 0.02%             | 2026-11-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    39300000 | PA      | $39110042.27   | 0.27%             | 2028-02-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 04/26 0.00000    | CUSIP: 313385VR4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      400000 | PA      | $399323.78     | 0.00%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75           | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3061348.24    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT AUD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-114625.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2544.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                                   | MITSUBISHI CORP SR UNSECURED 144A 07/26 1.125         | CUSIP: 606769AG2<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |      350000 | PA      | $346679.65     | 0.00%             | 2026-07-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL PLC                                              | GLAXOSMITHKLINE CAPITAL COMPANY GUAR 03/27 VAR        | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     1578000 | PA      | $1579295.27    | 0.01%             | 2027-03-12      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 07/26 VAR           | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5015000 | PA      | $5026792.77    | 0.04%             | 2026-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                               | LEIDOS INC                                            | CUSIP: 52533BDU3<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9867810.15    | 0.07%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                   | DIAMONDBACK ENERGY INC COMPANY GUAR 12/26 3.25        | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7815000 | PA      | $7765892.18    | 0.05%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 05/26 3.1                      | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    29376000 | PA      | $29338093.50   | 0.20%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    66919000 | PA      | $66192558.12   | 0.46%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BNG BANK NV                                                              | BNG BANK NV SR UNSECURED 144A 08/26 VAR               | CUSIP: 05591F2L3<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | CORP              | NL        |    27900000 | PA      | $27977057.01   | 0.20%             | 2026-08-05      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-7501.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR          | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    36335000 | PA      | $36401962.13   | 0.25%             | 2026-08-27      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $807874.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                                       | BHP BILLITON FIN USA LTD COMPANY GUAR 09/26 5.25      | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     7579000 | PA      | $7609982.12    | 0.05%             | 2026-09-08      | Fixed         | 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      | $8724.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7547.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                       | HP ENTERPRISE CO SR UNSECURED 09/26 4.45              | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    22744000 | PA      | $22766006.18   | 0.16%             | 2026-09-25      | Fixed         | 4.45%                 | 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      | 0.00%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CLG4 SOG                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $984266.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 11/27 VAR         | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    71300000 | PA      | $71032384.72   | 0.50%             | 2027-11-19      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1246.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20270104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $629115.68     | 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      | $-54254.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                       | BANK OF AMERICA NA SR UNSECURED 08/26 VAR             | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1502928.54    | 0.01%             | 2026-08-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                 | NATIONAL RURAL UTIL COOP SR UNSECURED 11/26 VAR       | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    19850000 | PA      | $19873649.89   | 0.14%             | 2026-11-22      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 06/26 0.00000                           | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       79000 | PA      | $78385.30      | 0.00%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875          | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3815096.19    | 0.03%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-8033.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $8247.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339        | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    23702000 | PA      | $23852461.96   | 0.17%             | 2027-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   800000000 | PA      | $799999999.99  | 5.58%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 07/26 0.00000    | CUSIP: 313385ZL3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      200000 | PA      | $197846.00     | 0.00%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CEC1 SOG                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $45632.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                       | AMEREN CORP AMEREN CORP                               | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    26700000 | PA      | $26896721.06   | 0.19%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2438.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                               | SUMITOMO MITSUI SYD CERT OF DEPO REGS 10/26 VAR       | CUSIP: ACI2KH9P7<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |     4200000 | PA      | $2904745.48    | 0.02%             | 2026-10-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                    | GEORGIA POWER CO SR UNSECURED 09/26 VAR               | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    13075000 | PA      | $13054763.17   | 0.09%             | 2026-09-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 04/26 4.05   | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2399158.68    | 0.02%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR        | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      541000 | PA      | $545079.24     | 0.00%             | 2027-10-28      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 06/27 VAR                       | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    15689000 | PA      | $15586415.28   | 0.11%             | 2027-06-16      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $51282.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT CAD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-787.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 2.632     | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13238000 | PA      | $13176668.48   | 0.09%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                     | GENERAL MOTORS FINL CO COMPANY GUAR 10/26 4           | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10476543.63   | 0.07%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                             | L3HARRIS TECH INC SR UNSECURED 01/27 5.4              | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     8625000 | PA      | $8694918.30    | 0.06%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER                               | CUSIP: 40412DDH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8882206.23    | 0.06%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 5.05       | CUSIP: 05565ECG8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4225067.85    | 0.03%             | 2026-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR         | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     3370000 | PA      | $3380735.07    | 0.02%             | 2026-10-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25  | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1159673.16    | 0.01%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   220800000 | PA      | $220800000.00  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                               | VMWARE LLC SR UNSECURED 08/26 1.4                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     3042000 | PA      | $3010338.44    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9       | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2409159.65    | 0.02%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL AN1748 FN 08/26 FIXED 2.4                   | CUSIP: 3138LD5J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    95000000 | PA      | $94298323.35   | 0.66%             | 2026-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FHLB)                                            | FED HOME LN DISCOUNT NT DISCOUNT NOT 04/26 0.00000    | CUSIP: 313385VW3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2700000 | PA      | $2694092.99    | 0.02%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8995407.75    | 0.06%             | 2027-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR           | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4918572.47    | 0.03%             | 2027-09-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $28141.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    10400000 | PA      | $10400000.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 3.05   | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      373000 | PA      | $372616.62     | 0.00%             | 2026-04-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CLG4 SOG                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1309090.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                           | VAR ENERGI ASA SR UNSECURED 144A 05/27 5              | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     7000000 | PA      | $7035068.18    | 0.05%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 08/26 VAR    | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    12950000 | PA      | $12949848.36   | 0.09%             | 2026-08-28      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 02/27 4.5                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    16901000 | PA      | $16902855.39   | 0.12%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 06/26 0.00000                           | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198583.23     | 0.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                     | NORDEA KREDIT REALKREDIT COVERED 10/26 1              | CUSIP: ACI2076Z2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |   730000000 | PA      | $112316888.57  | 0.78%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED 144A 06/26 VAR    | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     6200000 | PA      | $6203807.23    | 0.04%             | 2026-06-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 12/26 VAR          | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6011000 | PA      | $6012599.41    | 0.04%             | 2026-12-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INCORPORATED                                | REINSURANCE GRP OF AMER SR UNSECURED 09/26 3.95       | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2298096.70    | 0.02%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR          | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |      700000 | PA      | $700518.18     | 0.00%             | 2026-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                   | EXTRA SPACE STORAGE LP                                | CUSIP: 30227QDN3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5187124.28    | 0.04%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                                                  | NATIONAL BK KUWAIT NY BRH INST                        | CUSIP: 63376F4N7<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |    17800000 | PA      | $17801254.90   | 0.12%             | 2026-05-26      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED 144A 11/26 VAR    | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      534000 | PA      | $534786.58     | 0.00%             | 2026-11-27      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                   | CENTERPOINT ENERGY INC SR UNSECURED 06/26 1.45        | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447820.25     | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| LANDESKREDITBANK BADEN-W FOERDERBANK (L-BANK)                            | L BANK BW FOERDERBANK L BANK BW FOERDERBANK           | CUSIP: ACI2NYN48<br>LEI: 0SK1ILSPWNVBNQWU0W18 | Long             | DBT              | CORP              | DE        |    34800000 | PA      | $34827668.09   | 0.24%             | 2026-05-08      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                | DEUTSCHE TELEKOM INT FIN COMPANY GUAR 144A 01/27 3.6  | CUSIP: 25156PBA0<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    34012000 | PA      | $33832973.42   | 0.24%             | 2027-01-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | COOPERATIEVE RABOBANK UA 144A 12/27 VAR               | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    11700000 | PA      | $11510484.22   | 0.08%             | 2027-12-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE                                          | CUSIP: 22823QDE8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $13877280.45   | 0.10%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 06/27 VAR        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1870302.90    | 0.01%             | 2027-06-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   535100000 | PA      | $535100000.00  | 3.73%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 06/26 2.25                     | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    15518000 | PA      | $15445630.10   | 0.11%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON/THE                                              | BANK OF NEW YORK MELLON SR UNSECURED 04/27 VAR        | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    12900000 | PA      | $12903397.99   | 0.09%             | 2027-04-20      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                          | XCEL ENERGY INC SR UNSECURED 12/26 3.35               | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    13009000 | PA      | $12933554.43   | 0.09%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 08/26 VAR        | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2057126.99    | 0.01%             | 2026-08-13      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-60532.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   300000000 | PA      | $299999999.98  | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6214.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 04/26 VAR        | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     4335000 | PA      | $4335047.34    | 0.03%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 11/26 VAR            | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    14396000 | PA      | $14421528.71   | 0.10%             | 2026-11-04      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 05/27 VAR                   | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    79119000 | PA      | $79206212.87   | 0.55%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                       | COOPERATIEVE RABOBANK UA COMPANY GUAR 07/26 3.75      | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2055000 | PA      | $2050636.97    | 0.01%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                   | CVS HEALTH CORP SR UNSECURED 08/26 3                  | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $11213669.88   | 0.08%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45           | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4047095.77    | 0.03%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV SR UNSECURED REGS 06/27 VAR          | CUSIP: BKP8W5II6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $298038.41     | 0.00%             | 2027-06-16      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                        | CPPIB CAPITAL INC COMPANY GUAR 144A 07/26 VAR         | CUSIP: 22411VBB3<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |    19000000 | PA      | $19026070.28   | 0.13%             | 2026-07-27      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD KRW BOUGHT USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $5812.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                           | PROTECTIVE LIFE GLOBAL SECURED 144A 04/26 5.209       | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $21508737.17   | 0.15%             | 2026-04-14      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-18164.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 12/26 5.266             | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1640000 | PA      | $1651477.88    | 0.01%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 06/26 VAR               | CUSIP: 06368LNU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     5504000 | PA      | $5515547.89    | 0.04%             | 2026-06-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) | INTL BK RECON + DEVELOP SR UNSECURED 06/27 VAR        | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    24162000 | PA      | $24204310.80   | 0.17%             | 2027-06-15      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62      | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    40811000 | PA      | $40846425.17   | 0.28%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-317.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-53407.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | PARIBAS REPO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   143169750 | PA      | $143169750.00  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                              | EQUINIX INC SR UNSECURED 11/26 2.9                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $10233269.71   | 0.07%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375          | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4415000 | PA      | $4389989.07    | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SUBORDINATED 06/26 4.1          | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      614000 | PA      | $613932.50     | 0.00%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | DEUTSCHE BANK REPO REPO                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   138900000 | PA      | $138900000.00  | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC/ NEW YORK BRANCH                                       | BARCLAYS BK PLC NEW YORK BRH I 11/26 VAR              | CUSIP: 06745GGK1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |    44500000 | PA      | $44513648.15   | 0.31%             | 2026-11-13      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE                                          | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    27300000 | PA      | $27233016.72   | 0.19%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                | MONONGAHELA POWER CO 1ST MORTGAGE 144A 05/27 3.55     | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4274000 | PA      | $4233273.44    | 0.03%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 06/26 3.75                | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      700000 | PA      | $698930.53     | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329          | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    33170000 | PA      | $32621716.82   | 0.23%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE                                          | CUSIP: 22823QDG3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16668797.72   | 0.12%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6            | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1607000 | PA      | $1605316.70    | 0.01%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR            | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16100000 | PA      | $16107912.83   | 0.11%             | 2027-04-22      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                               | JAPAN TREASURY DISC BILL BILLS 05/26 0.00000          | CUSIP: ACI38C4T7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 25738200000 | PA      | $162061219.75  | 1.13%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEB HANA BANK (AKA: KOREA EXCHANGE BANK)                                 | KEB HANA BK NEW YORK                                  | CUSIP: 48723KDT4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $15732344.25   | 0.11%             | 2026-10-14      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                   | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR         | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    27242000 | PA      | $27248359.92   | 0.19%             | 2027-05-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR          | CUSIP: 04685A4Q1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    97900000 | PA      | $97946847.11   | 0.68%             | 2026-08-10      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                        | TELUS CORP SR UNSECURED 02/27 2.8                     | CUSIP: 87971MBD4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     4700000 | PA      | $4637185.44    | 0.03%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   100000000 | PA      | $100000000.00  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR          | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1192000 | PA      | $1193484.52    | 0.01%             | 2027-03-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20270104                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $814540.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 04/26 4.8              | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    20163000 | PA      | $20162205.17   | 0.14%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                               | CATERPILLAR FINL SERVICE SR UNSECURED 05/26 4.35      | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3766230.97    | 0.03%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T MOBILE USA INC COMPANY GUAR 04/26 2.625             | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    21073000 | PA      | $21057715.33   | 0.15%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                        | TELUS CORP                                            | CUSIP: 87974WG28<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    14600000 | PA      | $14438950.32   | 0.10%             | 2026-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 04/26 VAR           | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5638000 | PA      | $5639368.06    | 0.04%             | 2026-04-27      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/26 5.7  | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    26604000 | PA      | $26747918.06   | 0.19%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                | COREBRIDGE GLOB FUNDING SR SECURED 144A 07/26 5.75    | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5018391.65    | 0.04%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 06/26 1.25        | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $794796.83     | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $4178579.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 10/26 VAR         | CUSIP: 02665WGN5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7200583.70    | 0.05%             | 2026-10-06      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                         | SOCIETE GENERALE 144A 01/27 4                         | CUSIP: 83368RAK8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     3500000 | PA      | $3492898.82    | 0.02%             | 2027-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 12/26 VAR         | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    20700000 | PA      | $20669779.66   | 0.14%             | 2026-12-11      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR          | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    52900000 | PA      | $52933004.31   | 0.37%             | 2026-07-16      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW)                                    | KFW GOVT GUARANT REGS 10/26 VAR                       | CUSIP: ACI2MVK06<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    25000000 | PA      | $25125035.50   | 0.18%             | 2026-10-30      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 07/26 5.615       | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $401537.91     | 0.00%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                          | S+P GLOBAL INC                                        | CUSIP: 78513LD63<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    22300000 | PA      | $22285293.15   | 0.16%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | TRS P SOFRRATE+5/91282CLG4 SOG                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1276132.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR           | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    43200000 | PA      | $43232866.56   | 0.30%             | 2027-10-18      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    59938000 | PA      | $59842018.88   | 0.42%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                  | BAT CAPITAL CORP COMPANY GUAR 09/26 3.215             | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    19994000 | PA      | $19891770.08   | 0.14%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-74979.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED REGS 04/26 4.05   | CUSIP: ACI0LWJJ0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     2850000 | PA      | $2849000.93    | 0.02%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 12/26 VAR                    | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      500000 | PA      | $502254.68     | 0.00%             | 2026-12-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 11/27 VAR                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     9795000 | PA      | $9827805.51    | 0.07%             | 2027-11-19      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                   | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR         | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11241817.54   | 0.08%             | 2027-10-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                               | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244       | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    68479000 | PA      | $68096006.54   | 0.48%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    17976000 | PA      | $17744344.01   | 0.12%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                          | TSMC GLOBAL LTD COMPANY GUAR 144A 04/26 1.25          | CUSIP: 872882AH8<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     8100000 | PA      | $8085494.12    | 0.06%             | 2026-04-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 03/27 3.125                      | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10578000 | PA      | $10445342.78   | 0.07%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                     | JYSKE REALKREDIT A/S COVERED 01/27 1                  | CUSIP: ACI3558F1<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   705209000 | PA      | $108016351.61  | 0.75%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA/NEW YORK BRANCH         | CREDIT AGRICOLE CORP + INVT BK 10/26 FIXED 3.85       | CUSIP: 22536J5W1<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $21491660.15   | 0.15%             | 2026-10-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                              | PHILLIPS 66                                           | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11161007.20   | 0.08%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2455.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR           | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2898000 | PA      | $2900830.85    | 0.02%             | 2027-07-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| KOMMUNEKREDIT                                                            | KOMMUNEKREDIT SR UNSECURED REGS 07/26 VAR             | CUSIP: ACI28PZP4<br>LEI: 529900D8QLTZ6PRLJL76 | Long             | DBT              | CORP              | DK        |    14500000 | PA      | $14541474.35   | 0.10%             | 2026-07-27      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                          | S+P GLOBAL INC                                        | CUSIP: 78513LD14<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $14798379.40   | 0.10%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 05/26 5.75 | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2397000 | PA      | $2398830.90    | 0.02%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                              | WESTPAC BANKING CORP SR UNSECURED 04/26 5.2           | CUSIP: 961214FR9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     5700000 | PA      | $5702322.52    | 0.04%             | 2026-04-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 06/27 VAR       | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    51500000 | PA      | $51496929.06   | 0.36%             | 2027-06-09      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                              | NATIONWIDE BLDG SOCIETY REGS 10/26 1.5                | CUSIP: 63859VBH3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $295655.18     | 0.00%             | 2026-10-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR REGS 04/26 VAR        | CUSIP: U09513JY6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3850042.04    | 0.03%             | 2026-04-02      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-4 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 4 A1 144A     | CUSIP: 29373NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18286864 | PA      | $18293669.90   | 0.13%             | 2026-10-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD AUD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $327997.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                | ROGERS COMMUNICATIONS IN COMPANY GUAR 11/26 2.9       | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     8782000 | PA      | $8696328.96    | 0.06%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 06/26 5.25                       | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      700000 | PA      | $700423.01     | 0.00%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 09/26 VAR          | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1619000 | PA      | $1621038.42    | 0.01%             | 2026-09-10      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL AN2417 FN 09/26 FIXED 2.12                  | CUSIP: 3138LEVK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75654000 | PA      | $74923697.56   | 0.52%             | 2026-09-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                      | BANK OF NEW ZEALAND SR UNSECURED 144A 01/27 VAR       | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     8500000 | PA      | $8525976.77    | 0.06%             | 2027-01-27      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2026-A 2026-A                                      | ARI FLEET LEASE TRUST ARIFL 2026 A A1 144A            | CUSIP: 04033DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    12241594 | PA      | $12238912.29   | 0.09%             | 2027-01-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 06/26 3.7               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      835000 | PA      | $833722.75     | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA                                                   | JP MORGAN CHASE BANK NA SR UNSECURED 04/26 VAR        | CUSIP: 46632FTV7<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $5451423.27    | 0.04%             | 2026-04-29      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 04/26 ZCP                     | CUSIP: 40412DDG1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16668629.05   | 0.12%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSECURED 07/27 VAR                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11616000 | PA      | $11510564.24   | 0.08%             | 2027-07-20      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8866000 | PA      | $8840112.43    | 0.06%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SR SECURED 144A 04/26 5.6    | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     9774000 | PA      | $9776308.62    | 0.07%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY FRN 01/27 VAR                             | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   216500000 | PA      | $216590497.00  | 1.51%             | 2027-01-31      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | PARIBAS REPO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   413922528 | PA      | $413922527.72  | 2.89%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR        | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1560624.86    | 0.01%             | 2027-09-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                         | SAN DIEGO G + E 1ST MORTGAGE 06/26 6                  | CUSIP: 797440BH6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     7986000 | PA      | $8010912.81    | 0.06%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                   | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35   | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    15560000 | PA      | $15490300.38   | 0.11%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 10/26 VAR                     | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $551269.03     | 0.00%             | 2026-10-05      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                               | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     1861000 | PA      | $1852012.23    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                   | CMS ENERGY CORP SR UNSECURED 05/26 3                  | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      963000 | PA      | $961604.15     | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                        | BROWN + BROWN INC SR UNSECURED 12/26 4.6              | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     4105000 | PA      | $4118006.53    | 0.03%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95      | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9990000 | PA      | $10013864.41   | 0.07%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SECURED 144A 04/26 VAR       | CUSIP: 64953BBA5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500008.27     | 0.00%             | 2026-04-02      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-45977.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED REGS 11/26 VAR    | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    40600000 | PA      | $40659803.39   | 0.28%             | 2026-11-27      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| DLR KREDIT A/S                                                           | DLR KREDIT A/S COVERED 01/27 1                        | CUSIP: ACI357Z00<br>LEI: 529900PR2ELW8QI1B775 | Long             | DBT              | CORP              | DK        |   120400000 | PA      | $18438601.13   | 0.13%             | 2027-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                              | WESTPAC BANKING CORP SR UNSECURED 04/26 VAR           | CUSIP: 961214FS7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1708000 | PA      | $1708181.54    | 0.01%             | 2026-04-16      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                   | CVS HEALTH CORP SR UNSECURED 06/26 2.875              | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8298000 | PA      | $8277284.46    | 0.06%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                              | AUST + NZ BANKING GROUP SR UNSECURED REGS 12/26 VAR   | CUSIP: 05252BDP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $5007037.70    | 0.03%             | 2026-12-16      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                         | VENTAS REALTY LP COMPANY GUAR 10/26 3.25              | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1241000 | PA      | $1234346.75    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                                                | DANONE SA SR UNSECURED 144A 11/26 2.947               | CUSIP: 23636TAE0<br>LEI: 969500KMUQ2B6CBAF162 | Long             | DBT              | CORP              | FR        |    27400000 | PA      | $27220749.20   | 0.19%             | 2026-11-02      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT DKK SOLD USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-241608.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-6658.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | TORONTO DOMINION BANK SR UNSECURED 06/26 1.2          | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    10778000 | PA      | $10728216.63   | 0.07%             | 2026-06-03      | Fixed         | 1.20%                 | 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