# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004451
**Filing Date:** 2025-11
**Character Count:** 314341
**Document Hash:** 5c80afa115e70c359304ba3ecbc3e280
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004451.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004451

**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:** 251528268

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

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

## Series and Classes Contracts Data

### PIMCO Short Asset Portfolio (Series ID: S000057874)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000187474 | PIMCO Short Asset Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Short Asset Portfolio

- **b. EDGAR series identifier (if any):** S000057874

- **c. LEI of Series:** 549300F9QJIJF2GM8419

**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:** $6324847078.84

**Total Liabilities:** $101261408.53

**Net Assets:** $6223585670.31

**Delayed Delivery Securities:** $33969602.03

**Cash Not Reported:** $48266439.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 628601.683000 | **1-Year:** 307110.142400 | **5-Year:** 86487.597900 | **10-Year:** 63.731100 | **30-Year:** 872.890900

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

- **3-Month:** 360.131200 | **1-Year:** 2331.083500 | **5-Year:** 42.420200 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000187474 | 0.50%                | 0.52%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1493488.30             | $-16155288.41                              |
| Month 2  | $-2154178.89             | $27833033.51                               |
| Month 3  | $784586.75               | $-1972317.06                               |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                              | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARES EUROPEAN CLO X BV 10A                                        | ARES EUROPEAN CLO ARESE 10A AR 144A                     | CUSIP: ACI1Y2RR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7313401 | PA      | $8584585.94   | 0.14%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5580                                           | FREDDIE MAC FHR 5580 FP                                 | CUSIP: 3137HMXT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2793931 | PA      | $2806584.51   | 0.05%             | 2055-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2188224.41   | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FUNDING LLC 2024-A1                                | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2024 A1 A           | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $10761387.12  | 0.17%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION ENERGY INC SR UNSECURED 10/25 3.9              | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     940000 | PA      | $940000.00    | 0.02%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)   | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1300000 | PA      | $1291462.58   | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 01/27 VAR             | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9130000 | PA      | $9167170.42   | 0.15%             | 2027-01-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | BANK OF MONTREAL SR UNSECURED 09/27 VAR                 | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10600000 | PA      | $10642127.58  | 0.17%             | 2027-09-10      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5584                                           | FREDDIE MAC FHR 5584 DF                                 | CUSIP: 3137HNCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6073649 | PA      | $6083488.31   | 0.10%             | 2055-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/26 1.75        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10534000 | PA      | $10449387.54  | 0.17%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2748000 | PA      | $2730315.02   | 0.04%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-30254.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR            | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   19140000 | PA      | $19243880.05  | 0.31%             | 2026-08-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR          | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4028682.56   | 0.06%             | 2028-02-24      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR    | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6300000 | PA      | $6349586.73   | 0.10%             | 2026-09-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA          | CUSIP: 38380L8G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10822600 | PA      | $10794891.88  | 0.17%             | 2070-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-271113.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2018-1A                             | ECMC GROUP STUDENT LOAN TRUST ECMC 2018 1A A 144A       | CUSIP: 26828HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9334434 | PA      | $9303992.28   | 0.15%             | 2068-02-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                            | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A1 144A    | CUSIP: 20267VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     107786 | PA      | $103303.96    | 0.00%             | 2041-05-25      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                        | MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR           | CUSIP: 60687YDK2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7500000 | PA      | $7513002.53   | 0.12%             | 2031-05-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR            | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $42103230.54  | 0.68%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF           | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6420950 | PA      | $6452974.74   | 0.10%             | 2055-05-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR            | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8017953.04   | 0.13%             | 2028-01-24      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV SR UNSECURED 04/27 VAR                     | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $8018584.72   | 0.13%             | 2027-04-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR              | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12254000 | PA      | $12240601.97  | 0.20%             | 2027-01-29      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4821000 | PA      | $4874345.57   | 0.08%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING BANK (AUSTRALIA) LTD                                          | ING BANK (AUSTRALIA) LTD COVERED 12/25 VAR              | CUSIP: ACI2BHL57<br>LEI: 70UN1RCXO6LO7KWNC831 | Long             | DBT              | CORP              | AU        |   25350000 | PA      | $16797324.60  | 0.27%             | 2025-12-08      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4707                                           | FREDDIE MAC FHR 4707 FK                                 | CUSIP: 3137F2ND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4573404 | PA      | $4585731.40   | 0.07%             | 2037-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR REGS 07/26 1.375      | CUSIP: N30706VC1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    4980000 | PA      | $4882369.09   | 0.08%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC          | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3716359 | PA      | $3728921.22   | 0.06%             | 2074-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 11/26 VAR                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   51052000 | PA      | $50867334.20  | 0.82%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-64                                         | FANNIE MAE FNR 2015 64 KF                               | CUSIP: 3136AP3B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1646392 | PA      | $1619968.18   | 0.03%             | 2045-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                             | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A            | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3100144.55   | 0.05%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SUBORDINATED 03/26 4.65        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6210000 | PA      | $6215244.47   | 0.10%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A    | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2910446 | PA      | $2915291.17   | 0.05%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1                   | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A      | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5136839.00   | 0.08%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389       | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2649254.00   | 0.04%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 144A 10/26 VAR                         | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   32400000 | PA      | $32419268.60  | 0.52%             | 2026-10-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 144A 09/27 5.337                            | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    9955000 | PA      | $10199294.90  | 0.16%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 EM                                 | CUSIP: 3137H0W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16998609 | PA      | $15155886.36  | 0.24%             | 2044-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXM0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19945866.00  | 0.32%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 08/27 VAR           | CUSIP: 02665WGH8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   21700000 | PA      | $21745141.43  | 0.35%             | 2027-08-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                            | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3786978.53   | 0.06%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML PAPER 10/25 ZCP                | CUSIP: 00913WX26<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6998251.40   | 0.11%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                   | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17   | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $487413.20    | 0.01%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A3         | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3024539.40   | 0.05%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                     | FLEX LTD SR UNSECURED 02/26 3.75                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   32673000 | PA      | $32552754.87  | 0.52%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 01/29 VAR             | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8700000 | PA      | $8715372.55   | 0.14%             | 2029-01-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP SR UNSECURED 03/26 1.75                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   13071000 | PA      | $12935647.05  | 0.21%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL REGS 07/26 VAR                   | CUSIP: F0803NAF9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $6553906.45   | 0.11%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-RPL1                     | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 RPL1 A1 144A    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2014402 | PA      | $1959138.64   | 0.03%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE                                     | TAKE TWO INTERACTIVE SOF SR UNSECURED 03/26 5           | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3076202.94   | 0.05%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED REGS 07/27 VAR      | CUSIP: G84228FT0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1111158.27   | 0.02%             | 2027-07-06      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3016.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2021-NYAH     | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH A 144A   | CUSIP: 46654EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $8741007.00   | 0.14%             | 2038-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-64                                         | FANNIE MAE FNR 2014 64 BE                               | CUSIP: 3136AK2P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19779 | PA      | $19650.65     | 0.00%             | 2044-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/25 VAR     | CUSIP: 44891CCS0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1151063.66   | 0.02%             | 2025-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2A         | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1013721 | PA      | $1015521.84   | 0.02%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-4832                                                  | FREDDIE MAC FHR 4832 WF                                 | CUSIP: 3137FHS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7088511 | PA      | $7000385.72   | 0.11%             | 2038-06-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA         | CUSIP: 44891CDE0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301594.15    | 0.00%             | 2027-06-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC COMPANY GUAR 11/26 VAR             | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   13820000 | PA      | $13822405.51  | 0.22%             | 2026-11-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                         | FANNIE MAE FNR 2024 38 FA                               | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4975276 | PA      | $4986645.14   | 0.08%             | 2051-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4344                                           | FREDDIE MAC FHR 4344 FA                                 | CUSIP: 3137BAJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     699804 | PA      | $685001.09    | 0.01%             | 2037-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003503.78   | 0.02%             | 2027-10-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA SR UNSECURED 144A 01/27 VAR                     | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12045906.12  | 0.19%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-42                                         | FANNIE MAE FNR 2014 42 FA                               | CUSIP: 3136AKPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     923770 | PA      | $908174.37    | 0.01%             | 2044-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-38                                         | FANNIE MAE FNR 2014 38 HA                               | CUSIP: 3136AKNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58046 | PA      | $57677.95     | 0.00%             | 2044-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML PAPER 10/25 ZCP                | CUSIP: 00913WXE0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   39000000 | PA      | $38930665.80  | 0.63%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3                        | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 3 A1 144A       | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     479740 | PA      | $468372.93    | 0.01%             | 2065-04-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                         | FANNIE MAE FNR 2025 16 FM                               | CUSIP: 3136BU5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8744737 | PA      | $8767888.55   | 0.14%             | 2055-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD          | CUSIP: 38376R5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109360 | PA      | $109363.85    | 0.00%             | 2067-06-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                        | FANNIE MAE FNR 2024 103 FC                              | CUSIP: 3136BUQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26499685 | PA      | $26608562.00  | 0.43%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1                                      | CCG RECEIVABLES TRUST CCG 2025 1 A2 144A                | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9200000 | PA      | $9254563.36   | 0.15%             | 2032-10-14      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.25000 06/18/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $469015.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA SR UNSECURED REGS 07/26 VAR          | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1007010.60   | 0.02%             | 2026-07-05      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3029594.17  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                         | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   34600000 | PA      | $35147026.00  | 0.56%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-18                                         | FANNIE MAE FNR 2019 18 FM                               | CUSIP: 3136B4PY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8020371 | PA      | $7960395.84   | 0.13%             | 2049-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                               | FORD CREDIT AUTO OWNER TRUST FORDO 2025 B A2A           | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8700000 | PA      | $8702202.84   | 0.14%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR          | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10092000 | PA      | $9963392.09   | 0.16%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                  | SKANDINAVISKA ENSKILDA 144A 09/30 VAR                   | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   11800000 | PA      | $11828970.30  | 0.19%             | 2030-09-03      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-HX                  | 313EMW9Z2                                               | CUSIP: 990AAVQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9650000 | PA      | $9650000.00   | 0.16%             | 2055-10-01      | Floating      | 4.92%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR           | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   46850000 | PA      | $46967826.81  | 0.75%             | 2027-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                        | PENFED AUTO RECEIVABLES OWNER PNFED 2025 A A3 144A      | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3497970.00   | 0.06%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                          | FANNIE MAE FNR 2025 6 FA                                | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6066334 | PA      | $6104983.37   | 0.10%             | 2055-02-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                | PLAINS ALL AMER PIPELINE SR UNSECURED 10/25 4.65        | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3560027.55   | 0.06%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                | CANADIAN NATURAL RESOU                                  | CUSIP: 13638WXN7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |   37300000 | PA      | $37197197.47  | 0.60%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)       | HANOVER INSURANCE GROUP SR UNSECURED 04/26 4.5          | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2758034.95   | 0.04%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                              | UBS AG AUSTRALIA SR UNSECURED REGS 05/26 VAR            | CUSIP: ACI2FYK57<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   23800000 | PA      | $15841532.13  | 0.25%             | 2026-05-12      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR     | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8537357.84   | 0.14%             | 2027-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC SR SECURED 01/26 1.57                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   32324000 | PA      | $32048631.20  | 0.51%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                         | FANNIE MAE FNR 2016 40 PF                               | CUSIP: 3136ASM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10301384 | PA      | $10245581.35  | 0.16%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4948                                           | FREDDIE MAC FHR 4948 E                                  | CUSIP: 3137FQZF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1699800 | PA      | $1567890.54   | 0.03%             | 2048-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                    | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                 | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $6999354.32   | 0.11%             | 2034-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION RESOURCES                                      | CUSIP: 2574P0X33<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   22600000 | PA      | $22592076.44  | 0.36%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                              | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A         | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48488371 | PA      | $48526070.34  | 0.78%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA          | CUSIP: 38385GQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6927512 | PA      | $6955022.17   | 0.11%             | 2055-06-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                     | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A               | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8060341 | PA      | $8069521.74   | 0.13%             | 2031-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE/SYDNEY BRANCH                  | CIBC SYDNEY COVERED 04/26 VAR                           | CUSIP: ACI2FDKD6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | AU        |   24490000 | PA      | $16248947.33  | 0.26%             | 2026-04-21      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375      | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2450988.50   | 0.04%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | TORONTO DOMINION BANK SR UNSECURED REGS 03/26 VAR       | CUSIP: ACI1WDJD1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $1655060.45   | 0.03%             | 2026-03-17      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| TRNTS-2021-17A                                                    | TRINITAS CLO LTD TRNTS 2021 17A AR 144A                 | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2500000 | PA      | $2500031.65   | 0.04%             | 2034-10-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RVPO CIBC WORLD MKTS INC                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   30000000 | PA      | $21556369.91  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/29 2.125                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19111971 | PA      | $19732126.75  | 0.32%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 C A2A 144A    | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8858044 | PA      | $8881856.72   | 0.14%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                    | TR FINANCE LLC COMPANY GUAR 05/26 3.35                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $5755136.37   | 0.09%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 10/27 7.5          | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    2000000 | PA      | $2117206.68   | 0.03%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                      | ILLUMINA INC SR UNSECURED 12/25 5.8                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   13832000 | PA      | $13851182.77  | 0.22%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                       | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR      | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   25000000 | PA      | $25013606.75  | 0.40%             | 2027-01-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-3 DAC 25-3A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 3A A 144A     | CUSIP: ACI309N95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   12500000 | PA      | $14675633.28  | 0.24%             | 2035-07-15      | Floating      | 2.96%                 | No            |                  3 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE5                                     | LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A    | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     101919 | PA      | $101991.68    | 0.00%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST SECURED 144A 09/27 4.4          | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   17800000 | PA      | $17843339.97  | 0.29%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                | FANNIE MAE FNR 2025 35 FB                               | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8848716 | PA      | $8898496.63   | 0.14%             | 2055-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 02/27 VAR    | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    8913000 | PA      | $8799501.32   | 0.14%             | 2027-02-24      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $122825.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR          | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   47800000 | PA      | $48024265.65  | 0.77%             | 2027-08-11      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                    | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 09/26 VAR           | CUSIP: ACI2JNV22<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |    2200000 | PA      | $1462319.83   | 0.02%             | 2026-09-14      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR    | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20100000 | PA      | $20137493.94  | 0.32%             | 2026-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-39                                         | FANNIE MAE FNR 2018 39 FW                               | CUSIP: 3136B2CD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4967137 | PA      | $4916278.09   | 0.08%             | 2048-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 02/26 4.4              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1610164.78   | 0.03%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES INC                                               | COX ENTERPRISES INC SR UNSECURED 144A 07/27 7.375       | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2086867.94   | 0.03%             | 2027-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/26 0.125                             | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102420640 | PA      | $102070609.27 | 1.64%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-53                                         | FANNIE MAE FNR 2019 53 FA                               | CUSIP: 3136B5K95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     764287 | PA      | $747980.61    | 0.01%             | 2049-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 10/28 VAR                   | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   19300000 | PA      | $19367617.94  | 0.31%             | 2028-10-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                  | VOYA CLO LTD VOYA 2017 3A A1RR 144A                     | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8010266.00   | 0.13%             | 2034-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    4000000 | PA      | $4000000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                            | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35          | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   11295000 | PA      | $11315106.34  | 0.18%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NAVESINK CLO 2 LTD 2024-2A                                        | NAVESINK CLO, LIMITED NAVS 2024 2A A1 144A              | CUSIP: 63942YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4504023.72   | 0.07%             | 2036-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR          | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3214996.06   | 0.05%             | 2027-03-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                 | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR            | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    4388000 | PA      | $4401829.40   | 0.07%             | 2026-06-10      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                              | VASA TRUST VASA 2021 VASA A 144A                        | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14500000 | PA      | $14205448.45  | 0.23%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                   | TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A           | CUSIP: 891943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4428319 | PA      | $4430994.91   | 0.07%             | 2027-02-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2242000 | PA      | $2212007.17   | 0.04%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-21M                             | BX TRUST BX 2021 21M A 144A                             | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5385069 | PA      | $5381308.02   | 0.09%             | 2036-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CSWF 2021-SOP2                                                    | CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A    | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1231332 | PA      | $1196262.17   | 0.02%             | 2034-06-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                           | FREDDIE MAC FHR 5564 FB                                 | CUSIP: 3137HMD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10006759 | PA      | $10058867.81  | 0.16%             | 2055-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XI 2021-11A                                      | OCEAN TRAILS CLO OCTR 2021 11A AR 144A                  | CUSIP: 67514VAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20100000 | PA      | $20116093.87  | 0.32%             | 2034-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 04/26 5.4           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $10107050.13  | 0.16%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A    | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      28298 | PA      | $28306.02     | 0.00%             | 2027-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4419                                           | FREDDIE MAC FHR 4419 AF                                 | CUSIP: 3137BFMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1470962 | PA      | $1435893.70   | 0.02%             | 2040-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653            | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4400000 | PA      | $4316906.18   | 0.07%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR    | CUSIP: U9273ADZ5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4608580.70   | 0.07%             | 2026-03-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $791.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $903694.40    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                               | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A         | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1672924 | PA      | $1672032.57   | 0.03%             | 2035-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC KEURIG DR PEPPER INC               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4041211.76   | 0.06%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                           | HARVEST CLO HARVT 21A A1R 144A                          | CUSIP: ACI1WSV44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   11523456 | PA      | $13537626.62  | 0.22%             | 2031-07-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                          | COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA       | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   41500000 | PA      | $41557034.70  | 0.67%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3          | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5029403.00   | 0.08%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                               | GILEAD SCIENCES INC SR UNSECURED 10/27 1.2              | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1897034.00   | 0.03%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 11/26 VAR              | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3384913.93   | 0.05%             | 2026-11-19      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   27260000 | PA      | $27796038.73  | 0.45%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375            | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5302000 | PA      | $5264943.31   | 0.08%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                        | SUMITOMO MITSUI SYD CERT OF DEPO 07/26 VAR              | CUSIP: ACI2MP258<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $3327655.95   | 0.05%             | 2026-07-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GENERAL MOTORS FINL CO SR UNSECURED 07/27 VAR           | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8103197.15   | 0.13%             | 2027-07-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875       | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6194592.76   | 0.10%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.8616* 12/02/24-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1947314.06  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VII DAC 7A                                 | BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A             | CUSIP: ACI1W2WD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   17683222 | PA      | $20776332.41  | 0.33%             | 2031-10-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO III LTD 2020-3RA                                     | GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A               | CUSIP: 39809CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     780175 | PA      | $782250.11    | 0.01%             | 2033-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-18.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                       | CITIBANK NA CITIBANK NA                                 | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400525.60    | 0.01%             | 2026-04-30      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2681000 | PA      | $2674984.13   | 0.04%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR            | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23600000 | PA      | $23435868.84  | 0.38%             | 2027-06-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                      | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95               | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   17945000 | PA      | $17720010.61  | 0.28%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | MERRILL LYNCH REPO CAD REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   20000000 | PA      | $14370913.27  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL REGS 05/27 VAR                   | CUSIP: ACI2P5QJ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1327965.62   | 0.02%             | 2027-05-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACK DIAMOND CLO 2017-2 DAC                                      | BLACK DIAMOND CLO BLACK 2017 2A A1 144A                 | CUSIP: ACI1XBRF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      10777 | PA      | $12658.90     | 0.00%             | 2032-01-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25    | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   61531000 | PA      | $61481198.04  | 0.99%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-33                                         | FANNIE MAE FNR 2019 33 FB                               | CUSIP: 3136B45C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16636116 | PA      | $16229162.07  | 0.26%             | 2049-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 12/27 VAR    | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4100000 | PA      | $3989532.02   | 0.06%             | 2027-12-15      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                               | FORD CREDIT AUTO OWNER TRUST FORDO 2024 B A2A           | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6945915 | PA      | $6963535.82   | 0.11%             | 2027-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $268.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-138                                        | FANNIE MAE FNR 2012 138 AE                              | CUSIP: 3136AAEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2649216 | PA      | $2591905.78   | 0.04%             | 2027-12-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 3.75     | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2785117.56   | 0.04%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4351                                           | FREDDIE MAC FHR 4351 FA                                 | CUSIP: 3137BBQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1053530 | PA      | $1034114.64   | 0.02%             | 2038-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AOZORA BANK LTD                                                   | AOZORA BANK SR UNSECURED REGS 09/26 5.9                 | CUSIP: ACI2JJCB2<br>LEI: X0XUGKC9FD2CYUQNC010 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1011910.72   | 0.02%             | 2026-09-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                             | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A       | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8854318 | PA      | $8886696.97   | 0.14%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                    | NISSAN AUTO LEASE TRUST NALT 2024 B A3                  | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5060257.50   | 0.08%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   41866000 | PA      | $41034365.40  | 0.66%             | 2027-07-22      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UA27A8 PIMCO SWAPTION 2.5 CALL USD 20260213          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 1868100000 | NC      | $479354.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 4.9    | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5583000 | PA      | $5610422.24   | 0.09%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 02/26 2.75                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19888291.40  | 0.32%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-95                                         | FANNIE MAE FNR 2024 95 KF                               | CUSIP: 3136BTS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9687726 | PA      | $9688215.65   | 0.16%             | 2054-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-8515.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA SR UNSECURED 144A 01/27 VAR          | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   20102000 | PA      | $19892126.68  | 0.32%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-A                             | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3           | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5152159.23   | 0.08%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET DAEWOO CO LTD (AKA: DAEWOO SECURITIES CO LTD)         | MIRAE ASSET SECURITIES SR UNSECURED REGS 07/26 6.875    | CUSIP: ACI2HJDJ6<br>LEI: 98840072S6T63E2V1291 | Long             | DBT              | CORP              | KR        |    3616000 | PA      | $3687746.72   | 0.06%             | 2026-07-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC COMPANY GUAR REGS 04/27 VAR        | CUSIP: U37818BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1709397.02   | 0.03%             | 2027-04-04      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 10/26 VAR                                  | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   37376000 | PA      | $37361028.67  | 0.60%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                            | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10010500.00  | 0.16%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO + COMPANY WELLS FARGO + COMPANY             | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $5950090.92   | 0.10%             | 2028-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 11/26 VAR              | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1303805.07   | 0.02%             | 2026-11-04      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 10/25 2.6                        | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10404000 | PA      | $10388024.97  | 0.17%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 01/27 VAR                | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1979984.24   | 0.03%             | 2027-01-30      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-2991                                                  | FREDDIE MAC FHR 2991 CF                                 | CUSIP: 31395UWP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284965 | PA      | $282993.10    | 0.00%             | 2035-06-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9037000 | PA      | $8893486.66   | 0.14%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-79                                         | FANNIE MAE FNR 2019 79 FA                               | CUSIP: 3136B72K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     289056 | PA      | $282445.27    | 0.00%             | 2050-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                               | AMERICAN ELECTRIC POWER SR UNSECURED 11/25 1            | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6233000 | PA      | $6213935.93   | 0.10%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1A 144A         | CUSIP: 64032BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16000000 | PA      | $16136121.60  | 0.26%             | 2055-05-17      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR         | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    6087000 | PA      | $6103864.22   | 0.10%             | 2026-09-29      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                            | SAMMONS FINANCIAL GLOBAL SR SECURED 144A 09/27 VAR      | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10211982.45  | 0.16%             | 2027-09-02      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $18.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 02/26 1.2              | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   14292000 | PA      | $14128213.54  | 0.23%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-792.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AUTOZONE INC SR UNSECURED 04/26 3.125                   | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     581000 | PA      | $577646.83    | 0.01%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-148                                        | FANNIE MAE FNR 2010 148 EC                              | CUSIP: 31398S5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        369 | PA      | $367.88       | 0.00%             | 2026-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 1713400000 | NC      | $1859553.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC           | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1841788 | PA      | $1653416.28   | 0.03%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CITIGROUP REPO REPO                     5807            | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   42500000 | PA      | $42500000.00  | 0.68%             |  |  |  | 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      | $-900511.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                            | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/26 6.055  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     834000 | PA      | $845403.44    | 0.01%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                    | HOME DEPOT INC HOME DEPOT INC                           | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200117.54    | 0.00%             | 2025-12-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | NORDEA BANK ABP REGS 03/28 VAR                          | CUSIP: X60003AE4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     250000 | PA      | $251268.21    | 0.00%             | 2028-03-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS CO LLC / COLORADO INTERSTATE ISSUING CORP | COLORADO INT GAS CO/ISS COMPANY GUAR 144A 08/26 4.15    | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1293020.28   | 0.02%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T MOBILE USA INC COMPANY GUAR 02/26 2.25                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2365578.26   | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-207.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                         | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2         | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13041000 | PA      | $12860228.01  | 0.21%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 06/26 5.25                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8837000 | PA      | $8855136.35   | 0.14%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/26 4.25     | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6323000 | PA      | $6300910.54   | 0.10%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                        | LCM LTD PARTNERSHIP LCM 30A AR 144A                     | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4832888 | PA      | $4841345.62   | 0.08%             | 2031-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 04/27 VAR              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6652276.49   | 0.11%             | 2027-04-23      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4367                                           | FREDDIE MAC FHR 4367 GF                                 | CUSIP: 3137BCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13397113 | PA      | $13237449.14  | 0.21%             | 2037-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                           | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9480501 | PA      | $9504463.06   | 0.15%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AON PLC/LONDON BRANCH                                             | AON GLOBAL LTD COMPANY GUAR 12/25 3.875                 | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2790000 | PA      | $2786350.85   | 0.04%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                                | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A       | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2100000 | PA      | $2102625.00   | 0.03%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                         | FANNIE MAE FNR 2025 12 FG                               | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2545148 | PA      | $2555646.23   | 0.04%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-85                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 85 FG           | CUSIP: 38381XKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997454 | PA      | $920182.20    | 0.01%             | 2049-07-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5493                                           | FREDDIE MAC FHR 5493 FK                                 | CUSIP: 3137HHWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17156053 | PA      | $17225089.37  | 0.28%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-596314.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5567                                           | FREDDIE MAC FHR 5567 FB                                 | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22327442 | PA      | $22456244.38  | 0.36%             | 2055-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $4795.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 06/26 2.25                       | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     983000 | PA      | $969299.34    | 0.02%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36822000 | PA      | $37037877.44  | 0.60%             | 2028-04-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-38                                         | FANNIE MAE FNR 2014 38 HE                               | CUSIP: 3136AKNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43535 | PA      | $43226.24     | 0.00%             | 2044-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 11/26 VAR             | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $601841.22    | 0.01%             | 2026-11-02      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                         | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/26 3.407     | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6476285.53   | 0.10%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4474                                           | FREDDIE MAC FHR 4474 WF                                 | CUSIP: 3137BJG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1117913 | PA      | $1104471.70   | 0.02%             | 2036-12-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-66                                         | FANNIE MAE FNR 2012 66 AK                               | CUSIP: 3136A6ZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1714609 | PA      | $1683337.60   | 0.03%             | 2027-06-25      | Fixed         | 1.75%                 | 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      | $-1206969.96  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE           | CUSIP: 38381TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4308432 | PA      | $4219884.25   | 0.07%             | 2049-04-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                  | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A         | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6474485 | PA      | $5858532.79   | 0.09%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                       | QATAR ENERGY SR UNSECURED 144A 09/26 1.375              | CUSIP: 74730DAB9<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    3900000 | PA      | $3799462.88   | 0.06%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                | CONAGRA BRANDS INC SR UNSECURED 11/25 4.6               | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   16418000 | PA      | $16413320.38  | 0.26%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4263                                           | FREDDIE MAC FHR 4263 FB                                 | CUSIP: 3137B5QC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239631 | PA      | $237716.58    | 0.00%             | 2043-11-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL BZ1178 FN 06/31 FIXED 5.81                    | CUSIP: 3140NVJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5600000 | PA      | $5830129.87   | 0.09%             | 2031-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FE          | CUSIP: 38376R6F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2600214 | PA      | $2639375.81   | 0.04%             | 2067-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -699 | NC      | $-2285337.19  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 10/28 VAR             | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2292000 | PA      | $2299762.45   | 0.04%             | 2028-10-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BSREP COMMERCIAL MORTGAGE TRUST 2021-DC                           | BSREP COMMERCIAL MORTGAGE TRUS BSREP 2021 DC A 144A     | CUSIP: 05591UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3749329 | PA      | $3566924.17   | 0.06%             | 2038-08-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1086.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-4         | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2022 4 A4          | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3021147.00   | 0.05%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-19                                         | FANNIE MAE FNR 2025 19 FC                               | CUSIP: 3136BVBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16744974 | PA      | $16813062.32  | 0.27%             | 2055-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                           | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77499208 | PA      | $77631670.05  | 1.25%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL SB1240 FR 12/32 FIXED 2.5             | CUSIP: 3132CXLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12057624 | PA      | $11677550.55  | 0.19%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP SR UNSECURED 144A 07/28 VAR            | CUSIP: 62954WAR6<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    8365000 | PA      | $8455964.27   | 0.14%             | 2028-07-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-3                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2025 3 A29 144A     | CUSIP: 17332RCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4940633 | PA      | $4987873.64   | 0.08%             | 2055-06-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                              | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                 | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    8067000 | PA      | $8090114.78   | 0.13%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM2 TRUST                                               | MFRA TRUST MFRA 2020 NQM2 A1 144A                       | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2057208 | PA      | $2014748.59   | 0.03%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                      | DNB BANK ASA 144A 10/26 VAR                             | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    1700000 | PA      | $1700459.65   | 0.03%             | 2026-10-09      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-49                                         | FANNIE MAE FNR 2020 49 FB                               | CUSIP: 3136BAB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8950476 | PA      | $8644332.57   | 0.14%             | 2050-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $107859.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC ONEOK INC                                     | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8312584.13   | 0.13%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $9515.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                  | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A           | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3529194 | PA      | $3395911.75   | 0.05%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP (KNOC)                                    | KOREA NATIONAL OIL CORP SR UNSECURED 144A 03/28 VAR     | CUSIP: 50065LAP5<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | CORP              | KR        |    3000000 | PA      | $3011631.24   | 0.05%             | 2028-03-31      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR         | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5160000 | PA      | $5197870.22   | 0.08%             | 2026-07-13      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625  | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     515000 | PA      | $514852.55    | 0.01%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                      | SYNOPSYS INC SR UNSECURED 04/28 4.65                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13147765.54  | 0.21%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                     | BAT INTL FINANCE PLC COMPANY GUAR 03/26 1.668           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   23474000 | PA      | $23193399.55  | 0.37%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 03/27 VAR           | CUSIP: 02665WGM7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2404944.91   | 0.04%             | 2027-03-08      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 413                                            | FREDDIEMAC STRIP FHS 413 F25                            | CUSIP: 3133Q3LH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21808553 | PA      | $21898105.35  | 0.35%             | 2054-05-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| LCM 35 LTD 35A                                                    | LCM LTD PARTNERSHIP LCM 35A A1R 144A                    | CUSIP: 50202QAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5600000 | PA      | $5606530.55   | 0.09%             | 2034-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                      | UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/28 VAR    | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   21200000 | PA      | $21283920.84  | 0.34%             | 2028-04-02      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                    | CARMAX AUTO OWNER TRUST CARMX 2025 2 A2A                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4100000 | PA      | $4118727.57   | 0.07%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 03/26 5.35             | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12650605.51  | 0.20%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                          | BAXTER INTERNATIONAL INC SR UNSECURED 08/26 2.6         | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6956000 | PA      | $6861749.82   | 0.11%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOVT NATL MORTGAGE ASSOC SERIES 2007-26                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2007 26 FJ           | CUSIP: 38375KCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     513330 | PA      | $507882.92    | 0.01%             | 2037-04-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                              | WEC ENERGY GROUP INC SR UNSECURED 09/26 5.6             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1954000 | PA      | $1980380.17   | 0.03%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A      | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5323339 | PA      | $5082567.42   | 0.08%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4722                                           | FREDDIE MAC FHR 4722 FA                                 | CUSIP: 3137FAWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1655474 | PA      | $1613181.76   | 0.03%             | 2038-05-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA SR UNSECURED REGS 01/27 VAR                     | CUSIP: 05584KAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1050000 | PA      | $1054016.79   | 0.02%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR        | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $17623929.68  | 0.28%             | 2026-07-31      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-88                                         | FANNIE MAE FNR 2016 88 AF                               | CUSIP: 3136AUTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900140 | PA      | $892970.72    | 0.01%             | 2046-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9         | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7616084.77   | 0.12%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-46                                         | FANNIE MAE FNR 2019 46 FG                               | CUSIP: 3136B5XC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2620628 | PA      | $2592797.34   | 0.04%             | 2049-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP SR UNSECURED 144A 07/27 4.567          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $4734555.34   | 0.08%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM5 TRUST                                               | ONSLOW BAY FINANCIAL LLC OBX 2024 NQM5 A1 144A          | CUSIP: 67448NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4248144 | PA      | $4293421.94   | 0.07%             | 2064-01-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR           | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1110034.24   | 0.02%             | 2025-10-03      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-7N                                           | LEHMAN XS TRUST LXS 2005 7N 1A1A                        | CUSIP: 525221EM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     284053 | PA      | $266516.18    | 0.00%             | 2035-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2017-95                                         | FANNIE MAE FNR 2017 95 FA                               | CUSIP: 3136AYN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3953677 | PA      | $3912286.35   | 0.06%             | 2047-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV REGS 12/28 VAR                         | CUSIP: 00084EAJ7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     850000 | PA      | $852049.51    | 0.01%             | 2028-12-03      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-3                                     | SLM STUDENT LOAN TRUST SLMA 2012 3 A                    | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5439444 | PA      | $5406159.08   | 0.09%             | 2038-12-27      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4557                                           | FREDDIE MAC FHR 4557 LB                                 | CUSIP: 3137BNBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190634 | PA      | $189842.26    | 0.00%             | 2041-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                          | COOPERAT RABOBANK UA/NY 08/26 VAR                       | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4700000 | PA      | $4712293.41   | 0.08%             | 2026-08-28      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H25                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H25 FB          | CUSIP: 38375UZ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     586208 | PA      | $593755.91    | 0.01%             | 2067-11-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A2A         | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21000000 | PA      | $21083109.60  | 0.34%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                 | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1A 144A         | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29600000 | PA      | $29526867.28  | 0.47%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $151761.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD 2019-1A                                 | MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A                 | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19150000 | PA      | $19177767.50  | 0.31%             | 2034-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-27                                         | FANNIE MAE FNR 2018 27 WF                               | CUSIP: 3136B1M35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2185239 | PA      | $2149935.67   | 0.03%             | 2058-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE 10/25 ZCP                                  | CUSIP: 22823PXP3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   32300000 | PA      | $32204524.43  | 0.52%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-11                                         | FANNIE MAE FNR 2018 11 WF                               | CUSIP: 3136B1CV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     893535 | PA      | $880314.46    | 0.01%             | 2048-03-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A      | CUSIP: 78449XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     650889 | PA      | $652504.42    | 0.01%             | 2053-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $38.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $3033450.63   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                     | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3              | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   14658000 | PA      | $14532015.52  | 0.23%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                          | SAUDI ARABIAN OIL CO SR UNSECURED REGS 11/25 1.625      | CUSIP: ACI1SY339<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     500000 | PA      | $497846.88    | 0.01%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-66                                         | FANNIE MAE FNR 2025 66 FK                               | CUSIP: 3136BWYL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21107821 | PA      | $21210620.63  | 0.34%             | 2055-08-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/26 3.5     | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183441.77    | 0.00%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-C                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A      | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4423350 | PA      | $4548638.31   | 0.07%             | 2052-11-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2017-108                                        | FANNIE MAE FNR 2017 108 AF                              | CUSIP: 3136B0SA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1219572 | PA      | $1201416.20   | 0.02%             | 2048-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9066207.95   | 0.15%             | 2027-09-10      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 01/26 4.375                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26055000 | PA      | $26057038.80  | 0.42%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA LIMITED                                  | TOYOTA FINANCE AUSTRALIA SR UNSECURED 04/26 VAR         | CUSIP: ACI2F1WP2<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |    2050000 | PA      | $1359794.71   | 0.02%             | 2026-04-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-84                                         | FANNIE MAE FNR 2016 84 DF                               | CUSIP: 3136AUKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1146560 | PA      | $1125420.91   | 0.02%             | 2046-11-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                 | BXMT LTD BXMT 2020 FL3 A 144A                           | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8256148 | PA      | $8248061.64   | 0.13%             | 2037-11-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-12357.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA 144A 11/25 7                        | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $2007353.98   | 0.03%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                  | SKANDINAVISKA ENSKILDA SR UNSECURED 144A 03/27 VAR      | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   18866000 | PA      | $19004009.70  | 0.31%             | 2027-03-05      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | NORDEA BANK ABP NORDEA BANK ABP                         | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   10600000 | PA      | $10654188.26  | 0.17%             | 2027-03-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP/SYDNEY BRANCH                        | OCBC/SYDNEY SR UNSECURED 05/26 VAR                      | CUSIP: ACI2G08Q8<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |   19000000 | PA      | $12606872.81  | 0.20%             | 2026-05-18      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS K054              | FHLMC MULTIFAMILY STRUCTURED P FHMS K054 A2             | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4435409 | PA      | $4410534.19   | 0.07%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                            | POST ROAD EQUIPMENT FINANCE PREF 2025 1A A2 144A        | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2319295.16   | 0.04%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4620                                           | FREDDIE MAC FHR 4620 AF                                 | CUSIP: 3137BSAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     791820 | PA      | $787165.52    | 0.01%             | 2042-11-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 01/26 5.709            | CUSIP: 65535HBG3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   20523000 | PA      | $20602753.61  | 0.33%             | 2026-01-09      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                   | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2A 144A           | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33582030 | PA      | $33708157.64  | 0.54%             | 2027-07-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4913                                           | FREDDIE MAC FHR 4913 FB                                 | CUSIP: 3137FNJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     154176 | PA      | $152351.54    | 0.00%             | 2037-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR      | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   16736000 | PA      | $16586744.00  | 0.27%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FDG SECURED 144A 10/25 VAR         | CUSIP: 64953BBJ6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15003846.45  | 0.24%             | 2025-10-24      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2019-2 DAC 19-2A                                 | CARLYLE EURO CLO CGMSE 2019 2A A1R 144A                 | CUSIP: ACI1ZPM05<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4267256 | PA      | $5015371.62   | 0.08%             | 2032-08-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-40                                         | FANNIE MAE FNR 2013 40 ND                               | CUSIP: 3136ADG86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1632997 | PA      | $1603696.05   | 0.03%             | 2032-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF TOKYO-MITSUBISHI UFJ LTD/SYDNEY BRANCH                    | MUFG BANK LTD SYDNEY CERT OF DEPO 02/26 VAR             | CUSIP: ACI2CXPL2<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | JP        |   39200000 | PA      | $25996999.85  | 0.42%             | 2026-02-17      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5700000 | PA      | $5749783.86   | 0.09%             | 2027-08-14      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                             | BBCCRE TRUST BBCCR 2015 GTP A 144A                      | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1849000.00   | 0.03%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT HUF SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-478.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                         | COREBRIDGE GLOB FUNDING SR SECURED 144A 09/26 VAR       | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     208000 | PA      | $209614.54    | 0.00%             | 2026-09-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                    | CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A            | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1689078 | PA      | $1709226.43   | 0.03%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 05/27 VAR                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15134365.80  | 0.24%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB 144A 09/26 6.136                            | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   14400000 | PA      | $14673505.10  | 0.24%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)   | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 06/28 4.5     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6040228.74   | 0.10%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                  | EQUITABLE AMERICA GLOBAL SECURED 144A 09/27 VAR         | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14228719.64  | 0.23%             | 2027-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2017-3A                                 | NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A           | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4448923 | PA      | $4455087.57   | 0.07%             | 2066-02-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                      | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 02/27 VAR      | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10011488.10  | 0.16%             | 2027-02-05      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-2 LTD                                          | WELLFLEET CLO LTD WELF 2021 2A A1R 144A                 | CUSIP: 95023AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7150000 | PA      | $7166462.45   | 0.12%             | 2034-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.10000 02/11/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1351163.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR          | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3416000 | PA      | $3331959.09   | 0.05%             | 2027-09-10      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF          | CUSIP: 38375UG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     672682 | PA      | $675524.13    | 0.01%             | 2067-08-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                           | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602       | CUSIP: ACI1YJLN1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |    3500000 | PA      | $3429861.75   | 0.06%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA                                                | BX TRUST BX 2021 ARIA A 144A                            | CUSIP: 05608RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37600000 | PA      | $37575214.08  | 0.60%             | 2036-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H09                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H09 FB          | CUSIP: 38375UYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1430005 | PA      | $1447313.90   | 0.02%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR           | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1601520.67   | 0.03%             | 2028-01-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                | BANCO SANTANDER SA SR UNSECURED 09/27 VAR               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11746000 | PA      | $11463763.71  | 0.18%             | 2027-09-14      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   30000000 | PA      | $21556369.91  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR             | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   18457000 | PA      | $18528253.62  | 0.30%             | 2028-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP 2023-C                                         | PFS FINANCING CORP. PFSFC 2023 C A 144A                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8120260.80   | 0.13%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UWM-2021-INV4                                                     | UNITED WHOLESALE MORTGAGE LLC UWM 2021 INV4 A9 144A     | CUSIP: 918307AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10034521 | PA      | $9376408.05   | 0.15%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 12/18/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1962149.37  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                           | FREDDIE MAC FHR 5560 FB                                 | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8084601 | PA      | $8131239.70   | 0.13%             | 2055-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                           | HARVEST CLO HARVT 21A A2R 144A                          | CUSIP: ACI1WSV36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     168966 | PA      | $195181.75    | 0.00%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY SR UNSECURED 08/26 1.4                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1952260.46   | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                        | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A             | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1600000 | PA      | $1602874.19   | 0.03%             | 2034-10-23      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                        | ARES CLO LTD ARES 2017 44A A1RR 144A                    | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   20600000 | PA      | $20626387.57  | 0.33%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD                       | BROADCOM CRP /  CAYMN FI COMPANY GUAR 01/27 3.875       | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7879000 | PA      | $7876300.26   | 0.13%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/SYDNEY BRANCH                                              | UBS AG AUSTRALIA SR UNSECURED REGS 02/26 VAR            | CUSIP: ACI1W1TV6<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $4634122.94   | 0.07%             | 2026-02-26      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $396343.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                              | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12913000 | PA      | $12729614.22  | 0.20%             | 2027-04-22      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-64                                         | FANNIE MAE FNR 2015 64 FK                               | CUSIP: 3136AP3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2454900 | PA      | $2403106.10   | 0.04%             | 2055-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                           | BLACK HILLS CORP SR UNSECURED 01/26 3.95                | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   11741000 | PA      | $11719582.07  | 0.19%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625           | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    8100000 | PA      | $8096554.34   | 0.13%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                  | VENTAS REALTY LP COMPANY GUAR 01/26 4.125               | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1596818.56   | 0.03%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                  | DEUTSCHE BANK AG 01/26 4.1                              | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1924000 | PA      | $1922061.03   | 0.03%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7881248.62   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1A                           | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A3 144A    | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4940000 | PA      | $5004701.16   | 0.08%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HLDGS SANTANDER UK GROUP HLDGS       | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5059019.45   | 0.08%             | 2030-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                | AMERICAN HONDA FINANCE SR UNSECURED 07/27 VAR           | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37100000 | PA      | $37268420.27  | 0.60%             | 2027-07-09      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA           | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2067303 | PA      | $2076962.82   | 0.03%             | 2054-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA 03/27 1                              | CUSIP: 22535EAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2220000 | PA      | $2230088.37   | 0.04%             | 2027-03-11      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                         | FANNIE MAE FNR 2025 16 FA                               | CUSIP: 3136BU5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16371868 | PA      | $16438600.21  | 0.26%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                              | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55         | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2941890.21   | 0.05%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB REGS 09/27 5.337                            | CUSIP: ACI286S09<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   25000000 | PA      | $25613498.00  | 0.41%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | BROADCOM INC COMPANY GUAR 11/25 3.15                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2995505.67   | 0.05%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4903                                           | FREDDIE MAC FHR 4903 FB                                 | CUSIP: 3137FN4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     683646 | PA      | $665558.30    | 0.01%             | 2049-08-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT+T INC SR UNSECURED 11/25 4                           | CUSIP: 00206RGB2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7190931.24   | 0.12%             | 2025-11-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PNC BANK NA                                                       | PNC BANK NA SR UNSECURED 07/28 VAR                      | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10720930.70  | 0.17%             | 2028-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $8255.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD/SYDNEY BRANCH                            | UNITED OVERSEAS BANK/SYD SR UNSECURED REGS 03/26 VAR    | CUSIP: ACI2DJLB8<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   10500000 | PA      | $6961953.58   | 0.11%             | 2026-03-16      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $796.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1387.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                               | NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR           | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14750000 | PA      | $14776843.82  | 0.24%             | 2026-01-29      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                               | ELEVANCE HEALTH INC SR UNSECURED 02/30 4.75             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5290256.92   | 0.09%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-63                                         | FANNIE MAE FNR 2014 63 DG                               | CUSIP: 3136ALCV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     358382 | PA      | $355780.63    | 0.01%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2012-4A                                 | NELNET STUDENT LOAN TRUST NSLT 2012 4A A 144A           | CUSIP: 64033AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6614024 | PA      | $6593740.70   | 0.11%             | 2038-09-27      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FB          | CUSIP: 38376R4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     960799 | PA      | $973081.23    | 0.02%             | 2067-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 1.25   | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   12548000 | PA      | $12489177.86  | 0.20%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 144A 09/27 VAR                         | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3235224.13   | 0.05%             | 2027-09-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI CORPORATION                                            | MITSUBISHI CORP SR UNSECURED 144A 09/28 VAR             | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    6700000 | PA      | $6714009.30   | 0.11%             | 2028-09-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                              | TARGA RES CORP 10/25 ZCP                                | CUSIP: 87613EXH3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11474495.30  | 0.18%             | 2025-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2023-3               | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2023 3 A           | CUSIP: 02582JKD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3141182.88   | 0.05%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                  | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   28670000 | PA      | $28674773.27  | 0.46%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR             | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9500000 | PA      | $9515549.51   | 0.15%             | 2026-08-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 08/26 5.5     | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   23577000 | PA      | $23678469.99  | 0.38%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $21696.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15          | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   30102000 | PA      | $30008416.19  | 0.48%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4              | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9191000 | PA      | $9209124.10   | 0.15%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 VAR         | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    3152000 | PA      | $3161101.08   | 0.05%             | 2026-05-08      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL           | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    3700000 | PA      | $3722036.94   | 0.06%             | 2027-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL           | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    5800000 | PA      | $5849306.73   | 0.09%             | 2028-02-16      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3121                                                  | FREDDIE MAC FHR 3121 FM                                 | CUSIP: 31396JFX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160378 | PA      | $159531.40    | 0.00%             | 2036-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/28 VAR     | CUSIP: 44891CDN0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3544048.88   | 0.06%             | 2028-01-07      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK COVERED 144A 01/30 4.876         | CUSIP: 13607PVU5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20719483.60  | 0.33%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 VAR         | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6593348.19   | 0.11%             | 2026-11-05      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                | VOLKSWAGEN AUTO LEASE TRUST VWALT 2025 B A2B            | CUSIP: 92868BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20000000 | PA      | $20018252.00  | 0.32%             | 2028-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                  | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR          | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2709768.87   | 0.04%             | 2028-07-06      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C                    | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 C A2A 144A    | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14500000 | PA      | $14572787.10  | 0.23%             | 2028-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                | FANNIE MAE FNR 2025 35 FM                               | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5882607 | PA      | $5926296.80   | 0.10%             | 2055-05-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO 2024-1 DAC 24-1A                               | CUMULUS STATIC CLO CMLST 2024 1A A 144A                 | CUSIP: ACI2NK2H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5679725 | PA      | $6671517.68   | 0.11%             | 2033-11-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                | MET LIFE GLOB FUNDING I SECURED REGS 12/25 VAR          | CUSIP: ACI1T2VF0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   40420000 | PA      | $26751506.29  | 0.43%             | 2025-12-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FINSBURY SQUARE 21-1GRA                                           | FINSBURY SQUARE FSQ 2021 1GRA AGRN 144A                 | CUSIP: ACI1YK6T2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     872645 | PA      | $1174532.00   | 0.02%             | 2067-12-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 08/26 1.875                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6856397.52   | 0.11%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                        | TOYOTA AUTO RECEIVABLES OWNER TAOT 2025 B A2A           | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9300000 | PA      | $9325011.42   | 0.15%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3171                                                  | FREDDIE MAC FHR 3171 AF                                 | CUSIP: 31396TS95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573347 | PA      | $569900.94    | 0.01%             | 2036-06-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2025-A                           | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2025 A A2A         | CUSIP: 41284XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13400000 | PA      | $13450384.00  | 0.22%             | 2028-07-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FG          | CUSIP: 38376R4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372927 | PA      | $377845.67    | 0.01%             | 2067-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                          | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6200000 | PA      | $6207341.92   | 0.10%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR          | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8348500.80   | 0.13%             | 2028-03-21      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR REGS 10/25 7.05       | CUSIP: N30707AS7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     225000 | PA      | $225199.25    | 0.00%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/26 1.45       | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $989255.68    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                          | WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7        | CUSIP: Q98236AC8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $4967625.90   | 0.08%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-4775.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                         | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR           | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1007959.01   | 0.02%             | 2026-10-02      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA REGS 10/26 VAR                                  | CUSIP: 05584KAH1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2590000 | PA      | $2588962.55   | 0.04%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                | PLAINS ALL AMER PIPELINE SR UNSECURED 12/26 4.5         | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3011120.67   | 0.05%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/26 3.5     | CUSIP: 44891CBD4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2286000 | PA      | $2266745.27   | 0.04%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 5.65   | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    4892000 | PA      | $4966158.51   | 0.08%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-101                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 101 FC          | CUSIP: 38385GB99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11952766 | PA      | $12001931.31  | 0.19%             | 2055-06-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2A         | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22835330 | PA      | $22895761.43  | 0.37%             | 2027-05-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                     | D.R. HORTON INC COMPANY GUAR 10/26 1.3                  | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5835010.38   | 0.09%             | 2026-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                           | FREDDIE MAC FHR 5511 FG                                 | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15473127 | PA      | $15534192.03  | 0.25%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4141                                           | FREDDIE MAC FHR 4141 PA                                 | CUSIP: 3137AX2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2900087 | PA      | $2541036.28   | 0.04%             | 2042-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR      | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5120000 | PA      | $5143222.02   | 0.08%             | 2027-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                 | FORTIS INC SR UNSECURED 10/26 3.055                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   10400000 | PA      | $10283324.17  | 0.17%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                                | VENTURE CDO LTD VENTR 2021 44A A1NR 144A                | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5300000 | PA      | $5309056.48   | 0.09%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 CD                                 | CUSIP: 3137H0VA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17609747 | PA      | $15366915.01  | 0.25%             | 2044-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA         | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10506467.92  | 0.17%             | 2027-01-08      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $21309.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     920000 | PA      | $897992.39    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/ SYDNEY BRANCH                                    | MIZUHO BANK LTD/SYDNEY CERT OF DEPO 02/26 VAR           | CUSIP: ACI2DBH61<br>LEI: 254900O5B06Y1EPP2H33 | Long             | DBT              | CORP              | JP        |   22600000 | PA      | $14987168.98  | 0.24%             | 2026-02-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K734 | FHLMC MULTIFAMILY STRUCTURED P FHMS K734 A2             | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3341877 | PA      | $3327884.31   | 0.05%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BANK OF QUEENSLAND LIMITED                                        | BANK OF QUEENSLAND LTD SR UNSECURED 10/25 VAR           | CUSIP: ACI254LZ7<br>LEI: 549300WFIN7T02UKDG08 | Long             | DBT              | CORP              | AU        |    5500000 | PA      | $3641805.87   | 0.06%             | 2025-10-29      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2A LTD                                           | INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A         | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   13000000 | PA      | $13052681.85  | 0.21%             | 2035-07-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                               | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4716576.10   | 0.08%             | 2035-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4177                                           | FREDDIE MAC FHR 4177 MB                                 | CUSIP: 3137B16L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1282589 | PA      | $1260980.84   | 0.02%             | 2041-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-118                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 118 FA          | CUSIP: 38381ND21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5559236 | PA      | $5578679.46   | 0.09%             | 2055-07-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                        | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625      | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $6471139.48   | 0.10%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                           | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A   | CUSIP: 55287XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7960044 | PA      | $7969731.04   | 0.13%             | 2028-05-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2023-1A                               | MASTER CREDIT CARD TRUST MCCT 2023 1A A 144A            | CUSIP: 576339DF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    6400000 | PA      | $6407264.00   | 0.10%             | 2027-06-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC SR UNSECURED 01/27 VAR                    | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10788244.81  | 0.17%             | 2027-01-28      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                           | FREDDIE MAC FHR 5544 F                                  | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22288775 | PA      | $22413346.77  | 0.36%             | 2055-06-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                         | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4339000 | PA      | $4303748.84   | 0.07%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER                                        | CUSIP: 49271JX10<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4599461.34   | 0.07%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 36A LTD                                                   | KKR FINANCIAL CLO LTD KKR 36A AR 144A                   | CUSIP: 48255AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   18300000 | PA      | $18300348.80  | 0.29%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A                   | OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A    | CUSIP: ACI1WXMN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6553301 | PA      | $7694581.72   | 0.12%             | 2031-10-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| CAIRN CLO X BV 18-10A                                             | CAIRN CLO BV CRNCL 2018 10A AR 144A                     | CUSIP: ACI1YFN80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   15029169 | PA      | $17656723.37  | 0.28%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/25 4.45        | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1616000 | PA      | $1616000.00   | 0.03%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA FINANCE LLC COMPANY GUAR 144A 11/25 3.8        | CUSIP: 26884TAP7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $999091.34    | 0.02%             | 2025-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $332.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAURUS 2021-1 UK DAC 21-UK1A                                      | TAURUS CMBS TAURS 2021 UK1A A 144A                      | CUSIP: ACI1W1MF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   15784070 | PA      | $21218135.31  | 0.34%             | 2031-05-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                               | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR              | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     650000 | PA      | $655457.50    | 0.01%             | 2027-07-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 12/26 6.05              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $5201751.03   | 0.08%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SECURED 144A 08/26 5.5               | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2351802.65   | 0.04%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                            | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $10272241.50  | 0.17%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                            | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875         | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   12800000 | PA      | $12770189.31  | 0.21%             | 2026-06-18      | 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      | $900419.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                        | ARES CLO LTD ARES 2013 2A AR3 144A                      | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19500000 | PA      | $19532373.51  | 0.31%             | 2034-10-28      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4315                                           | FREDDIE MAC FHR 4315 HA                                 | CUSIP: 3137B8HN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1130196 | PA      | $1121288.83   | 0.02%             | 2032-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 01/26 5.5         | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8421225.62   | 0.14%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR          | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001084.89   | 0.02%             | 2026-12-09      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVII-R EURO CLO BV 2017-27A                               | DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A         | CUSIP: ACI1W43B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   14540407 | PA      | $17037887.23  | 0.27%             | 2033-04-15      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-5133960.48  | -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      | $24.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                                | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A     | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     700000 | PA      | $700980.00    | 0.01%             | 2034-07-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING LLC 2025-1               | GREAT AMERICA LEASING RECEIVAB GALC 2025 1 A2 144A      | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2311567.16   | 0.04%             | 2027-10-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR          | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1458943.26   | 0.02%             | 2027-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-39                                         | FANNIE MAE FNR 2019 39 F                                | CUSIP: 3136B5YZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7271607 | PA      | $7185638.78   | 0.12%             | 2048-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XVI LTD 2022-1A                                 | MOUNTAIN VIEW CLO MVEW 2022 1A A1R 144A                 | CUSIP: 62432UAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12700000 | PA      | $12721351.37  | 0.20%             | 2034-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-41                                         | FANNIE MAE FNR 2019 41 FC                               | CUSIP: 3136B5SR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003032 | PA      | $975962.25    | 0.02%             | 2049-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 11/28 VAR         | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20900000 | PA      | $21019132.51  | 0.34%             | 2028-11-26      | Floating      | 5.39%                 | 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      | $4263.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4190                                           | FREDDIE MAC FHR 4190 FA                                 | CUSIP: 3137B1CE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3399413 | PA      | $3315933.21   | 0.05%             | 2038-08-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05       | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8162000 | PA      | $8169227.78   | 0.13%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR          | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2981404.29   | 0.05%             | 2026-12-09      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3                      | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 3 A2B         | CUSIP: 379965AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9006303.60   | 0.14%             | 2027-10-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-D                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 D A1B 144A      | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2935247 | PA      | $2989580.78   | 0.05%             | 2053-09-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                       | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 07/27 5.375   | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    7800000 | PA      | $7870011.40   | 0.13%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9              | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $12341293.68  | 0.20%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-8262.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | FISERV INC SR UNSECURED 02/31 4.55                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11748577.35  | 0.19%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A        | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A   | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7380787 | PA      | $8670383.32   | 0.14%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4842                                           | FREDDIE MAC FHR 4842 FW                                 | CUSIP: 3137FJG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19336868 | PA      | $19071355.10  | 0.31%             | 2037-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   10500000 | PA      | $10535934.36  | 0.17%             | 2035-04-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-1                                  | TOWD POINT MORTGAGE TRUST TPMT 2020 1 A1 144A           | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8174064 | PA      | $7900474.27   | 0.13%             | 2060-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL FS8865 FN 02/35 FIXED VAR                     | CUSIP: 3140XQZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9208973 | PA      | $8917069.09   | 0.14%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-EA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 EA A 144A         | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2912497 | PA      | $2739696.51   | 0.04%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC 2023-4A                           | HERTZ VEHICLE FINANCING LLC HERTZ 2023 4A A 144A        | CUSIP: 42806MCE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5233972.00   | 0.08%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                     | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                 | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12800000 | PA      | $12814516.61  | 0.21%             | 2035-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R1                                | VERUS SECURITIZATION TRUST VERUS 2021 R1 A3 144A        | CUSIP: 92538BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100210 | PA      | $96815.72     | 0.00%             | 2063-10-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4876                                           | FREDDIE MAC FHR 4876 MF                                 | CUSIP: 3137FLY81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1312800 | PA      | $1296859.40   | 0.02%             | 2038-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-66                                         | FANNIE MAE FNR 2020 66 BC                               | CUSIP: 3136BBM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3958908 | PA      | $3647663.78   | 0.06%             | 2043-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR          | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3362990.85   | 0.05%             | 2028-03-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST 2024-1A                                     | HUNTINGTON AUTO TRUST HUNT 2024 1A A3 144A              | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5235000 | PA      | $5294381.65   | 0.09%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL SECURED 144A 09/28 VAR         | CUSIP: 46849CJS1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9945398.33   | 0.16%             | 2028-09-12      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA TOWER TRUST ASSET BACKED 144A 04/27 1.84            | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4300154.55   | 0.07%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| ALBACORE EURO CLO IV DAC 4A                                       | ALBACORE EURO CLO ALBAC 4A AR 144A                      | CUSIP: ACI2Q3N92<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1763013.18   | 0.03%             | 2035-07-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK CO LTD                                               | SHINHAN BANK SR UNSECURED REGS 11/25 VAR                | CUSIP: ACI2B1WV3<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |   23780000 | PA      | $15764364.33  | 0.25%             | 2025-11-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD 2019-2A                                   | REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A         | CUSIP: 75888TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1207168 | PA      | $1210127.29   | 0.02%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4779                                           | FREDDIE MAC FHR 4779 WF                                 | CUSIP: 3137F4BX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1477905 | PA      | $1453823.80   | 0.02%             | 2044-07-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                 | DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9          | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9582000 | PA      | $9637738.88   | 0.15%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LTD                                   | ISRAEL ELECTRIC CORP LTD SR SECURED 144A 12/27 7.75     | CUSIP: 46507VAB8<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     600000 | PA      | $637124.40    | 0.01%             | 2027-12-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-42142.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                  | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR          | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   15125000 | PA      | $15237181.97  | 0.24%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A                  | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR 144A   | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19100000 | PA      | $19110571.66  | 0.31%             | 2034-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC COMPANY GUAR 01/26 5.85                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   14491000 | PA      | $14530778.81  | 0.23%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1A                           | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2024 1A A2 144A    | CUSIP: 55286TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2115565 | PA      | $2118802.92   | 0.03%             | 2032-02-17      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-61                                         | FANNIE MAE FNR 2014 61 FA                               | CUSIP: 3136ALFX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16171955 | PA      | $16025792.88  | 0.26%             | 2044-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A     | CUSIP: ACI2TS750<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   16050000 | PA      | $18834637.84  | 0.30%             | 2034-10-15      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4203                                           | FREDDIE MAC FHR 4203 NJ                                 | CUSIP: 3137B2DN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98247 | PA      | $97916.97     | 0.00%             | 2040-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                 | VERUS SECURITIZATION TRUST VERUS 2024 1 A1 144A         | CUSIP: 92540EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5962381 | PA      | $6005648.90   | 0.10%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                   | TOYOTA LEASE OWNER TRUST TLOT 2024 B A3 144A            | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5013934.00   | 0.08%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4585                                           | FREDDIE MAC FHR 4585 AF                                 | CUSIP: 3137BPF46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3944672 | PA      | $3905189.47   | 0.06%             | 2046-05-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1493000 | PA      | $1435765.43   | 0.02%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/27 VAR         | CUSIP: 86562MCL2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   20400000 | PA      | $20519536.66  | 0.33%             | 2027-01-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H18 PT          | CUSIP: 38375BUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215202 | PA      | $215684.81    | 0.00%             | 2062-08-20      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95          | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1634854.05   | 0.03%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A                 | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A    | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2828882 | PA      | $2849721.97   | 0.05%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1953180.56   | 0.03%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF           | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35681767 | PA      | $35803773.22  | 0.58%             | 2055-06-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                               | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55             | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2187443.06   | 0.04%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC                                    | CUSIP: 37790AXG3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299423.55    | 0.00%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR            | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   21000000 | PA      | $20871138.12  | 0.34%             | 2026-12-14      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC     | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A    | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7447147 | PA      | $7448072.06   | 0.12%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE SR SECURED 144A 04/27 4.6      | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9563754.60   | 0.15%             | 2027-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-6                                     | SLM STUDENT LOAN TRUST SLMA 2013 6 A3                   | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6037383 | PA      | $6039373.98   | 0.10%             | 2028-06-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                           | FREDDIE MAC FHR 5517 VF                                 | CUSIP: 3137HKP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16777193 | PA      | $16847116.85  | 0.27%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A       | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2632561 | PA      | $2621795.99   | 0.04%             | 2069-04-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                   | CIGNA GROUP/THE COMPANY GUAR 02/26 4.5                  | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1700294.20   | 0.03%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                      | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A              | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11300000 | PA      | $11377339.46  | 0.18%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/26 2.125  | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   11626000 | PA      | $11507801.60  | 0.18%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | BOEING CO SR UNSECURED 02/26 2.196                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   48103000 | PA      | $47744755.31  | 0.77%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A     | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12783310 | PA      | $12797911.27  | 0.21%             | 2031-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                         | FANNIE MAE FNR 2025 88 FM                               | CUSIP: 3136BXZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6300000 | PA      | $6311236.68   | 0.10%             | 2055-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                           | FREDDIE MAC FHR 5500 GF                                 | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21384449 | PA      | $21473600.62  | 0.35%             | 2054-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXL2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12168594.76  | 0.20%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR         | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   15113000 | PA      | $15165619.99  | 0.24%             | 2026-01-13      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3 MONTH SOFR FUT  SEP25 XCME 20251216                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       5285 | NC      | $-5206.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                                          | FANNIE MAE FNR 2019 9 MA                                | CUSIP: 3136B35A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3640204 | PA      | $3498019.26   | 0.06%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                     | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A     | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8777586 | PA      | $8877523.91   | 0.14%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                   | AUST + NZ BANKING GROUP SR UNSECURED 144A 10/25 VAR     | CUSIP: 05252ADH1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    6200000 | PA      | $6200217.43   | 0.10%             | 2025-10-03      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                             | VICI PROPERTIES / NOTE COMPANY GUAR 144A 09/26 4.5      | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1700458.32   | 0.03%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   14104000 | PA      | $13860927.01  | 0.22%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SECURED 144A 01/28 VAR               | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $29100237.63  | 0.47%             | 2028-01-27      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK INC COMPANY GUAR 03/26 5                          | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4403000 | PA      | $4405675.22   | 0.07%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5    | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    9087000 | PA      | $9099683.82   | 0.15%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                             | CITIGROUP GLOBAL MARKETS COMPANY GUAR 01/26 VAR         | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18987257.65  | 0.31%             | 2026-01-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                         | FANNIE MAE FNR 2025 12 EF                               | CUSIP: 3136BVGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10128280 | PA      | $10126936.16  | 0.16%             | 2055-03-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $217.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                      | CITIZENS FINANCIAL GROUP SUBORDINATED 12/25 4.3         | CUSIP: 174610AK1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     540000 | PA      | $539636.72    | 0.01%             | 2025-12-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2752518.92   | 0.04%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-90                                         | FANNIE MAE FNR 2024 90 FB                               | CUSIP: 3136BTXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17550706 | PA      | $17655711.77  | 0.28%             | 2053-11-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                       | NATIONWIDE BLDG SOCIETY 144A 02/28 VAR                  | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3950000 | PA      | $3981546.87   | 0.06%             | 2028-02-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                          | FANNIE MAE FNR 2025 4 FB                                | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7002460 | PA      | $7038756.91   | 0.11%             | 2053-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-B                                   | TOYOTA LEASE OWNER TRUST TLOT 2025 B A2B 144A           | CUSIP: 89240NAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15004446.00  | 0.24%             | 2028-05-22      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 02/27 VAR                | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   33200000 | PA      | $32871077.31  | 0.53%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   10617000 | PA      | $10535433.84  | 0.17%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A            | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1189182 | PA      | $1191612.61   | 0.02%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARS ALLIANCE AUTO LOANS GERMANY V 2024-1                         | CARS ALLIANCE CAR 2024 G1V A REGS                       | CUSIP: ACI2NDC04<br>LEI: N/A                  | Long             | ABS-O            | CORP              | DE        |   28625426 | PA      | $33665438.30  | 0.54%             | 2036-01-18      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                   | AVON FINANCE AVON 4A A 144A                             | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   16683454 | PA      | $22488052.33  | 0.36%             | 2049-12-28      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS REGS 01/27 VAR                              | CUSIP: 09659X2N1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1210000 | PA      | $1199093.71   | 0.02%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                          | SVENSKA HANDELSBANKEN AB 03/26 VAR                      | CUSIP: ACI1W4736<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    5200000 | PA      | $3441562.30   | 0.06%             | 2026-03-04      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -429 | NC      | $-249149.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                       | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A                 | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22000000 | PA      | $22027500.00  | 0.35%             | 2035-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED REGS 08/26 VAR            | CUSIP: 04686E4J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2915739.40   | 0.05%             | 2026-08-27      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTL INC SR UNSECURED 02/26 2.75          | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     541000 | PA      | $537840.71    | 0.01%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3314                                           | FREDDIE MAC FHR 3314 LF                                 | CUSIP: 31397GXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367462 | PA      | $364367.43    | 0.01%             | 2037-05-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875             | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2703968.07   | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP DISC COML PAPER 10/25 ZCP                | CUSIP: 00913WXA8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   26100000 | PA      | $26067194.91  | 0.42%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625        | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    7466000 | PA      | $7406439.31   | 0.12%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                        | SYDNEY AIRPORT FINANCE SR SECURED REGS 04/26 3.625      | CUSIP: Q8809VAH2<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   24600000 | PA      | $24490774.03  | 0.39%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                         | BANQUE FED CRED MUTUEL 144A 07/26 5.896                 | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    7700000 | PA      | $7807529.81   | 0.13%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2018-33A                                          | VENTURE CDO LTD VENTR 2018 33A A1LR 144A                | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2627047 | PA      | $2629935.09   | 0.04%             | 2031-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR    | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    2655000 | PA      | $2665848.68   | 0.04%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB          | CUSIP: 38376R6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3112763 | PA      | $3162117.32   | 0.05%             | 2067-09-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR         | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3513990.62   | 0.06%             | 2026-05-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5564                                           | FREDDIE MAC FHR 5564 PF                                 | CUSIP: 3137HMDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5464528 | PA      | $5494468.83   | 0.09%             | 2055-08-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                              | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A   | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19463712.60  | 0.31%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  3 | On Loan: No      |
| VERIZON MASTER TRUST 2024-6                                       | VERIZON MASTER TRUST VZMT 2024 6 A1A                    | CUSIP: 92348KDE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9200000 | PA      | $9249713.12   | 0.15%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                           | FREDDIE MAC FHR 5565 FA                                 | CUSIP: 3137HMGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11076757 | PA      | $11119486.90  | 0.18%             | 2055-08-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                            | GOLDMAN SACHS BANK USA SR UNSECURED 05/27 VAR           | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5419635.26   | 0.09%             | 2027-05-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST 2024-A1                                      | BANK OF AMERICA CREDIT CARD TR BACCT 2024 A1 A          | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11191668.40  | 0.18%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                           | FREDDIE MAC FHR 5517 FE                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21128710 | PA      | $21036868.17  | 0.34%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| TOWER BRIDGE FUNDING 2024-3 PLC 24-3A                             | TOWER BRIDGE FUNDING TWRBG 2024 3A A 144A               | CUSIP: ACI2R23Z7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     587264 | PA      | $790951.89    | 0.01%             | 2066-12-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                           | NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162          | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   16000000 | PA      | $15751611.04  | 0.25%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 3YR BOND FUT DEC25 XSFE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       3038 | NC      | $-788307.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                         | FANNIE MAE FNR 2025 18 FM                               | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82269744 | PA      | $82384329.60  | 1.32%             | 2054-09-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-5A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 5A A2 144A            | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      81386 | PA      | $81446.75     | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 09/28 VAR            | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13638755.38  | 0.22%             | 2028-09-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP SR UNSECURED 01/26 4.75              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000312.27   | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MFA 2021-RPL1 TRUST                                               | MFRA TRUST MFRA 2021 RPL1 A1 144A                       | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14113815 | PA      | $12958027.38  | 0.21%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY SR UNSECURED 01/27 VAR                   | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11024252.47  | 0.18%             | 2027-01-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3         | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 3 A3          | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2594076 | PA      | $2615674.74   | 0.04%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4521                                           | FREDDIE MAC FHR 4521 AF                                 | CUSIP: 3137BLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1440821 | PA      | $1422955.87   | 0.02%             | 2041-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST 2025-1A                                            | CARDS II TRUST CARD2 2025 1A A 144A                     | CUSIP: 14161GCM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10700000 | PA      | $10808915.30  | 0.17%             | 2031-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 06/26 3.75                  | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1346000 | PA      | $1339079.82   | 0.02%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | TORONTO DOMINION BANK COVERED 03/26 VAR                 | CUSIP: ACI2F4S63<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $4972228.45   | 0.08%             | 2026-03-16      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE                                            | CUSIP: 22823PX73<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   35450000 | PA      | $35418222.62  | 0.57%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP SR UNSECURED 10/26 VAR             | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14780000 | PA      | $14751738.72  | 0.24%             | 2026-10-24      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-796.17      | -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      | $207.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1839000 | PA      | $1838794.84   | 0.03%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR             | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8017563.20   | 0.13%             | 2027-07-23      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR         | CUSIP: 53944YAY9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6600000 | PA      | $6672139.12   | 0.11%             | 2028-01-05      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-69                                         | FANNIE MAE FNR 2014 69 AF                               | CUSIP: 3136ALXW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2030646 | PA      | $2053511.49   | 0.03%             | 2044-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                                | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2B            | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3754180 | PA      | $3756978.87   | 0.06%             | 2026-12-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                | CONAGRA BRANDS INC SR UNSECURED 11/28 4.85              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1010736.23   | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $271068.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 03/27 VAR     | CUSIP: 44891CDS9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004395.04   | 0.02%             | 2027-03-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU           | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1056445 | PA      | $945929.69    | 0.02%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                          | WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7        | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1742000 | PA      | $1732121.36   | 0.03%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                           | ICG US CLO LTD ICG 2015 2RA A1R 144A                    | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8685437 | PA      | $8685433.41   | 0.14%             | 2033-01-16      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 144A 12/28 VAR                         | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   30075000 | PA      | $30147516.54  | 0.48%             | 2028-12-03      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES BENZ FIN NA COMPANY GUAR 144A 01/26 VAR        | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   34710000 | PA      | $34749257.01  | 0.56%             | 2026-01-09      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4046000 | PA      | $4078674.93   | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                       | PNC BANK NA SR UNSECURED 01/27 VAR                      | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    9755000 | PA      | $9758665.64   | 0.16%             | 2027-01-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-18020.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 5.4    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6234000 | PA      | $6267401.27   | 0.10%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR    | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5171395.68   | 0.08%             | 2027-03-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP SR UNSECURED 01/26 2.875                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     900000 | PA      | $896105.50    | 0.01%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-B                             | MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2A         | CUSIP: 58769GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     981348 | PA      | $981942.14    | 0.02%             | 2026-12-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC SR UNSECURED REGS 01/27 VAR      | CUSIP: G84228FN3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1182000 | PA      | $1187361.02   | 0.02%             | 2027-01-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 144A 01/27 VAR                              | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   20863000 | PA      | $20674952.18  | 0.33%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 03/28 VAR                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3021600.57   | 0.05%             | 2028-03-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-C                             | HYUNDAI AUTO RECEIVABLES TRUST HART 2025 C A2B          | CUSIP: 44935JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25017505.00  | 0.40%             | 2028-07-17      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4680                                           | FREDDIE MAC FHR 4680 FP                                 | CUSIP: 3137BY6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3083516 | PA      | $3011106.26   | 0.05%             | 2046-12-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                  | DEUTSCHE BANK NY 07/27 VAR                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7885000 | PA      | $8054466.00   | 0.13%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                            | GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR           | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3207656.93   | 0.05%             | 2027-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5496                                           | FREDDIE MAC FHR 5496 AF                                 | CUSIP: 3137HHZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21081255 | PA      | $21135050.21  | 0.34%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  898300000 | NC      | $974924.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2570441.37   | 0.04%             | 2026-08-14      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                   | FOX CORP SR UNSECURED 01/29 4.709                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10130489.90  | 0.16%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION (FREDDIE MAC)              | FREDDIE MAC NOTES 07/27 4.5                             | CUSIP: 3134HBXX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    9400000 | PA      | $9402124.40   | 0.15%             | 2027-07-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $29.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2520.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC COMPANY GUAR 02/26 5.875                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12516441.88  | 0.20%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LONSDALE FINANCE PTY LIMITED                                      | LONSDALE FINANCE PTY LTD SR SECURED REGS 10/25 3.9      | CUSIP: BGV71DII7<br>LEI: 549300VX4WC30OTQ1E62 | Long             | DBT              | CORP              | AU        |   10330000 | PA      | $6834732.28   | 0.11%             | 2025-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $200524.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                           | FREDDIE MAC FHR 5565 FB                                 | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15481367 | PA      | $15493000.77  | 0.25%             | 2055-08-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP        | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001642.34   | 0.03%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA INC DISC COML PAPER 4/A2 Y 10/25 ZCP                | CUSIP: 40412BXN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   46600000 | PA      | $46468052.10  | 0.75%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                | CANADIAN NATL RESOURCES SR UNSECURED 144A 12/29 5       | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3900000 | PA      | $3988594.86   | 0.06%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4347                                           | FREDDIE MAC FHR 4347 WF                                 | CUSIP: 3137BBVB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111759 | PA      | $109290.59    | 0.00%             | 2040-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| DRYDEN 52 EURO CLO 2017 17-52A                                    | DRYDEN EURO CLO DRYD 2017 52A AR 144A                   | CUSIP: ACI1YL2T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   10983184 | PA      | $12876278.62  | 0.21%             | 2034-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                        | AVIATION CAPITAL GROUP SR UNSECURED 144A 09/26 1.95     | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   14690000 | PA      | $14359754.55  | 0.23%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-92                                         | FANNIE MAE FNR 2014 92 FB                               | CUSIP: 3136AMED7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1813373 | PA      | $1772693.59   | 0.03%             | 2045-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A      | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3197665 | PA      | $3270976.48   | 0.05%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                               | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85    | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   26510000 | PA      | $25574629.11  | 0.41%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-332.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHR-4749                                                          | FREDDIE MAC FHR 4749 PD                                 | CUSIP: 3137FCUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2361134 | PA      | $2339131.51   | 0.04%             | 2045-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      21931 | NC      | $2072775.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 328                                            | FREDDIEMAC STRIP FHS 328 F4                             | CUSIP: 31351DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22290606 | PA      | $22036037.10  | 0.35%             | 2038-02-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $53146.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR             | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   16900000 | PA      | $16945803.39  | 0.27%             | 2027-10-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                            | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A          | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1204919 | PA      | $1206056.18   | 0.02%             | 2031-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP SR UNSECURED 10/25 VAR          | CUSIP: 24422EXJ3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     600000 | PA      | $600124.23    | 0.01%             | 2025-10-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR            | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8721035.12   | 0.14%             | 2027-01-07      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                          | COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 VAR          | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2640000 | PA      | $2652576.67   | 0.04%             | 2027-03-05      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980671.14    | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4371000 | PA      | $4368338.10   | 0.07%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16100000 | PA      | $15974061.94  | 0.26%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6636.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR          | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    9325000 | PA      | $9339136.33   | 0.15%             | 2027-03-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4965000 | PA      | $4941873.13   | 0.08%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                           | FREDDIE MAC FHR 5484 FA                                 | CUSIP: 3137HHKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12110407 | PA      | $12172717.87  | 0.20%             | 2054-12-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD          | CUSIP: 38383KZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17210601 | PA      | $17280084.02  | 0.28%             | 2074-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                   | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A    | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6412480.00   | 0.10%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| POLARIS 2022-1 PLC 22-1                                           | POLARIS PLRS 2022 1 A REGS                              | CUSIP: ACI239SF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    2488487 | PA      | $3349445.18   | 0.05%             | 2059-10-23      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC SR UNSECURED 07/26 VAR           | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1566000 | PA      | $1568068.12   | 0.03%             | 2026-07-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV REGS 09/27 VAR                         | CUSIP: 00084EAF5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1011007.54   | 0.02%             | 2027-09-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                 | DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02         | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     655000 | PA      | $660372.36    | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2016-XVII BV 16-17A                                   | JUBILEE CDO BV JUBIL 2016 17A A2RR 144A                 | CUSIP: ACI1W2W24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    7005164 | PA      | $8229830.80   | 0.13%             | 2031-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                     | SLM STUDENT LOAN TRUST SLMA 2013 2 A                    | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10621442 | PA      | $10471556.75  | 0.17%             | 2043-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED 144A 01/27 VAR                | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1500000 | PA      | $1505405.01   | 0.02%             | 2027-01-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                             | TORONTO DOMINION BANK SR UNSECURED 10/25 VAR            | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $4000269.52   | 0.06%             | 2025-10-10      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                               | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A      | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6579472 | PA      | $6583934.97   | 0.11%             | 2032-07-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                    | CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A            | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5358550.16   | 0.09%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA COVERED 10/25 VAR                   | CUSIP: ACI29DC34<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   29000000 | PA      | $19196219.46  | 0.31%             | 2025-10-27      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5115                                           | FREDDIE MAC FHR 5115 DA                                 | CUSIP: 3137H0VQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2243266 | PA      | $1985098.95   | 0.03%             | 2042-02-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MBARC CREDIT CANADA INC 2024-AA                                   | MBARC CREDIT CANADA INC SALC 2024 AA A2 144A            | CUSIP: 552755BX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    2510081 | PA      | $1805429.19   | 0.03%             | 2026-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1494964.95   | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4159000 | PA      | $4215498.68   | 0.07%             | 2027-08-14      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2         | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A3          | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7066439.80   | 0.11%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA SR UNSECURED 03/26 VAR              | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2375000 | PA      | $2377875.67   | 0.04%             | 2026-03-02      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H                   | 38381P996                                               | CUSIP: 990AAVQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9650000 | PA      | $9643968.75   | 0.15%             | 2065-07-20      | Floating      | 5.16%                 | No            |                  3 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP/SYDNEY BRANCH                        | SUMITOMO MITSUI SYD CERT OF DEPO 02/26 VAR              | CUSIP: ACI2CYNV0<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |   33500000 | PA      | $22215493.84  | 0.36%             | 2026-02-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                        | AVIATION CAPITAL GROUP SR UNSECURED 144A 10/25 4.875    | CUSIP: 05367AAH6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    3494000 | PA      | $3494000.00   | 0.06%             | 2025-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FUNDING LLC 2022-4                               | ENTERPRISE FLEET FINANCING LLC EFF 2022 4 A2 144A       | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1054143 | PA      | $1059279.22   | 0.02%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                     | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/25 1.2    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5975132.16   | 0.10%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-76                                         | FANNIE MAE FNR 2019 76 FA                               | CUSIP: 3136B7WQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6334437 | PA      | $6184727.45   | 0.10%             | 2049-12-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-87                                         | FANNIE MAE FNR 2025 87 FC                               | CUSIP: 3136BXQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5600000 | PA      | $5612918.92   | 0.09%             | 2055-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION ENERGY INC SR UNSECURED 08/26 2.85             | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6730396.97   | 0.11%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CAN 5YR BOND FUT  DEC25 XMOD 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       2571 | NC      | $2700365.11   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GPMT LTD 2021-FL4                                                 | GPMT LTD. GPMT 2021 FL4 A 144A                          | CUSIP: 36262TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1869451 | PA      | $1830536.16   | 0.03%             | 2036-12-15      | Floating      | 5.60%                 | 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        |     440000 | PA      | $435798.59    | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                               | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2       | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3938734.80   | 0.06%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -11244 | NC      | $-215280.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR            | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     199000 | PA      | $200645.93    | 0.00%             | 2027-03-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                            | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3         | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2014111.80   | 0.03%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                   | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/26 2.6            | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1182139.53   | 0.02%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                          | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 C A3          | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3015767 | PA      | $3033864.82   | 0.05%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4903                                           | FREDDIE MAC FHR 4903 F                                  | CUSIP: 3137FN4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2679593 | PA      | $2610141.49   | 0.04%             | 2048-09-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR    | CUSIP: U9273AEE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     655000 | PA      | $657671.52    | 0.01%             | 2026-08-14      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                         | FANNIE MAE FNR 2025 54 FM                               | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5510540 | PA      | $5524370.94   | 0.09%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC SR UNSECURED 11/26 VAR                     | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15028000 | PA      | $15062936.19  | 0.24%             | 2026-11-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                            | DBS GROUP HOLDINGS LTD SR UNSECURED 144A 03/28 VAR      | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   20400000 | PA      | $20475155.84  | 0.33%             | 2028-03-21      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO SR UNSECURED 07/27 VAR              | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3336000 | PA      | $3351435.10   | 0.05%             | 2027-07-28      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 02/26 4.45                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2678000 | PA      | $2676790.24   | 0.04%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FU SR SECURED REGS 06/26 1.608            | CUSIP: 04686E3C4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     901000 | PA      | $884412.84    | 0.01%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2007-9                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2007 9 CF            | CUSIP: 38375JMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     741173 | PA      | $732759.90    | 0.01%             | 2037-03-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-48                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 48 HF           | CUSIP: 38381R6U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13126563 | PA      | $13024536.39  | 0.21%             | 2043-02-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                         | COREBRIDGE GLOB FUNDING SR SECURED 144A 07/26 5.75      | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8097286.24   | 0.13%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 LTD                                             | CQS US CLO LTD CQS 2021 1A AR 144A                      | CUSIP: 12659UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9135199.80   | 0.15%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                            | MORGAN STANLEY BANK NA SR UNSECURED 01/29 VAR           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7126947.73   | 0.11%             | 2029-01-12      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                             | CROWN CASTLE INC SR UNSECURED 07/26 1.05                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6047101.49   | 0.10%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $17830.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                           | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1A 144A      | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4458177 | PA      | $4580070.26   | 0.07%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO LTD 2018-1A                                            | CARVAL CLO LTD CARVL 2018 1A AR 144A                    | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2804926 | PA      | $2807919.22   | 0.05%             | 2031-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                        | AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95     | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    6764000 | PA      | $6704917.75   | 0.11%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4707                                           | FREDDIE MAC FHR 4707 FD                                 | CUSIP: 3137F2N36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5454193 | PA      | $5378304.39   | 0.09%             | 2044-09-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST 2024-1A                                     | HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A              | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     325121 | PA      | $325250.21    | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                           | FREDDIE MAC FHR 5549 CF                                 | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26016147 | PA      | $25599534.44  | 0.41%             | 2052-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR    | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    9350000 | PA      | $9423593.01   | 0.15%             | 2026-09-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                | RGA GLOBAL FUNDING SR SECURED 144A 11/26 2              | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3901900.00   | 0.06%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                           | FREDDIE MAC FHR 5426 CF                                 | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9237837 | PA      | $9207093.36   | 0.15%             | 2050-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $27105.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC          | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3160569 | PA      | $3209879.86   | 0.05%             | 2073-05-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FB          | CUSIP: 38375BLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114783 | PA      | $114835.24    | 0.00%             | 2061-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                  | MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A      | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3831137 | PA      | $3837419.87   | 0.06%             | 2035-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                              | JACKSON NATL LIFE GLOBAL JACKSON NATL LIFE GLOBAL       | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7052181.92   | 0.11%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                 | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A         | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5160812 | PA      | $4887037.06   | 0.08%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                              | BRIGHTHSE FIN GLBL FUND SECURED 144A 04/27 5.55         | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1685715.68   | 0.03%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-3A                                   | BAIN CAPITAL CREDIT CLO LIMITE BCC 2019 3A ARR 144A     | CUSIP: 05683TBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001050.00   | 0.02%             | 2034-10-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-96                                         | FANNIE MAE FNR 2013 96 FW                               | CUSIP: 3136AGAH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230841 | PA      | $228724.74    | 0.00%             | 2043-09-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR            | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1604539.02   | 0.03%             | 2026-06-04      | Floating      | 4.92%                 | 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