# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004475
**Filing Date:** 2025-11
**Character Count:** 289715
**Document Hash:** b7b32cc4e5ce29c485ba65111505cf70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004475.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004475

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528297

**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 ESG Income Fund (Series ID: S000069193)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000221062 | Class C       | PEGBX           |
| C000221063 | Class A       | PEGAX           |
| C000221064 | Institutional | PEGIX           |
| C000221065 | I-2           | PEGPX           |
| C000221066 | I-3           | PEGQX           |

## 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 ESG Income Fund

- **b. EDGAR series identifier (if any):** S000069193

- **c. LEI of Series:** 549300KQNYNNUS6TOH07

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $520044758.95

**Total Liabilities:** $165827248.21

**Net Assets:** $354217510.74

**Delayed Delivery Securities:** $7100000.00

**Cash Not Reported:** $5262939.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14225.933000 | **1-Year:** 29150.919700 | **5-Year:** 60913.340500 | **10-Year:** 10815.627500 | **30-Year:** 241.402900

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

- **3-Month:** 832.938800 | **1-Year:** 7076.496000 | **5-Year:** 12672.486600 | **10-Year:** 2058.949400 | **30-Year:** 64.531700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221063 | -0.23%               | 1.48%                | 0.79%                |
| Class ID C000221062 | -0.29%               | 1.42%                | 0.73%                |
| Class ID C000221065 | -0.21%               | 1.51%                | 0.81%                |
| Class ID C000221066 | -0.21%               | 1.51%                | 0.81%                |
| Class ID C000221064 | -0.20%               | 1.52%                | 0.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $337946.44               | $-3030520.11                               |
| Month 2  | $877600.42               | $3083955.55                                |
| Month 3  | $313029.11               | $1163356.89                                |

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                          | IRS EUR 2.77000 04/16/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $4425.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2005-B                                                    | CENTEX HOME EQUITY CXHE 2005 B M4                       | CUSIP: 152314NE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204297 | PA      | $204067.78    | 0.06%             | 2035-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OPERATIONS LP / PATTERN ENERGY OPERATIONS INC                 | PATTERN ENERGY OP LP/PAT COMPANY GUAR 144A 08/28 4.5    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $487701.70    | 0.14%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.97000 01/15/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2463.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/1.00000 09/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $84345.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.88000 10/16/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1720.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                       | ASIAN DEVELOPMENT BANK SR UNSECURED 02/28 6.72          | CUSIP: ACI2MPXZ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       | 187400000 | PA      | $2124238.41   | 0.60%             | 2028-02-08      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.00000 06/21/23-7Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $29113.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.75000 03/05/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2959.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                                                | ARGENT SECURITIES INC. ARSI 2006 M1 A1                  | CUSIP: 04012MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136744 | PA      | $123819.13    | 0.03%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR          | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    100000 | NS      | $98069.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)                            | BCP MODULAR SERVICES SR SECURED REGS 11/28 4.75         | CUSIP: ACI210QC5<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112777.91    | 0.03%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                          | DOLP TRUST DOLP 2021 NYC E 144A                         | CUSIP: 23345LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $572994.59    | 0.16%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                             | DEUTSCHE BANK AG REGS 02/28 VAR                         | CUSIP: ACI23QT82<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232521.85    | 0.07%             | 2028-02-23      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-4                                          | STRUCTURED ASSET INVESTMENT LO SAIL 2005 4 M5           | CUSIP: 86358ESP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1639000 | PA      | $1529307.30   | 0.43%             | 2035-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA NOTES 144A 09/28 5.5                            | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $617174.95    | 0.17%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2005-RS1                             | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MII2       | CUSIP: 76112BJH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678021 | PA      | $653609.86    | 0.18%             | 2035-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| METALSA SA DE CV                                                             | METALSA SA DE CV COMPANY GUAR 144A 05/31 3.75           | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |    450000 | PA      | $399656.25    | 0.11%             | 2031-05-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -750000 | PA      | $-604674.83   | -0.17%            | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                        | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703          | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178050.24    | 0.05%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 13.3537 05/12/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $6516.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRITISH TELECOMMUNICATIONS PL SNR SE ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $19188.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                       | BROOKFIELD FINANCE INC COMPANY GUAR 04/31 2.724         | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $319839.28    | 0.09%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2004-KS7                                          | RESIDENTIAL ASSET SECURITIES C RASC 2004 KS7 A2B3       | CUSIP: 76110WB54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78324 | PA      | $78544.24     | 0.02%             | 2034-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.81000 01/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1322.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                              | SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR         | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1386312.59   | 0.39%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                   | VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.05          | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1740139.50   | 0.49%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.88000 07/10/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8276.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-3                                         | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 3 11A1          | CUSIP: 026935AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119074 | PA      | $116805.41    | 0.03%             | 2037-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                            | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $265671.44    | 0.08%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                 | ZF NA CAPITAL COMPANY GUAR 144A 04/30 6.75              | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244156.08    | 0.07%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.27000 11/08/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-11620.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 11/54 4.5                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3082000.00   | 0.87%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260713                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $59.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS NZD 4.75000 06/19/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |         1 | NC      | $72078.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/29 4.054       | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482917.50    | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.87000 10/17/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1897.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP/THE                                                       | HOWARD HUGHES CORP COMPANY GUAR 144A 02/31 4.375        | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $563037.18    | 0.16%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.70000 06/06/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-102222.30   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.61000 12/12/22-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-40.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORKSPACE GROUP PLC                                                          | WORKSPACE GROUP PLC SR UNSECURED REGS 03/28 2.25        | CUSIP: ACI1W93R6<br>LEI: 2138003GUZRFIN3UT430 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $750201.41    | 0.21%             | 2028-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV SR UNSECURED 03/36 VAR                     | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $311392.97    | 0.09%             | 2036-03-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC SUBORDINATED 144A 01/33 VAR      | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184964.45    | 0.05%             | 2033-01-12      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.46300 10/23/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4128.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260209                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-14397.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2004-D                                                    | CENTEX HOME EQUITY CXHE 2004 D MV1                      | CUSIP: 152314LQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55132 | PA      | $54824.39     | 0.02%             | 2034-09-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                       | DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 02/31 1.25     | CUSIP: ACI1N57Z2<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $210710.22    | 0.06%             | 2031-02-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $1475.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2007-WM1                                                 | ACE SECURITIES CORP. ACE 2007 WM1 A2C                   | CUSIP: 004424AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464756 | PA      | $191210.07    | 0.05%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                     | HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222607.22    | 0.06%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2025-1A                                                     | FIRST HELP FINANCIAL LLC FHF 2025 1A A2 144A            | CUSIP: 30340RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303942 | PA      | $1302080.23   | 0.37%             | 2031-02-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                         | VASA TRUST VASA 2021 VASA D 144A                        | CUSIP: 92230AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $362263.52    | 0.10%             | 2039-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSURANCES                                                   | CREDIT AGRICOLE ASSRNCES SUBORDINATED REGS 10/31 1.5    | CUSIP: ACI20SW61<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $524302.91    | 0.15%             | 2031-10-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)                            | BCP MODULAR SERVICES SR SECURED 144A 07/31 6.5          | CUSIP: ACI2YGQW0<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $440256.39    | 0.12%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.39500 10/17/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8007.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $26508.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVT                                                                 | HUNGARY HUNGARY                                         | CUSIP: ACI2MJTC8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1100000 | PA      | $1330522.26   | 0.38%             | 2029-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST 2015-1211                                  | 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 C 144A    | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $657387.50    | 0.19%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS2                                      | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS2 1A4        | CUSIP: 761118UK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193852 | PA      | $159701.56    | 0.05%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.85400 12/29/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3334.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.25000 11/22/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-9493.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2238111.11   | 0.63%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.94000 02/22/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8128.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VILMORIN & CIE                                                               | VILMORIN ET COMP SR UNSECURED REGS 03/28 1.375          | CUSIP: ACI1WKXC1<br>LEI: 969500TQ4OAZZXSUPZ18 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $448235.50    | 0.13%             | 2028-03-26      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $302.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.86500 11/20/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $9048.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TSY INFL IX N/B 02/53 1.5                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    652032 | PA      | $522400.77    | 0.15%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5501.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.97000 12/15/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-10481.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.76000 01/03/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-3539.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB6608 FN 07/53 FIXED 4                       | CUSIP: 3140QSKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1918403 | PA      | $1811089.23   | 0.51%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.55000 04/16/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $938.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.7* 8/12/23-28Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $100979.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED                                  | GLOBALWORTH REAL ESTATE SR UNSECURED REGS 03/30 6.25    | CUSIP: ACI2NWFK5<br>LEI: 213800R3E823B1UBIA81 | Long             | DBT              | CORP              | GG        |    376001 | PA      | $450898.86    | 0.13%             | 2030-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1558.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/21/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2171.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LIMITED                                                   | SIRIUS REAL ESTATE LTD SR UNSECURED REGS 06/26 1.125    | CUSIP: ACI1YMJ56<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |    300000 | PA      | $348294.82    | 0.10%             | 2026-06-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                          | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15        | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67564.05     | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.41000 09/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3015.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 3 MONTH SOFR FUT  MAR26 XCME 20260616                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -4 | NC      | $13295.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-39546.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.61000 03/24/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1038.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/3.70000 03/28/24-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $3820.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.64300 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-565.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 07/32 4                                 | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $6330515.63   | 1.79%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.36000 10/07/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-2917.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.45000 10/11/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4407.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 06/20/24-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $15241.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20300509                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6131.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $365764.80    | 0.10%             | 2031-02-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A3                               | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A1         | CUSIP: 76113WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508954 | PA      | $97964.14     | 0.03%             | 2037-04-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.56500 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $640.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH                                   | BANCO BTG PACTUAL/CAYMAN SR UNSECURED REGS 01/26 2.75   | CUSIP: 05971BAG4<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $198602.64    | 0.06%             | 2026-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                          | GRAPHIC PACKAGING INTERN COMPANY GUAR REGS 02/29 2.625  | CUSIP: ACI21QJC6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $456265.98    | 0.13%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                     | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS B 144A     | CUSIP: 61692AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $411697.67    | 0.12%             | 2036-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317U0U6A8 PIMCO FPPSWAPTION 2.4 CALL USD                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    300000 | NC      | $1905.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS                           | GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 2CS A 144A     | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772515 | PA      | $688783.05    | 0.19%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.68400 01/03/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-326.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB6417 FN 05/53 FIXED 4.5                     | CUSIP: 3140QSDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599727 | PA      | $584489.09    | 0.17%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                   | NETAPP INC SR UNSECURED 03/32 5.5                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364352.17    | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-1A                                              | MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A             | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491114 | PA      | $423720.24    | 0.12%             | 2053-01-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER PLC                                                        | MARKS + SPENCER PLC SR UNSECURED REGS 05/26 3.75        | CUSIP: ACI1STT40<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $133865.87    | 0.04%             | 2026-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.81800 06/26/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4852.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.65000 08/14/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-3137.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-6                                         | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 6 A1A           | CUSIP: 008684AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26822 | PA      | $23254.48     | 0.01%             | 2046-12-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                         | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1456467.14   | 0.41%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOLP TRUST 2021-NYC                                                          | DOLP TRUST DOLP 2021 NYC D 144A                         | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $777884.13    | 0.22%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $276357.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TSY INFL IX N/B 07/33 1.375                             | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3403616 | PA      | $3352468.84   | 0.95%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS6                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS6 1A16       | CUSIP: 74922EAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115692 | PA      | $94828.65     | 0.03%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260518                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $18.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.55800 08/21/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $765.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.68500 01/24/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $717.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.8* 7/24/23-29Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20195.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.86600 11/14/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8998.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.61100 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-142.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 10.25622 04/03/24-01/04/27 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-217729.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.55100 09/17/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1759.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.67900 08/13/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1086.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.10000 01/21/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3595.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3782.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE1                                       | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE1 M2        | CUSIP: 04541GVM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2085222 | PA      | $1908104.53   | 0.54%             | 2036-01-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.73500 01/23/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $752.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/1.75000 12/21/22-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-39089.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $513203.38    | 0.14%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE FIVE LLC                                                  | GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625   | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995061.44    | 0.28%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                 | VERISIGN INC SR UNSECURED 06/31 2.7                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360689.41    | 0.10%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ0137 FR 12/53 FIXED 5               | CUSIP: 3142GQEK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1538412 | PA      | $1530077.82   | 0.43%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.08500 04/22/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7197.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) | BANQUE OUEST AFRICAINE D SR UNSECURED 144A 01/33 2.75   | CUSIP: ACI1V4M48<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $102150.45    | 0.03%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/0.5000 03/15/22-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $111125.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.55500 03/05/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7153.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                                   | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TB 144A  | CUSIP: 05492TBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854000 | PA      | $664725.08    | 0.19%             | 2053-02-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070560 | PA      | $791383.52    | 0.22%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 04/27 4.5                               | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $5264898.44   | 1.49%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB8271 FN 04/54 FIXED 5                       | CUSIP: 3140QUFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4153361 | PA      | $4128814.65   | 1.17%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.83243 03/13/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-83981.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.95000 12/19/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4826.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ0046 FR 10/53 FIXED 4               | CUSIP: 3142GQBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1062691 | PA      | $1002581.67   | 0.28%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEGATE FUNDING PLC 2023-1A                                               | BRIDGEGATE FUNDING PLC BRGTE 2023 1A D 144A             | CUSIP: ACI2C6Q30<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    950000 | PA      | $1288819.92   | 0.36%             | 2062-10-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.99400 07/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8839.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 1.00000 05/13/22-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-18331.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.93000 03/24/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8708.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.71000 08/06/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1829.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.45000 10/20/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $13240.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9                          | BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 2A        | CUSIP: 07389MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27941 | PA      | $27780.00     | 0.01%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2006-BC2                                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 BC2 M2          | CUSIP: 22237JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259636 | PA      | $247391.35    | 0.07%             | 2045-01-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WEST AFRICAN DEVELOPMENT BANK (AKA: BANQUE OUEST AFRICAINE DE DEVELOPPEMENT) | BANQUE OUEST AFRICAINE D SR UNSECURED REGS 01/33 2.75   | CUSIP: ACI1V4PH6<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | CORP              | N/A       |    770000 | PA      | $786558.51    | 0.22%             | 2033-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                       | CTP NV SR UNSECURED REGS 09/31 1.5                      | CUSIP: ACI20LMV2<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $521705.70    | 0.15%             | 2031-09-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2233656 | PA      | $2098117.98   | 0.59%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                     | HOST HOTELS + RESORTS LP HOST HOTELS + RESORTS LP       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307494.50    | 0.09%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/0.4000 06/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $91231.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC                                                                      | GAP INC/THE COMPANY GUAR 144A 10/29 3.625               | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234227.88    | 0.07%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB7589 FN 11/53 FIXED 5.5                     | CUSIP: 3140QTNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2335560 | PA      | $2362549.71   | 0.67%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $14.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-216.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TDC NET A/S                                                                  | TDC NET AS SR SECURED REGS 05/28 5.056                  | CUSIP: BNVQWHII7<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    400000 | PA      | $491091.02    | 0.14%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-15                                                      | LEHMAN XS TRUST LXS 2006 15 A4                          | CUSIP: 52523MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106325 | PA      | $96065.58     | 0.03%             | 2036-10-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-32367.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                         | SARTORIUS FINANCE BV COMPANY GUAR REGS 09/35 4.875      | CUSIP: ACI2JQ1Z5<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $753989.59    | 0.21%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0506A9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -8300000 | PA      | $-8232699.70  | -2.32%            | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| URUGUAY GOVT                                                                 | REPUBLICA ORIENT URUGUAY SR UNSECURED 04/55 4.975       | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    100000 | PA      | $91325.00     | 0.03%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB5401 FN 12/52 FIXED 4.5                     | CUSIP: 3140QRAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    860134 | PA      | $838636.58    | 0.24%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA SR UNSECURED 144A 09/33 6.375                   | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $616405.95    | 0.17%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.35000 12/14/22-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1831.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24200000 | PA      | $25011666.55  | 7.06%             | 2054-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                   | NETAPP INC SR UNSECURED 03/35 5.7                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366063.81    | 0.10%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-177.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY SQUARE 2021-1 PLC A                                                  | TRINITY SQUARE TRINI 2021 1A BR                         | CUSIP: ACI2NNG16<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1800000 | PA      | $2424799.84   | 0.68%             | 2059-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                              | UZBEKISTAN INTL BOND UZBEKISTAN INTL BOND               | CUSIP: ACI2P7GV3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    400000 | PA      | $484990.94    | 0.14%             | 2027-05-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | MEXICAN UDIBONOS BONDS 08/34 4                          | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6327494 | PA      | $330963.87    | 0.09%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $23.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV JR SUBORDINA REGS 12/99 VAR                | CUSIP: BLGM75II1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193272.40    | 0.05%             | 2029-05-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                  | PROLOGIS LP SR UNSECURED 02/33 4.2                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1029216.22   | 0.29%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 01/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-847.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.46500 10/30/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8125.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                         | VASA TRUST VASA 2021 VASA C 144A                        | CUSIP: 92230AAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $368230.52    | 0.10%             | 2039-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.8* 7/26/23-29Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-19752.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 07/32 VAR          | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357109.49    | 0.10%             | 2032-07-21      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.59000 08/19/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $282.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.40000 10/17/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2625.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MFT TRUST 2020-B6                                                            | MFT TRUST MOFT 2020 B6 A 144A                           | CUSIP: 55316TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $135695.92    | 0.04%             | 2040-08-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.88400 03/25/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3568.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.61300 08/22/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-87.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.15000 04/22/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8216.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                         | BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX D 144A    | CUSIP: 05493LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $925442.20    | 0.26%             | 2038-09-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.13000 05/03/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7926.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                         | NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094          | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1433152.25   | 0.40%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.08000 04/17/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7112.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.30000 09/25/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $114.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.30500 11/27/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-8465.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT AB                                                                       | EQT AB SR UNSECURED REGS 05/31 0.875                    | CUSIP: ACI1XP2B5<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $825408.25    | 0.23%             | 2031-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC (CANADA)                                                 | ST MARYS CEMENT INC ST MARYS CEMENT INC                 | CUSIP: 78478EAC2<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $413606.40    | 0.12%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.53200 08/20/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1173.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $56536.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL MA5009 FN 05/53 FIXED 5                       | CUSIP: 31418ER77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169352 | PA      | $168783.61    | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.24800 09/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5477.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                  | ONEMAIN FINANCE CORP COMPANY GUAR 01/27 3.5             | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    781000 | PA      | $763788.80    | 0.22%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS (MAURITIUS) LTD                                        | GREENKO WIND PROJECTS MU COMPANY GUAR 144A 09/28 7.25   | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    800000 | PA      | $814777.22    | 0.23%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL BW7921 FN 08/52 FIXED 5                       | CUSIP: 3140N0YT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402767 | PA      | $401602.89    | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.07800 04/29/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7100.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.49500 10/30/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3540.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                               | NE PROPERTY BV COMPANY GUAR REGS 07/27 3.375            | CUSIP: ACI1NVNL8<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $357118.26    | 0.10%             | 2027-07-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.85000 08/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3718.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-2GS LTD                                              | LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A           | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118324 | PA      | $96578.17     | 0.03%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 2015-SRCH                        | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2015 SRCH D 144A   | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $849639.42    | 0.24%             | 2035-08-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                 | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95        | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394754.95    | 0.11%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-160057.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB8464 FN 05/54 FIXED 4                       | CUSIP: 3140QUMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4021796 | PA      | $3793885.22   | 1.07%             | 2054-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES SR UNSECURED 08/36 2.25           | CUSIP: ACI1Z2SX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    610000 | PA      | $583758.07    | 0.16%             | 2036-08-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.52000 03/27/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $104.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                        | BBCCRE TRUST BBCCR 2015 GTP D 144A                      | CUSIP: 05490TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660000 | PA      | $1905690.50   | 0.54%             | 2033-08-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.03000 12/15/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6084.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2022-3CS                    | GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 3CS A 144A     | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785039 | PA      | $711999.94    | 0.20%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5             | CUSIP: 3132DWKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    249249 | PA      | $257868.57    | 0.07%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                          | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1       | CUSIP: 161630BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44817 | PA      | $41683.65     | 0.01%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.52500 09/04/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1244.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.48100 10/29/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3797.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-26022.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                    | VMED O2 UK FINAN SR SECURED 144A 07/31 4.75             | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $565122.78    | 0.16%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.85000 01/08/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1426.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                                | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE D 144A     | CUSIP: 26210YAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996471 | PA      | $853586.43    | 0.24%             | 2043-10-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL SA/CAYMAN ISLANDS BRANCH                                   | BANCO BTG PACTUAL/CAYMAN SR UNSECURED 144A 01/26 2.75   | CUSIP: 05971AAG6<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $794410.56    | 0.22%             | 2026-01-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-9                                           | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 9 2A3         | CUSIP: 54251WAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728189 | PA      | $227782.23    | 0.06%             | 2036-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL SD8012 FR 09/49 FIXED 4               | CUSIP: 3132DV3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134652 | PA      | $128947.98    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $12495.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2023-2A DAC                              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 2A BR 144A    | CUSIP: ACI2QL8W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1175985.73   | 0.33%             | 2033-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                      | UDR INC COMPANY GUAR 11/34 3.1                          | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86305.46     | 0.02%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17645.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                        | CROWN CASTLE INC SR UNSECURED 11/29 3.1                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380649.01    | 0.11%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.99000 12/08/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-5452.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                          | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125            | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    400000 | PA      | $370892.88    | 0.10%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                       | EQT AB SR UNSECURED REGS 04/28 2.375                    | CUSIP: ACI24Q3R7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    800000 | PA      | $932974.34    | 0.26%             | 2028-04-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL BF0399 FN 08/59 FIXED 3.5                     | CUSIP: 3140FXNR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1260280 | PA      | $1144458.87   | 0.32%             | 2059-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TSY INFL IX N/B 01/32 0.125                             | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9788772 | PA      | $9016464.61   | 2.55%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 12/13/22-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1474.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/0.00000 06/16/21-7Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $314479.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS AUD 4.50000 06/18/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $96979.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 03/26 4.5                               | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $5116585.61   | 1.44%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.60500 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23000 | PA      | $22814.76     | 0.01%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                     | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570690.29    | 0.16%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB6829 FN 07/53 FIXED 4                       | CUSIP: 3140QSST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1602851 | PA      | $1513850.64   | 0.43%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB8752 FN 06/54 FIXED 5                       | CUSIP: 3140QUWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15682141 | PA      | $15582624.31  | 4.40%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.09000 01/22/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7022.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC CORP HOME EQ 2005-HE4                                       | ASSET BACKED SECURITIES CORP H ABSHE 2005 HE4 M7        | CUSIP: 04541GRR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402516 | PA      | $382764.43    | 0.11%             | 2035-05-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                           | AMERICAN TOWER CORP SR UNSECURED 06/50 3.1              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $201509.82    | 0.06%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP SR UNSECURED 07/32 VAR             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1242253.12   | 0.35%             | 2032-07-21      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       293 | NC      | $28258.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 05/07/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2719.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR         | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $496686.81    | 0.14%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ0138 FR 12/53 FIXED 5.5             | CUSIP: 3142GQEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2257615 | PA      | $2281089.95   | 0.64%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AHLSTROM HOLDING 3 OY                                                        | SPA HOLDINGS 3 OY 2025 USD TERM LOAN B                  | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    300000 | PA      | $300675.00    | 0.08%             | 2030-05-23      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.87000 03/05/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1649.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/0.70000 09/18/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $65773.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-786.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440               | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 C 144A   | CUSIP: 46653DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $995800.96    | 0.28%             | 2036-03-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.84000 01/08/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2681.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                     | AMERICAN HOMES 4 RENT AMERICAN HOMES 4 RENT             | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464722.24    | 0.13%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | CMBX.NA.AAA.14 SP MYC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1593.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.54700 03/09/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $7593.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACCOR                                                                        | ACCOR SA SR UNSECURED REGS 11/28 2.375                  | CUSIP: ACI21X8H2<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $1041834.15   | 0.29%             | 2028-11-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                                      | STANDARD INDUSTRI INC/NY SR UNSECURED REGS 11/26 2.25   | CUSIP: ACI1GX0P8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439744 | PA      | $513754.70    | 0.15%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                             | SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95                 | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $229247.87    | 0.06%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                         | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7100000.00   | 2.00%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| RALI TRUST 2007-QS8                                                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS8 A10        | CUSIP: 74922UAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175174 | PA      | $141034.88    | 0.04%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL BX4267 FN 12/52 FIXED 5.5                     | CUSIP: 3140N8W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282328 | PA      | $285535.97    | 0.08%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TSY INFL IX N/B 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7103343 | PA      | $7209477.39   | 2.04%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                | TERRAFORM POWER OPERATIN COMPANY GUAR 144A 01/28 5      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198705.60    | 0.06%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.56900 08/14/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $612.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-118167.54   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.51000 04/09/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1382.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTG BKD SEC 2007-15                                              | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 15 A1         | CUSIP: 949797AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67181 | PA      | $65724.78     | 0.02%             | 2037-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-13647.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS VIII ISSUER 2022-A                                            | SUNNOVA HELIOS VIII ISSUER, LL SNVA 2022 A A 144A       | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1326856 | PA      | $1125852.17   | 0.32%             | 2049-02-22      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.68000 08/07/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-630.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV SR UNSECURED 04/32 VAR                     | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $183117.67    | 0.05%             | 2032-04-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP PLC                                                    | LEGAL + GENERAL GROUP JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1N5DJ1<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $256485.56    | 0.07%             | 2031-03-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 05/31 4      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189419.14    | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-103.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.47000 09/04/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1047.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                              | AES CORP/THE AES CORP/THE                               | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519040.50    | 0.15%             | 2055-01-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                 | AES ANDES SA AES ANDES SA                               | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    350000 | PA      | $366380.70    | 0.10%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK CO LTD                                                          | SHINHAN BANK SUBORDINATED REGS 04/29 4                  | CUSIP: 82460EAN0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $196484.36    | 0.06%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT ZAR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $104.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                         | WEYERHAEUSER CO SR UNSECURED 11/29 4                    | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99076.74     | 0.03%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARBOUR CLO VI DAC 6A                                                         | ARBOUR CLO ARBR 6A AR 144A                              | CUSIP: ACI2RC930<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2600000 | PA      | $3059426.17   | 0.86%             | 2037-11-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                              | BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1               | CUSIP: 07387QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249154 | PA      | $229392.85    | 0.06%             | 2046-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOUTH AFRICA EM SP MYC                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $7534.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                     | MSCI INC COMPANY GUAR 144A 09/30 3.625                  | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572917.94    | 0.16%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BRIDGEGATE FUNDING PLC 2023-1A                                               | BRIDGEGATE FUNDING PLC BRGTE 2023 1A E 144A             | CUSIP: ACI2C6RF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    950000 | PA      | $1286203.03   | 0.36%             | 2062-10-16      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KG04            | FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1             | CUSIP: 3137F84T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2767396 | PA      | $96306.50     | 0.03%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-2A                                                     | FIRST HELP FINANCIAL LLC FHF 2024 2A A2 144A            | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1495961 | PA      | $1510404.14   | 0.43%             | 2030-06-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.89000 03/03/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1818.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                              | JONES LANG LASALLE INC JONES LANG LASALLE INC           | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    500000 | PA      | $536976.94    | 0.15%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.89600 01/08/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3648.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS AUD 4.50000 03/20/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $68647.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RA8648 FR 06/53 FIXED 5.5             | CUSIP: 3133KQTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18736232 | PA      | $18986981.03  | 5.36%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFT TRUST 2020-ABC E                                                         | MFT TRUST MOFT 2020 ABC A 144A                          | CUSIP: 55317BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $82077.60     | 0.02%             | 2042-02-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HERO FUTURE ENERGIES (CLEAN RENEWABLE POWER MAURITIUS PTE LTD)               | CLEAN RENEWABLE POWER SR SECURED 144A 03/27 4.25        | CUSIP: 18452NAB0<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |    154000 | PA      | $151395.40    | 0.04%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLDINGS                                                   | INDIA GREEN POWER HOLD SECURED 144A 02/27 4             | CUSIP: 45410LAA0<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |    216650 | PA      | $212584.93    | 0.06%             | 2027-02-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.37500 10/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5699.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.66500 01/24/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $402.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF4                                         | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF4 M1          | CUSIP: 362334FV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1577177 | PA      | $1515606.86   | 0.43%             | 2036-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1A                                       | TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A     | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1217771 | PA      | $1227516.11   | 0.35%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR35                                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR35 2A1A      | CUSIP: 45667SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57679 | PA      | $52025.91     | 0.01%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-10                                               | GSAA HOME EQUITY TRUST GSAA 2006 10 AF5                 | CUSIP: 362375AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212783 | PA      | $47360.45     | 0.01%             | 2036-06-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       804 | NC      | $544681.53    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/32 2.75                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2045484.36   | 0.58%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                          | INTESA SANPAOLO SPA 144A 06/33 6.625                    | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    700000 | PA      | $770861.83    | 0.22%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.97000 02/27/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3501.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                          | ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2           | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338305.53    | 0.10%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.01500 12/30/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5685.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LIMITED                                                   | SIRIUS REAL ESTATE LTD SR UNSECURED REGS 11/28 1.75     | CUSIP: ACI21W3V8<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |    200000 | PA      | $224433.71    | 0.06%             | 2028-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1108.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)                                      | AIB GROUP PLC SUBORDINATED REGS 05/31 VAR               | CUSIP: BMBQMGII4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $470246.36    | 0.13%             | 2031-05-30      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $239009.11    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUIFIRST MORTGAGE LOAN TRUST 2005-1                                         | EQUIFIRST MORTGAGE LOAN TRUST EMLT 2005 1 M7            | CUSIP: 29445FCU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210446 | PA      | $191951.98    | 0.05%             | 2035-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/31 7           | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2400000 | PA      | $131829.07    | 0.04%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.41000 11/05/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-3137.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                  | BNP PARIBAS BNP PARIBAS                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1061752.00   | 0.30%             | 2029-08-16      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                 | JDE PEET S NV COMPANY GUAR 144A 09/31 2.25              | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $693929.70    | 0.20%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                              | PENNYMAC FIN SVCS INC COMPANY GUAR 144A 09/31 5.75      | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198431.03    | 0.06%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $5382.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.60000 01/17/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $642.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2006-17                                        | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 17 2A3          | CUSIP: 12666VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191590 | PA      | $182538.47    | 0.05%             | 2047-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                  | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/26 3.375    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $113901.91    | 0.03%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                         | JPMORGAN CHASE + CO SR UNSECURED 11/32 VAR              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1256088.32   | 0.35%             | 2032-11-08      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| BOISE CASCADE LLC                                                            | BOISE CASCADE COMPANY COMPANY GUAR 144A 07/30 4.875     | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490160.50    | 0.14%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS GROUP PLC                                            | INTERCONTINENTAL HOTELS COMPANY GUAR REGS 10/28 3.375   | CUSIP: ACI1RXXZ8<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $388165.60    | 0.11%             | 2028-10-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.43000 09/30/22-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13022.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 01/27 2.75               | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $295062.00    | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                           | ALLY FINANCIAL INC SR UNSECURED 11/28 2.2               | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $747908.87    | 0.21%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.82700 05/06/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $4961.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMM 2021-2400 MORTGAGE TRUST                                                | COMM MORTGAGE TRUST COMM 2021 2400 D 144A               | CUSIP: 20048FAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $956981.50    | 0.27%             | 2038-12-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB4615 FN 07/52 FIXED 4.5                     | CUSIP: 3140QQDV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84002 | PA      | $81963.38     | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STWD 2021-HTS MORTGAGE TRUST 2021-HTS                                        | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 HTS D 144A     | CUSIP: 78486DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996282.50    | 0.28%             | 2034-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                    | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7       | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4800000 | PA      | $1541770.42   | 0.44%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5             | CUSIP: 3133KQQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    394469 | PA      | $384405.57    | 0.11%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                       | DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 01/32 1        | CUSIP: ACI1RH4P7<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $303209.54    | 0.09%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV JR SUBORDINA 12/99 VAR                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192241.08    | 0.05%             | 2027-05-16      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                     | SNAM SPA SR UNSECURED 144A 05/30 5                      | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1217657.95   | 0.34%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2021-2A                          | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2021 2A A 144A       | CUSIP: 76088LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356248 | PA      | $352789.79    | 0.10%             | 2030-03-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $9287.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.55500 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $794.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                         | GNMA II TBA 30 YR 5 JUMBOS                              | CUSIP: 21H0506B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2800000 | PA      | $2781871.20   | 0.79%             | 2054-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                          | CENTENE CORP SR UNSECURED 08/31 2.625                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    600000 | PA      | $515823.09    | 0.15%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                      | NYO COMMERCIAL MORTGAGE TRUST NYO 2021 1290 D 144A      | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1462695.90   | 0.41%             | 2038-11-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.07100 01/15/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6671.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF TRUST 2022-1A                                                            | FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A             | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71573 | PA      | $71563.60     | 0.02%             | 2028-01-18      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.9* 9/23/23-28Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $36504.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-322043.02   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2007-WF1                                           | STRUCTURED ASSET SECURITIES CO SASC 2007 WF1 A1         | CUSIP: 86358BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67924 | PA      | $67084.13     | 0.02%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.90000 04/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2142.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/4.32000 10/20/23-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $2448.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR GBP SONIO/4.00000 09/17/25-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $27261.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB8465 FN 05/54 FIXED 4.5                     | CUSIP: 3140QUMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3965695 | PA      | $3849771.26   | 1.09%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $18615.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $281856.24    | 0.08%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                           | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450867.88    | 0.13%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.4* 8/10/23-8Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $92205.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RA9795 FR 09/53 FIXED 4               | CUSIP: 3133KR3C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1022589 | PA      | $965066.25    | 0.27%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNP ASSURANCES                                                               | CNP ASSURANCES SACA SUBORDINATED REGS 01/29 1.25        | CUSIP: ACI232Q39<br>LEI: 969500QKVPV2H8UXM738 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $555893.53    | 0.16%             | 2029-01-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA SR UNSECURED 144A 07/33 VAR                     | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $312021.79    | 0.09%             | 2033-07-19      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSECURED 06/29 3.4             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95996.65     | 0.03%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-327074.53   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL QF6943 FR 02/53 FIXED 5               | CUSIP: 3133BUWC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    540930 | PA      | $537983.44    | 0.15%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317U0U5A9 PIMCO FPPSWAPTION 2.4 PUT USD                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    300000 | NC      | $79036.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-1A                                                     | FIRST HELP FINANCIAL LLC FHF 2024 1A A2 144A            | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    624246 | PA      | $629850.27    | 0.18%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.86000 04/24/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2628.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                                       | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A10        | CUSIP: 18976GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213879 | PA      | $188123.21    | 0.05%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.09000 04/30/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $18227.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.65000 03/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $267.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RA9796 FR 09/53 FIXED 4.5             | CUSIP: 3133KR3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2947726 | PA      | $2867040.80   | 0.81%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                                 | NORTHWOODS CAPITAL LTD WOODS 2018 14BA AR 144A          | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1428096 | PA      | $1430688.75   | 0.40%             | 2031-11-13      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 1A1       | CUSIP: 45660LMF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341519 | PA      | $228376.05    | 0.06%             | 2035-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 1A1         | CUSIP: 61749LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244545 | PA      | $44390.13     | 0.01%             | 2036-06-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.00000 06/21/23-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $140573.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MFT TRUST 2020-B6                                                            | MFT TRUST MOFT 2020 B6 B 144A                           | CUSIP: 55316TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $709739.70    | 0.20%             | 2040-08-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.51400 09/04/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1414.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                         | BOSTON PROPERTIES LP SR UNSECURED 04/32 2.55            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129753.16    | 0.04%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.4* 07/16/23-8Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $31235.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -500000 | PA      | $-439256.84   | -0.12%            | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.38500 10/17/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5513.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II 2022-1A                                                    | 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A               | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1301950.34   | 0.37%             | 2034-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.76000 03/04/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3062.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $59904.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARKS AND SPENCER PLC                                                        | MARKS + SPENCER PLC SR UNSECURED REGS 07/27 3.25        | CUSIP: ACI1D35Z0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $394736.60    | 0.11%             | 2027-07-10      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-51                                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 51 3A3A       | CUSIP: 12668ACZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115248 | PA      | $103262.08    | 0.03%             | 2035-11-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.95000 12/29/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4409.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/1.60000 01/16/24-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $94817.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.42000 03/07/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-899.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAP INC                                                                      | GAP INC/THE COMPANY GUAR 144A 10/31 3.875               | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228402.93    | 0.06%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.46000 04/01/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1938.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                           | REGENCY CENTERS LP COMPANY GUAR 06/30 3.7               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97389.93     | 0.03%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4092.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $13.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                        | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 02/32 3.625  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229038.83    | 0.06%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.51500 11/06/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-17007.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-5                                                | GSAA HOME EQUITY TRUST GSAA 2006 5 2A1                  | CUSIP: 362334GR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48877 | PA      | $15634.58     | 0.00%             | 2036-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD 2019-2A                                              | REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A         | CUSIP: 75888TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300027 | PA      | $1303214.00   | 0.37%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.12800 12/04/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-6778.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA SR UNSECURED 144A 10/27 VAR                     | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $488147.26    | 0.14%             | 2027-10-19      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20270610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-303.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RA9049 FR 05/53 FIXED 4               | CUSIP: 3133KRBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    411753 | PA      | $388675.84    | 0.11%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1947.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.45000 10/04/22-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $26078.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA                       | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 NEMA X 144A    | CUSIP: 63874RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23885000 | PA      | $385828.74    | 0.11%             | 2039-02-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS XI ISSUER LLC 2023-A                                          | (SUNNOVA) AURORA I ISSUER, LLC SNVA 2023 A A 144A       | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960413 | PA      | $882430.83    | 0.25%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UPSTART PASS-THROUGH TRUST SERIES 2022-ST2                                   | UPSTART PASS THROUGH TRUST UPSPT 2022 ST2 A 144A        | CUSIP: 91680UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19200 | PA      | $19178.37     | 0.01%             | 2030-04-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.90500 03/12/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3910.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ0135 FR 11/53 FIXED 4               | CUSIP: 3142GQEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    761820 | PA      | $718649.02    | 0.20%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ1504 FR 05/54 FIXED 6.5             | CUSIP: 3142GRU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3377275 | PA      | $3498051.14   | 0.99%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.37000 07/12/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-10019.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4988.78      | 0.00%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                             | KILROY REALTY LP COMPANY GUAR 11/32 2.5                 | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166379.36    | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                              | SANTANDER UK GROUP HLDGS SR UNSECURED 01/29 VAR         | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $314054.72    | 0.09%             | 2029-01-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-1472.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.23100 09/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5739.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A3                               | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A3 2A2         | CUSIP: 76113WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508954 | PA      | $67446.89     | 0.02%             | 2037-04-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.75000 06/21/23-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $500335.15    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERNATIONAL DISTRIBUTION SERVICES PLC                                      | INT DISTRIBUTION SERV COMPANY GUAR REGS 09/30 7.375     | CUSIP: ACI2JQ0Q6<br>LEI: 213800TCZZU84G8Z2M70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $721341.86    | 0.20%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.06000 07/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6919.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.78000 05/02/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $4562.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.14800 11/20/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-6942.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC SR UNSECURED 144A 01/29 6.301    | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $624360.22    | 0.18%             | 2029-01-09      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.06300 12/06/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-6149.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB4806 FN 07/52 FIXED 3                       | CUSIP: 3140QQKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425579 | PA      | $375002.77    | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A        | CUSIP: 41161QAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113466 | PA      | $45533.79     | 0.01%             | 2036-06-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC C 144A    | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $365222.65    | 0.10%             | 2038-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK CO LTD                                                          | SHINHAN BANK SUBORDINATED 144A 04/32 4.375              | CUSIP: 82460CAR5<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $489906.14    | 0.14%             | 2032-04-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                       | FAIR ISAAC CORP SR UNSECURED 144A 06/28 4               | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    570000 | PA      | $555022.54    | 0.16%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TRUST 2005-HE2                                        | MASTR ASSET BACKED SECURITIES MABS 2005 HE2 M4          | CUSIP: 57643LKP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $208845.92    | 0.06%             | 2035-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                       | SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137130 | PA      | $141294.99    | 0.04%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-0.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-969.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.45000 05/05/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1999.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.95000 04/16/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5072.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.93300 01/06/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4274.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.84200 12/26/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1564.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 06/21/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2915.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                             | KILROY REALTY LP COMPANY GUAR 11/33 2.65                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    900000 | PA      | $737154.50    | 0.21%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                     | HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187857.74    | 0.05%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                             | NATIONSTAR MTG HLD INC COMPANY GUAR 144A 11/31 5.75     | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304133.40    | 0.09%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTG PROD INC 2003-RS9                                      | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2003 RS9 MII1       | CUSIP: 760985B34<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149355 | PA      | $149413.26    | 0.04%             | 2033-10-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| KREST COMMERCIAL MORTGAGE SECURITIES TRUST 2021-CHIP                         | KREST COMMERCIAL MORTGAGE SECU KREST 2021 CHIP D 144A   | CUSIP: 50085PAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1329601.80   | 0.38%             | 2044-11-05      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.30000 10/03/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $33831.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2016-225L                                               | LIBERTY STREET TRUST LBTY 2016 225L C 144A              | CUSIP: 902055AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1500967.61   | 0.42%             | 2036-02-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.86000 02/21/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7092.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.87400 03/05/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3367.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2006-3                                         | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A33         | CUSIP: 00703QAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245693 | PA      | $75695.87     | 0.02%             | 2036-08-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.23200 09/10/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2876.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260528                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $34.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                         | EXTENDED STAY AMERICA TRUST ESA 2021 ESH D 144A         | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484884 | PA      | $485607.25    | 0.14%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.50 7/12/23-6Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7981.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                           | ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP AJ 144A    | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $968372.20    | 0.27%             | 2036-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.25000 11/06/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-7968.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.64750 01/08/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-86.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                   | VONOVIA SE SR UNSECURED REGS 06/28 1.875                | CUSIP: ACI24H5K0<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $691017.28    | 0.20%             | 2028-06-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST 2015-1211                                  | 1211 AVENUE OF THE AMERICAS TR AOTA 2015 1211 D 144A    | CUSIP: 90117PAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1455800.00   | 0.41%             | 2035-08-10      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                               | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617419.36    | 0.17%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC (AKA: GRAINGER TRUST PLC)                                       | GRAINGER PLC SR SECURED REGS 07/30 3                    | CUSIP: ACI1NGD16<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122064.46    | 0.03%             | 2030-07-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.40000 02/12/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1093.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CTP NV                                                                       | CTP NV SR UNSECURED REGS 06/29 1.25                     | CUSIP: ACI1YLP85<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $220083.71    | 0.06%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                           | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI1NVLN6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $473242.80    | 0.13%             | 2027-06-29      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11                         | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3       | CUSIP: 073879PA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205920 | PA      | $206787.48    | 0.06%             | 2034-12-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-EQ1A                                          | STRUCTURED ASSET SECURITIES CO SASC 2006 EQ1A M1 144A   | CUSIP: 86360RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1565667 | PA      | $1576600.61   | 0.45%             | 2036-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP                                               | WORLDWIDE PLAZA TRUST WPT 2017 WWP A 144A               | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $67608.96     | 0.02%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2022-1A                          | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2022 1A A 144A       | CUSIP: 76089EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259724 | PA      | $261471.95    | 0.07%             | 2030-09-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34380000 | PA      | $35118155.45  | 9.91%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST 2016-787S                                                | COMM MORTGAGE TRUST COMM 2016 787S B 144A               | CUSIP: 12635WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1087008.12   | 0.31%             | 2036-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.91000 12/29/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4653.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL QF0107 FR 09/52 FIXED 5.5             | CUSIP: 3133BMDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    870733 | PA      | $882074.82    | 0.25%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113000 | PA      | $112217.96    | 0.03%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.30000 01/17/24-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $50434.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVIS PERKINS PLC                                                           | TRAVIS PERKINS PLC SR UNSECURED REGS 02/26 3.75         | CUSIP: ACI1SRVK5<br>LEI: 2138001I27OUBAF22K83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $532909.97    | 0.15%             | 2026-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 12/20/23-3Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-21573.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC SR UNSECURED 11/28 VAR                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $848584.29    | 0.24%             | 2028-11-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                  | EQUINIX INC SR UNSECURED 04/32 3.9                      | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $383880.94    | 0.11%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.65000 01/08/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4267.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.90000 01/08/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3717.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                             | BALL CORP COMPANY GUAR 09/31 3.125                      | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    580000 | PA      | $526975.73    | 0.15%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-10755.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL MB0297 FN 01/55 FIXED 5.5                     | CUSIP: 3138MTKK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4839848 | PA      | $4884444.27   | 1.38%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.40000 04/09/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-553.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.39000 10/01/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1031.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ1927 FR 07/54 FIXED 5               | CUSIP: 3142GSD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5042569 | PA      | $5006575.81   | 1.41%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                            | MNSN HOLDINGS INC COMMON STOCK                          | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1017 | NS      | $61020.00     | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| COMM MORTGAGE TRUST 2016-787S                                                | COMM MORTGAGE TRUST COMM 2016 787S C 144A               | CUSIP: 12635WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $981976.50    | 0.28%             | 2036-02-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 1.00000 05/18/22-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-11910.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.70000 03/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $527.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                     | NEXI SPA SR UNSECURED REGS 04/26 1.625                  | CUSIP: ACI1X5NT7<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |    550000 | PA      | $642489.76    | 0.18%             | 2026-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTK/0.00000 12/15/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $53091.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                          | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11A4       | CUSIP: 161630BK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48317 | PA      | $45576.87     | 0.01%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $6982.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                 | HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95        | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221474.41    | 0.06%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB2                                             | COUNTRYWIDE HOME LOANS CWHL 2007 HYB2 3A1               | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34569 | PA      | $31620.73     | 0.01%             | 2047-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SA                                                   | CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $159757.88    | 0.05%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2A                                                | SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A          | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    603479 | PA      | $543614.09    | 0.15%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                  | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8        | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $155188.80    | 0.04%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE CO LTD                                                 | HANWHA LIFE INSURANCE SUBORDINATED 144A 02/32 VAR       | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $294917.92    | 0.08%             | 2032-02-04      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-489.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                            | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR    | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $195358.06    | 0.06%             | 2032-01-24      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                              | AES CORP/THE SR UNSECURED 06/28 5.45                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307336.38    | 0.09%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0526B3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6400000 | PA      | $-6448973.06  | -1.82%            | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONVATEC (180 MEDICAL INC)                                                   | 180 MEDICAL INC COMPANY GUAR 144A 10/29 3.875           | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $671080.45    | 0.19%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $9307132.83   | 2.63%             | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REVERSE REPO MORGAN STANLEY                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -622500 | PA      | $-623174.37   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440               | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 B 144A   | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $72800.13     | 0.02%             | 2036-03-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                             | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8            | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    800000 | PA      | $732680.77    | 0.21%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                        | CPI PROPERTY GROUP SA SR UNSECURED REGS 01/28 2.75      | CUSIP: ACI1J42H5<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $256535.81    | 0.07%             | 2028-01-22      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.52000 04/09/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1277.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIA OUTLETS BV                                                               | VIA OUTLETS BV SR UNSECURED REGS 11/28 1.75             | CUSIP: ACI21N9Q3<br>LEI: 2594009AT1MND8D7E216 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $565751.29    | 0.16%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260707                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $36.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                 | REPUBLIC OF CHILE SR UNSECURED 01/34 3.5                | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $275370.00    | 0.08%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $488.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.65500 01/24/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $122.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US LONG BOND(CBT) DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        46 | NC      | $104914.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-6148.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.37000 10/09/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $12441.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.44600 10/23/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4424.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.25500 11/22/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-5745.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 3 MONTH SOFR FUT  SEP25 XCME 20251216                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -4 | NC      | $18840.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RA8571 FR 06/53 FIXED 4               | CUSIP: 3133KQQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    380999 | PA      | $359843.50    | 0.10%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -750000 | PA      | $-631989.08   | -0.18%            | 2055-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                              | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR             | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    500000 | PA      | $465834.05    | 0.13%             | 2029-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20270610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-8.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 03/19/25-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-215040.07   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.92000 12/13/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-8551.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                             | ABN AMRO BANK NV SR UNSECURED 144A 12/29 VAR            | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $473148.24    | 0.13%             | 2029-12-13      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2016-GS3                                        | GS MORTGAGE SECURITIES TRUST GSMS 2016 GS3 WMB 144A     | CUSIP: 36251PBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $174390.80    | 0.05%             | 2049-10-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $321008.54    | 0.09%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                       | LOGICOR FINANCING SARL COMPANY GUAR REGS 11/28 3.25     | CUSIP: ACI167F39<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $826332.64    | 0.23%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-1918                              | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 1918 A 144A    | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1713150.52   | 0.48%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                    | MITSUBISHI UFJ FIN GRP SR UNSECURED 10/32 VAR           | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $445948.12    | 0.13%             | 2032-10-13      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                  | ONEMAIN FINANCE CORP ONEMAIN FINANCE CORP               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622654.80    | 0.18%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ACEF HOLDING SCA                                                             | ACEF HOLDING SCA COMPANY GUAR REGS 06/28 0.75           | CUSIP: ACI1YGTT6<br>LEI: 213800KW7LHVG5QUS111 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $558328.75    | 0.16%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                           | TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45        | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $543385.75    | 0.15%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| 280 PARK AVENUE 2017-280P MORTGAGE TRUST                                     | 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P B 144A     | CUSIP: 90205FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991773.70    | 0.28%             | 2034-09-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-266.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                     | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $394815.48    | 0.11%             | 2028-11-07      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB7220 FN 09/53 FIXED 5.5                     | CUSIP: 3140QTAW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260375 | PA      | $263443.73    | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                        | CPI PROPERTY GROUP SA SR UNSECURED REGS 01/31 1.5       | CUSIP: ACI1V7SM5<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97804.54     | 0.03%             | 2031-01-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1141.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-26475.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                  | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75     | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $276855.53    | 0.08%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.22000 01/08/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-2874.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUST 10Y BOND FUT DEC25 XSFE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        60 | NC      | $-16097.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | RFR JPY MUTKCALM/0.00000 12/15/21-7Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $279096.48    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-18606.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       368 | NC      | $48321.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A2                                         | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A2A         | CUSIP: 59024FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736428 | PA      | $198501.02    | 0.06%             | 2037-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                       | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 D 144A       | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445228.38    | 0.13%             | 2038-05-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.67000 01/08/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-442.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                         | BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX XCP 144A  | CUSIP: 05493LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 261000000 | PA      | $274.05       | 0.00%             | 2038-09-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL DA3487 FN 10/53 FIXED 6                       | CUSIP: 3140A32V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153182 | PA      | $157439.38    | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                  | FED REPUBLIC OF BRAZIL SR UNSECURED 03/34 6.125         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    700000 | PA      | $717150.00    | 0.20%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                       | NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5             | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1317468.19   | 0.37%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $24755.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB6416 FN 05/53 FIXED 4                       | CUSIP: 3140QSDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341162 | PA      | $322307.06    | 0.09%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC SR UNSECURED 144A 11/28 VAR      | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $535535.78    | 0.15%             | 2028-11-16      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                  | UNITED MEXICAN STATES UNITED MEXICAN STATES             | CUSIP: ACI2MJSF2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $1331155.08   | 0.38%             | 2032-05-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4963.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 3 MONTH SOFR FUT  DEC25 XCME 20260317                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -5 | NC      | $19087.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.90750 03/04/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3940.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.62000 01/31/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-144.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2021-1A LLC                                           | SERVICE EXPERTS ISSUER SE 2021 1A A 144A                | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245090 | PA      | $240774.48    | 0.07%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $35949.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                           | ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A     | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $196892.04    | 0.06%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.72500 02/07/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $692.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.08000 02/23/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-30904.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.64500 08/07/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-548.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSST 2021-1818 MORTGAGE TRUST                                                | BSST MORTGAGE TRUST BSST 2021 1818 D 144A               | CUSIP: 07403PAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $149963.10    | 0.04%             | 2036-03-15      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                       | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR      | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178972.49    | 0.05%             | 2032-06-29      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20250.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS OPPORTUNITY LOAN FUND DAC 1A                                    | CVC CORDATUS OPPORTUNITY LOAN COLFR 1A BR 144A          | CUSIP: ACI2VPZ11<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1400000 | PA      | $1646175.39   | 0.46%             | 2033-08-15      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.08000 06/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7190.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD KWD BOUGHT USD 20290502                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $8890.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAST MORTGAGE TRUST 2022-1700                                               | BSST MORTGAGE TRUST BSST 2022 1700 D 144A               | CUSIP: 055742AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $402623.52    | 0.11%             | 2037-02-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BUND FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         6 | NC      | $5347.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF FINANCE GMBH                                                              | ZF FINANCE GMBH COMPANY GUAR REGS 05/27 2               | CUSIP: ACI1XFRX2<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $801364.14    | 0.23%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                        | SLM CORP SR UNSECURED 11/26 3.125                       | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $882445.86    | 0.25%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP                                               | WORLDWIDE PLAZA TRUST WPT 2017 WWP C 144A               | CUSIP: 98162JAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $297107.35    | 0.08%             | 2036-11-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                          | NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172            | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $661586.53    | 0.19%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $106462.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                             | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1177656.73   | 0.33%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260615                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $46.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                | SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2          | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290855.24    | 0.08%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                    | XPLR INFRAST OPERATING SR UNSECURED 144A 01/29 7.25     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821951.20    | 0.23%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH                                    | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH D 144A     | CUSIP: 78486EAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1098688.69   | 0.31%             | 2036-11-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/4.00000 02/26/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6896.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317U0VAA1 PIMCO FPPSWAPTION 2.11 PUT USD                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    300000 | NC      | $84048.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BRITISH TELECOMMUNICATIONS PL SNR SE ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $4864.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                              | AES CORP/THE SR UNSECURED 01/31 2.45                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    720000 | PA      | $645090.77    | 0.18%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.24000 09/16/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2807.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL BF0332 FN 01/59 FIXED 3                       | CUSIP: 3140FXLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1162464 | PA      | $1017607.67   | 0.29%             | 2059-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC D 144A    | CUSIP: 466330AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $901501.47    | 0.25%             | 2038-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.28000 11/22/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-8225.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                          | CENTENE CORP SR UNSECURED 10/30 3                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    500000 | PA      | $447081.18    | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL BF0091 FN 05/56 FIXED 3.5                     | CUSIP: 3140FXC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158599 | PA      | $144418.35    | 0.04%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.00000 03/19/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $562429.42    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.38000 12/31/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1157.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE)                     | MUNICH RE SUBORDINATED 144A 05/42 VAR                   | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $417680.00    | 0.12%             | 2042-05-23      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV SR UNSECURED 03/33 VAR                     | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $489823.63    | 0.14%             | 2033-03-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                | UNICREDIT SPA SUBORDINATED 144A 06/35 VAR               | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $403444.47    | 0.11%             | 2035-06-30      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 09/29 3.875                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3021035.16   | 0.85%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-56263.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.00000 12/21/22-7Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $178577.31    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.27000 08/21/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $6032.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.27750 09/16/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5035.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA16                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA16 A2       | CUSIP: 23242GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58437 | PA      | $54805.74     | 0.02%             | 2046-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                     | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159789.00    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH                | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH E 144A   | CUSIP: 46654EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $889454.90    | 0.25%             | 2038-06-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.88000 12/19/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-8159.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                          | SVB FINL TR COMMON STOCK UNIT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1159 | NS      | $631655.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.79500 08/06/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2869.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA SOL V ISSUER LLC 2023-1A                                             | SUNNOVA SOL V ISSUER, LLC SNVA 2023 1A A 144A           | CUSIP: 86745XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1037537 | PA      | $1006912.11   | 0.28%             | 2058-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440               | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 D 144A   | CUSIP: 46653DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $135142.68    | 0.04%             | 2036-03-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                           | VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR               | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $86871.61     | 0.02%             | 2081-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                 | ROMANIA UNSECURED 144A 04/33 2                          | CUSIP: ACI1X0BQ7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $184459.80    | 0.05%             | 2033-04-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                         | GNMA II POOL MA9017 G2 07/53 FIXED 5.5                  | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1958365 | PA      | $1986054.49   | 0.56%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.59500 08/19/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $405.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                 | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $182202.90    | 0.05%             | 2031-02-10      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2005-B                                       | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 B M2          | CUSIP: 64352VNL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1583760.24   | 0.45%             | 2035-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2006-3                                         | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2006 3 4A2          | CUSIP: 00703QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612687 | PA      | $207194.49    | 0.06%             | 2036-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                           | UNITED UTILITIES WAT FIN COMPANY GUAR REGS 05/34 3.75   | CUSIP: ACI2MYMZ1<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $706872.70    | 0.20%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.89000 12/22/23-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-8919.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD PEN BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-11389.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                         | FIRST AMERICAN FINANCIAL SR UNSECURED 08/31 2.4         | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $521811.82    | 0.15%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-8890.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ZCS BRL 9.815 03/13/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-182760.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                  | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1667746.64   | 0.47%             | 2028-11-10      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 3.17900 11/29/23-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-5438.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSECURED 03/34 VAR                | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $653663.16    | 0.18%             | 2034-03-09      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260521                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $43.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | 317U0V7A5 PIMCO FPPSWAPTION 2.11 CALL USD               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    200000 | NC      | $4390.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.58000 08/29/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $363.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                       | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    300000 | PA      | $269385.71    | 0.08%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.71500 08/07/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1633.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2                                    | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 C 144A     | CUSIP: 78486BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399491.18    | 0.11%             | 2038-04-18      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $16.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1142.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                            | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875       | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  90375000 | PA      | $5141222.86   | 1.45%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.78300 02/07/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1150.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                    | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/52 3.55           | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    402000 | PA      | $296407.43    | 0.08%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-9                                                | GSAA HOME EQUITY TRUST GSAA 2007 9 A1A                  | CUSIP: 3622EEAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5240 | PA      | $4684.93      | 0.00%             | 2037-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                      | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR          | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453750.02    | 0.13%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)                                      | AIB GROUP PLC SR UNSECURED 144A 09/29 VAR               | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $530931.06    | 0.15%             | 2029-09-13      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.35000 04/29/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-98.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                 | ING GROEP NV JR SUBORDINA 12/99 VAR                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $178622.87    | 0.05%             | 2031-05-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                          | NISSAN MOTOR CO SR UNSECURED 144A 07/29 5.25            | CUSIP: ACI2YQ7R0<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $479104.25    | 0.14%             | 2029-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL WAYANG WINDU LTD                                      | STAR ENERGY GEOTHERMAL SR SECURED REGS 04/33 6.75       | CUSIP: G84393AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    273800 | PA      | $283863.52    | 0.08%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $720.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.95000 06/12/24-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3037.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                 | ILLUMINA INC SR UNSECURED 03/31 2.55                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268207.74    | 0.08%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LIMITED                                                         | LENOVO GROUP LTD SR UNSECURED REGS 11/30 3.421          | CUSIP: Y5257YAJ6<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $379939.24    | 0.11%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                   | SANTANDER HOLDINGS USA SR UNSECURED 01/30 VAR           | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520993.40    | 0.15%             | 2030-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                          | FONDO MIVIVIENDA SA SR UNSECURED 144A 04/27 4.625       | CUSIP: 344593AF5<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |    400000 | PA      | $402104.81    | 0.11%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                 | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                | CUSIP: ACI1RXY95<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $243543.37    | 0.07%             | 2027-10-09      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2006-HE1                                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 HE1 M2         | CUSIP: 59020U3F0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980753 | PA      | $941120.47    | 0.27%             | 2036-12-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                            | HSBC HOLDINGS PLC SR UNSECURED 11/32 VAR                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $631108.44    | 0.18%             | 2032-11-22      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                      | CENTERPOINT ENER HOUSTON GENL REF MOR 04/53 5.3         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688190.83    | 0.19%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/2.53700 07/24/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-24269.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                         | GNMA II POOL MA9106 G2 08/53 FIXED 5.5                  | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1736637 | PA      | $1759399.47   | 0.50%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                         | EXTENDED STAY AMERICA TRUST ESA 2021 ESH C 144A         | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274065 | PA      | $274384.61    | 0.08%             | 2038-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.50000 05/22/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $95187.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                       | CHOBANI LLC/FINANCE CORP CHOBANI LLC/FINANCE CORP       | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521998.50    | 0.15%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  17100000 | PA      | $17100000.00  | 4.83%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.00000 03/19/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $687264.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                           | US TREASURY N/B 08/54 4.25                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $554062.50    | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL CB6830 FN 07/53 FIXED 4.5                     | CUSIP: 3140QSSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2016312 | PA      | $1962996.29   | 0.55%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         9 | NC      | $29729.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                                                  | REPUBLIC OF SERBIA SR UNSECURED REGS 09/28 1            | CUSIP: ACI20JG85<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    300000 | PA      | $328204.69    | 0.09%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE TRUST 2020-C6                                   | BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2020 C6 F5TC 144A  | CUSIP: 05492TBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1599000 | PA      | $1209049.47   | 0.34%             | 2053-02-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $239766.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.59400 01/09/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $755.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2004-W11                                               | ARGENT SECURITIES INC. ARSI 2004 W11 M5                 | CUSIP: 040104MK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300170 | PA      | $276801.25    | 0.08%             | 2034-11-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.73800 01/23/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $776.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2003-R4                                               | COUNTRYWIDE HOME LOANS CWHL 2003 R4 2A 144A             | CUSIP: 12669FFS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63586 | PA      | $57534.82     | 0.02%             | 2034-01-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | BOUGHT KWD SOLD USD 20260630                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $28.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-491.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                 | BARCLAYS PLC SR UNSECURED 08/28 VAR                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1021702.33   | 0.29%             | 2028-08-09      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.67000 04/03/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-768.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                        | FED HM LN PC POOL RJ1108 FR 03/54 FIXED 5               | CUSIP: 3142GRGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2266175 | PA      | $2252086.91   | 0.64%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RENEW PRIVATE LIMITED                                                        | RENEW POWER PVT LTD SR SECURED REGS 03/27 5.875         | CUSIP: Y7279WAA9<br>LEI: 335800BITJZHVZ1CN475 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200029.58    | 0.06%             | 2027-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.90000 04/10/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4277.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.77000 04/29/24-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1745.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.71000 03/05/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1211.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.83000 10/12/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2624.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.25000 03/19/25-7Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-259962.66   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-5590.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-9210.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2005-BC1                                      | SPECIALTY UNDERWRITING + RESID SURF 2005 BC1 M4         | CUSIP: 84751PEU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110585 | PA      | $110449.54    | 0.03%             | 2035-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.00 9/16/23-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $27508.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.75000 06/20/24-7Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-125287.46   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | RFR USD SOFR/3.59900 08/28/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $114.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                         | FNMA POOL MB0298 FN 01/55 FIXED 6                       | CUSIP: 3138MTKL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3089154 | PA      | $3160625.29   | 0.89%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO X DAC 10A                                                   | CAPITAL FOUR CLO CFOUR 10A A 144A                       | CUSIP: ACI2ZN408<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $3292641.05   | 0.93%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| SFO COMMERCIAL MORTGAGE TRUST 2021-555                                       | SFO COMMERICAL MORTGAGE TRUST SFO 2021 555 C 144A       | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445912.34    | 0.13%             | 2038-05-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | EURO-BOBL FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1 | NC      | $34.12        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                          | RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $14146.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-59898.63    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                   | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569            | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $467360.39    | 0.13%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-OA2                                       | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA2 A1         | CUSIP: 25150UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63766 | PA      | $57790.05     | 0.02%             | 2047-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTERNATIONAL BV                                                   | IBERDROLA INTL BV COMPANY GUAR 09/33 6.75               | CUSIP: 29266MAE9<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $274799.43    | 0.08%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                     | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS D 144A     | CUSIP: 61692AAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $76054.02     | 0.02%             | 2036-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                         | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6200000 | PA      | $5663589.21   | 1.60%             | 2055-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -6 | NC      | $-8258.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                                | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE C 144A     | CUSIP: 26210YAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $913835.90    | 0.26%             | 2043-10-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                    | VMED O2 UK FINAN SR SECURED REGS 07/31 4.5              | CUSIP: ACI1YSZV8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $247108.69    | 0.07%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer