# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007245
**Filing Date:** 2026-5
**Character Count:** 640633
**Document Hash:** 0b0b2bcb21d6346fa0f2c9c1aad4de51
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007245.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007245

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043433

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

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

## Series and Classes Contracts Data

### PIMCO Long-Term Credit Bond Fund (Series ID: S000025202)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000075114 | Institutional | PTCIX           |
| C000075116 | I-2           | PLCPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Long-Term Credit Bond Fund

- **b. EDGAR series identifier (if any):** S000025202

- **c. LEI of Series:** ZCHOOW8186RO45QGKP62

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4635620988.02

**Total Liabilities:** $1219872591.39

**Net Assets:** $3415748396.63

**Cash Not Reported:** $10556799.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1751799.563900 | **1-Year:** 82128.780800 | **5-Year:** 655057.143100 | **10-Year:** 1446320.352900 | **30-Year:** 170825.213700

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

- **3-Month:** -939.679700 | **1-Year:** 19220.245700 | **5-Year:** 39949.937600 | **10-Year:** 22720.506400 | **30-Year:** 1067.832800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075116 | 0.36%                | 2.48%                | -3.95%               |
| Class ID C000075114 | 0.37%                | 2.49%                | -3.94%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1146499.89              | $-1110420.34                               |
| Month 2  | $-288198.64              | $64447360.63                               |
| Month 3  | $-5735462.67             | $-133143348.90                             |

**Designated Index Information**

- **Index Name:** Bloomberg US Long Credit Total Return Unhedged Index

- **Index Identifier:** LULCTRUU

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-14541.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/54 5.4               | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $8733688.80   | 0.26%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1            | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      330894 | PA      | $322507.20    | 0.01%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $3259060.05   | 0.10%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-21116.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 09/49 3.3        | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      900000 | PA      | $608515.64    | 0.02%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-885.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 06/32 8.375            | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1497480.53   | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.32500 07/06/26-4Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $116657.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5                | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1191739 | PA      | $1198396.08   | 0.04%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1695050 | PA      | $1653007.84   | 0.05%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $10907.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 10/30 8.05           | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $4278819.31   | 0.13%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/55 5.95                            | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6290062.09   | 0.18%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 07/44 4.4        | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4749273.18   | 0.14%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1038.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-22421.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -211066 | PA      | $-281494.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                           | EMERA US FINANCE LP COMPANY GUAR 06/46 4.75                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1734414.80   | 0.05%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $7253.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.725 03/18/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $278.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES SR UNSECURED 08/29 3.75                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2348192.19   | 0.07%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 6 PLC                                                  | TESCO PROPERTY FIN 6 PLC SR SECURED REGS 07/44 5.4111      | CUSIP: B9JST3II3<br>LEI: 213800FORYFOB97FHO66 | Long             | DBT              | CORP              | GB        |      675175 | PA      | $844568.74    | 0.02%             | 2044-07-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.9271 05/08/25-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-419817.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000     | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      285055 | PA      | $313.56       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 01/35 VAR                | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6943623.75   | 0.20%             | 2035-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 06/50 3.1                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $7005105.62   | 0.21%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-320852.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3000000 | PA      | $2950875.00   | 0.09%             | 2034-08-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                            | INTERSTATE POWER + LIGHT SR UNSECURED 09/54 5.45           | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2420885.14   | 0.07%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 01/36 VAR                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1100000 | PA      | $1151997.86   | 0.03%             | 2036-01-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.71199 06/30/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $19490.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $11338.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INF CAP COMPANY GUAR 07/35 6.75             | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3190259.72   | 0.09%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6444741.06   | 0.19%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR OPT  JUN26C 97.5 EXP 06/12/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         819 | NC      | $26461.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317U95CA7 PIMCO SWAPTION 2.5 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   129200000 | NC      | $6266.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-18761.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 06/47 3.75                    | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1406149.39   | 0.04%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/42 4                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25171000 | PA      | $22784179.56  | 0.67%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1100.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15              | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2900000 | PA      | $871508.38    | 0.03%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-4210.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6164000 | PA      | $1852406.08   | 0.05%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MORGAN STANLEY SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $6790.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.84200 03/04/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-42228.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $3.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -10100000 | NC      | $-8207.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $141971.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                 | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1576836.77   | 0.05%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      900000 | PA      | $542111.18    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/36 VAR                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2141749.01   | 0.06%             | 2036-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2594.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $8603.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -4200000 | NC      | $-11690.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 11/42 4.4                          | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2611069.44   | 0.08%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                | WESTERN MIDSTREAM OPERAT SR UNSECURED 03/48 5.3            | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2453507.94   | 0.07%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $995795.32    | 0.03%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR            | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5600000 | PA      | $5755510.60   | 0.17%             | 2035-01-05      | Floating      | 5.68%                 | 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        |     1300000 | PA      | $1295429.49   | 0.04%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                 | ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14                | CUSIP: BA000QF86<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     1138807 | PA      | $1321779.22   | 0.04%             | 2031-05-30      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-85834.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-4472.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15300000 | PA      | $15123535.92  | 0.44%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 07/42 5.25                | CUSIP: 88732JBC1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      800000 | PA      | $856967.84    | 0.03%             | 2042-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $36634.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/38 4.875     | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2300000 | PA      | $2133161.11   | 0.06%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7            | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4973266 | PA      | $4581299.71   | 0.13%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000     | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      228044 | PA      | $273.65       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 01/44 5.1                 | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      500000 | PA      | $455720.37    | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-8753.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2004-R3                                          | NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R3 AF 144A         | CUSIP: 62951MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      601349 | PA      | $491487.67    | 0.01%             | 2035-02-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUND CORP 2006-3                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 3 4A20            | CUSIP: 058931BC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40657 | PA      | $33367.21     | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US LONG BOND(CBT) JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         101 | NC      | $-406506.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC ENBRIDGE INC                                  | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     4400000 | PA      | $4779072.63   | 0.14%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                             | BROWN + BROWN INC SR UNSECURED 06/55 6.25                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3094155.66   | 0.09%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                   | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $587201.50    | 0.02%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                          | WEYERHAEUSER CO SR UNSECURED 03/52 4                       | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3681639.35   | 0.11%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/29 4.97           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3359164.64   | 0.10%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                 | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 09/34 VAR        | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $982826.64    | 0.03%             | 2034-09-13      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR         | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      321012 | PA      | $6420.24      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 08/59 3.95                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $2969883.19   | 0.09%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     9300000 | PA      | $9011700.00   | 0.26%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 01/34 2.7                 | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2924161.03   | 0.09%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $445.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1525.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-65326.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 10/36 VAR                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4351920.66   | 0.13%             | 2036-10-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-74559.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE FIVE LLC                                                   | GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625      | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1968498.66   | 0.06%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $18559.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP                     | PHILLIPS EDISON GROCERY COMPANY GUAR 07/34 5.75            | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1644484.27   | 0.05%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.67900 03/10/26-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $29857.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $32137.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 02/37 VAR                        | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7300000 | PA      | $7067792.04   | 0.21%             | 2037-02-24      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                             | INTEL CORP SR UNSECURED 08/61 3.2                          | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1675595.16   | 0.05%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                           | CHENIERE ENERGY INC SR UNSECURED 144A 07/36 5.2            | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3069544.24   | 0.09%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-3034.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3497034.53   | 0.10%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SEK SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-65948.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 09/52 5.783         | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1011879.24   | 0.03%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO XII LLC                                                  | KKR GROUP FINAN CO XII COMPANY GUAR 144A 05/32 4.85        | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1526000 | PA      | $1501286.64   | 0.04%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $7689971.52   | 0.23%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                            | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 10/48 4.439          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3440296.63   | 0.10%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $1747883.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A3                                           | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A3 3A1           | CUSIP: 161639BH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      108089 | PA      | $95000.56     | 0.00%             | 2037-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $14638.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $14989.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2            | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1373064.80   | 0.04%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERIQUEST MTGE SEC INC 2004-R5                                               | AMERIQUEST MORTGAGE SECURITIES AMSI 2004 R5 M1             | CUSIP: 03072SRX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         942 | PA      | $941.29       | 0.00%             | 2034-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/45 2.5                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38400000 | PA      | $26941499.90  | 0.79%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 6.27      | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     4400000 | PA      | $4511137.40   | 0.13%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.0520* 03/16/26-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $14197.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                                              | ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949       | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     1570000 | PA      | $1437041.50   | 0.04%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-4                                                 | SEQUOIA MORTGAGE TRUST SEMT 2004 4 A                       | CUSIP: 81744FBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      198524 | PA      | $188326.40    | 0.01%             | 2034-05-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC SR UNSECURED 11/35 5.55                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2313884.16   | 0.07%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                            | PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/55 5.85            | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2380668.65   | 0.07%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                     | MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4           | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4224000 | PA      | $3964794.83   | 0.12%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-3278.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                        | ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25        | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1031361.68   | 0.03%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                               | ROLLS ROYCE PLC COMPANY GUAR REGS 10/27 5.75               | CUSIP: ACI1S61G3<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $133678.64    | 0.00%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          61 | NC      | $-221082.29   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS INC                                                                  | SYNOPSYS INC SR UNSECURED 04/55 5.7                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6505844.10   | 0.19%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALFA BANK AO VIA ALFA BOND ISSUANCE PLC                                       | ALFA BANK (ALFA BOND) SUBORDINATED REGS 04/30 VAR          | CUSIP: ACI1G2134<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |     1200000 | PA      | $72000.00     | 0.00%             | 2030-04-15      | Floating      | 5.95%                 | No            |                  3 | On Loan: No      |
| GS REFT 2026-FL1 ISSUER LTD                                                   | GS REFT 2026 FL1 ISSUER LTD GSREFT 2026 FL1 A 144A         | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1800000 | PA      | $1804500.00   | 0.05%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 09/41 2.85             | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4224129.84   | 0.12%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/55 6.1              | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3437088.45   | 0.10%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                    | SPECTRA ENERGY PARTNERS COMPANY GUAR 03/45 4.5             | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1404608.70   | 0.04%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1193.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1626.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-469.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                          | FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25          | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $659705.43    | 0.02%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 12YR OCT SR SEC                   | CUSIP: 990ABCUQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1196521.32   | 0.04%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3481795.55   | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 06/61 3.6             | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9880000 | PA      | $6626917.03   | 0.19%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                       | ESSENTIAL PROPERTIES LP COMPANY GUAR 12/35 5.4             | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $984910.62    | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM36 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $5626.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA2                                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA2 NB2           | CUSIP: 76110HT90<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      349842 | PA      | $313742.06    | 0.01%             | 2035-02-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/55 6.1              | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1249646.45   | 0.04%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                 | DTE ELECTRIC CO GENL REF MOR 05/48 4.05                    | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1257497.39   | 0.04%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-5843.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 01/33 4.95                | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1367904.17   | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 05/65 5.8                       | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2061985.63   | 0.06%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 12/48 4.65            | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2563056.63   | 0.08%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-218.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                      | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1779722.87   | 0.05%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 06/48 4.563                         | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2189208.78   | 0.06%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA SUBORDINATED 144A 04/34 VAR                  | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1400000 | PA      | $1473660.10   | 0.04%             | 2034-04-02      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $30591.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/49 5.25                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2296048.14   | 0.07%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $145705.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX JPY45 5Y SP CBK                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $444.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 03/45 4.75                         | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2684837.10   | 0.08%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO PREFERRED STOCK 4.2                    | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |       75000 | NS      | $1312500.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                 | DISCOVERY HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      741000 | PA      | $451083.75    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                       | UDR INC COMPANY GUAR 09/34 5.125                           | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1492433.97   | 0.04%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1211603.55   | 0.04%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2924.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $35192.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 05/28 8                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2214763.72   | 0.06%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -15188625 | PA      | $-15191789.30 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 03/33 5.65             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3925785.05   | 0.11%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                | INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55             | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      400000 | PA      | $338914.72    | 0.01%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                              | PIEDMONT NATURAL GAS CO SR UNSECURED 06/33 5.4             | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      700000 | PA      | $718843.87    | 0.02%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-86597.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1113720.60   | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                              | PUGET ENERGY INC SR SECURED 06/30 4.1                      | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $485207.98    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/52 4.625                           | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2476666.07   | 0.07%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 06/52 2.9                          | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $6043440.96   | 0.18%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2149.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | LONG GILT FUTURE  JUN26 IFLL 20260626                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         256 | NC      | $-1594963.96  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-108423.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     2000000 | NS      | $1970240.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10290000 | PA      | $9711270.03   | 0.28%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                           | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR            | CUSIP: BN13P8II9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     1200000 | PA      | $1365159.09   | 0.04%             | 2027-10-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  MAY26P 110 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -44 | NC      | $-16373.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $465.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-14921.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                                                         | PINE STREET TRUST III SR UNSECURED 144A 05/54 6.223        | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4997654.85   | 0.15%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      658817 | PA      | $647410.97    | 0.02%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $6973.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                   | FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1100000 | PA      | $1082884.00   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 04/58 4.9                             | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1544977.13   | 0.05%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                                | UNIVERSITY OF PENNSYLVAN SR UNSECURED 09/12 4.674          | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      700000 | PA      | $562131.06    | 0.02%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR10                                                   | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR10 A1A          | CUSIP: 92922FXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       92067 | PA      | $89603.91     | 0.00%             | 2044-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $20705.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                                        | ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65        | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1280755.99   | 0.04%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.88400 03/25/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-13098.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.0593* 03/13/26-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $11629.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-2612.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 11/64 5.85                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1914130.78   | 0.06%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | TESCO PLC SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |           1 | NC      | $21284.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20261221                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $141885.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $3616.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                       | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171             | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $2015197.72   | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                 | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   340300000 | PA      | $19764901.53  | 0.58%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/40 5.705                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4709595.14   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 10/34 VAR                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4800000 | PA      | $5248080.38   | 0.15%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1449502.94   | 0.04%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/31 2.65                     | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1333511.76   | 0.04%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -60786000 | PA      | $-60951506.77 | -1.78%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $100445.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/55 5.95                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      600000 | PA      | $505135.44    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                         | AON NORTH AMERICA INC COMPANY GUAR 03/54 5.75              | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1639298.30   | 0.05%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                         | ELI LILLY + CO SR UNSECURED 02/63 4.95                     | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2723521.93   | 0.08%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP JR SUBORDINA 12/54 VAR                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1025243.00   | 0.03%             | 2054-12-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                           | HOAG MEMORIAL HOSPITAL UNSECURED 07/52 3.803               | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $824915.31    | 0.02%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)                      | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |        6729 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-82454.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD 2016-1A                                         | LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A        | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      815549 | PA      | $836796.76    | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51        | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     1900000 | PA      | $1969789.11   | 0.06%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -904500 | PA      | $-904500.00   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 03/34 4.5               | CUSIP: ACI30CSR3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4500000 | PA      | $5067235.81   | 0.15%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.55100 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $57701.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 03/43 5.125                  | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      800000 | PA      | $749640.97    | 0.02%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2300000 | PA      | $2219506.26   | 0.06%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                   | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3146865.00   | 0.09%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $582.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2005-RP2                                            | GSMPS MORTGAGE LOAN TRUST GSMPS 2005 RP2 1AF 144A          | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455116 | PA      | $425204.07    | 0.01%             | 2035-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $5370197.13   | 0.16%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                                           | CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2918113.11   | 0.09%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1355.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $24475.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 02/34 7.5                | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2600000 | PA      | $2664038.00   | 0.08%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                               | LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR                | CUSIP: ACI14DZD4<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $751272.50    | 0.02%             | 2032-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA SR UNSECURED 10/39 6                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     3635000 | PA      | $3719686.01   | 0.11%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                   | MERCURY GENERAL CORP SR UNSECURED 03/27 4.4                | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |      610000 | PA      | $605999.17    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      750000 | PA      | $511740.68    | 0.01%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/41 2.25                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46500000 | PA      | $33904130.69  | 0.99%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                   | CUSIP: BFM4XMII1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5178000 | PA      | $6840780.08   | 0.20%             | 2026-09-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                           | SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2             | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8537913.31   | 0.25%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | EQUITABLE HOLDINGS INC SR UNSECURED 01/33 5.594            | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1022397.98   | 0.03%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                          | FIRST AMERICAN FINANCIAL SR UNSECURED 09/34 5.45           | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1765145.07   | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)                  | STONEPEAK NILE PARENT LLC TERM LOAN                        | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     1297021 | PA      | $1296553.90   | 0.04%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/48 3                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   170300000 | PA      | $125030801.21 | 3.66%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25              | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    14325000 | PA      | $11499575.96  | 0.34%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LTD                                  | ROYAL BK SCOTLAND INTL LTD USD SR NT SER E                 | CUSIP: 929QCQII3<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |     5000000 | PA      | $4935876.55   | 0.14%             | 2028-12-16      | Fixed         | 4.66%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5429.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $10562.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       57586 | NS      | $1324478.00   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)             | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27      | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      400000 | PA      | $321903.72    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2588.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR         | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      386919 | PA      | $7738.38      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2       | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6378044.90   | 0.19%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                        | UNION ELECTRIC CO UNION ELECTRIC CO                        | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1632387.49   | 0.05%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                              | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125          | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     6470000 | PA      | $6543679.20   | 0.19%             | 2099-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $1985.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 11/49 4.25                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $17058098.61  | 0.50%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -4278250 | PA      | $-4284505.75  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                        | EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR              | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      800000 | PA      | $809816.80    | 0.02%             | 2055-03-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                         | STIFEL FINANCIAL CORP SR UNSECURED 05/30 4                 | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1069360.36   | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS 144A 01/33 VAR                                 | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3200000 | PA      | $2878113.22   | 0.08%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                 | LIVE NATION ENTERTAINMENT INC 2025 TERM LOAN B             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |     3092250 | PA      | $3097398.60   | 0.09%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $39324.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 01/32 2.759         | CUSIP: 65364UAQ9<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2236694.43   | 0.07%             | 2032-01-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE PUBLIC WORKS BOARD                                           | CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804    | CUSIP: 130685C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2505000 | PA      | $2815853.47   | 0.08%             | 2035-03-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-16465.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3586096.96   | 0.10%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $127.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 02/29 5.95                 | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1400000 | PA      | $1438657.96   | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $552195.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 12/43 5.3                     | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6115907.94   | 0.18%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $14224.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                            | VENTURE GLOBAL PLAQUE SR SECURED 144A 05/35 7.75           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      600000 | PA      | $672841.80    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $686096.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  SEP26 XCME 20261215                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         632 | NC      | $549573.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $119064.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1384170.32   | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-142770.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $5189.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL MOTORS COMPANY SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2090958.60  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-593738.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2014528.92   | 0.06%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-102.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15                    | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2198524.61   | 0.06%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                     | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1514269.34   | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1766.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM FINANCE LTD COMPANY GUAR 144A 02/27 8                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1415330.00   | 0.04%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 01/47 4.35           | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164432.71    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 08/40 4.5                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3647329.03   | 0.11%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5280.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 04/56 6                              | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3328871.39   | 0.10%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-445.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                          | LIBERTY UTILITIES CO SR UNSECURED 144A 01/34 5.869         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2076165.04   | 0.06%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                        | NSTAR ELECTRIC CO SR UNSECURED 09/52 4.95                  | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1151717.46   | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                           | COMCAST CORP COMPANY GUAR 05/64 5.5                        | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3368267.33   | 0.10%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 09/54 5.95                            | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1347850.60   | 0.04%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-85671.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | TITULOS DE TESORERIA BONDS 07/46 11.5                      | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4643000000 | PA      | $1120100.92   | 0.03%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3645674.74   | 0.11%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $262.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                          | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                  | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      104830 | PA      | $152774.73    | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR OPT  JUN26C 98.5 EXP 06/12/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -819 | NC      | $-5237.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-32316.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 09/40 4.75                   | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $939957.89    | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                               | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1    | CUSIP: ACI1VHWN6<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |     5700000 | PA      | $3142043.49   | 0.09%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-9414.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH SECURED 09/45 5.58                     | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      800000 | PA      | $772163.23    | 0.02%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INC                                                          | JOHNSON CONTROLS INC SR UNSECURED 07/64 4.95               | CUSIP: 478373AE3<br>LEI: 3LB2NG8VUULSCV2NO430 | Long             | DBT              | CORP              | US        |       20000 | PA      | $15806.21     | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                               | CSL FINANCE PLC COMPANY GUAR 144A 04/42 4.625              | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $796178.49    | 0.02%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                  | KEYSPAN GAS EAST CORP SR UNSECURED 144A 01/52 3.586        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2000469.33   | 0.06%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $37881.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $39826.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                    | ZIMMER BIOMET HOLDINGS SR UNSECURED 08/35 4.25             | CUSIP: 98956PAG7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      205000 | PA      | $190204.79    | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2895.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                               | OI S A 2024 FIXED TERM LOAN 1                              | CUSIP: BA0006862<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |      118408 | PA      | $1184.08      | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 11/65 6                | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1066741.06   | 0.03%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2595.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     8700000 | PA      | $5816465.65   | 0.17%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  SEP27 XCME 20271214                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1049 | NC      | $1304254.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2411.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125               | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1918388.09   | 0.06%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-68264.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX XOV44 5Y 35-100% SP JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $2301377.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.8994 03/20/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $4692.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/52 4.95                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      700000 | PA      | $581655.28    | 0.02%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $12611.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                         | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2383333 | PA      | $2380745.10   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-7347.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526             | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3353409.46   | 0.10%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9                 | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $2961216.58   | 0.09%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                  | REPUBLIC OF CHILE SR UNSECURED 01/52 4                     | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      600000 | PA      | $468570.00    | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2001-AR3                                                    | WAMU MORTGAGE PASS THROUGH CER WAMU 2001 AR3 2A            | CUSIP: 929227EM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111844 | PA      | $104618.60    | 0.00%             | 2041-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 18 1 A PTT PASS THRU CE 144A 03/33 4.125       | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1402869 | PA      | $1357587.28   | 0.04%             | 2033-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                            | OHIO POWER COMPANY SR UNSECURED 10/51 2.9                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $1625622.21   | 0.05%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR            | CUSIP: ACI27Z980<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1366033.43   | 0.04%             | 2027-09-27      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 04/46 5.85                           | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2632688.16   | 0.08%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/51 3.95                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $10081750.52  | 0.30%             | 2051-03-25      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC SR UNSECURED 04/31 2.1                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5054893.95   | 0.15%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2           | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3118060.98   | 0.09%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25      | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $11761700.98  | 0.34%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                        | ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     2465000 | PA      | $1765244.90   | 0.05%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/53 5.65                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9304302.24   | 0.27%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                    | PROJ ALFA 3 TERM LOAN                                      | CUSIP: BA000RG42<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | US        |      862843 | PA      | $862843.22    | 0.03%             | 2026-10-21      | Floating      | 5.74%                 | Yes           |                  3 | On Loan: No      |
| BAYVIEW FINANCIAL ACQUISITION TR 2007-A                                       | BAYVIEW FINANCIAL ACQUISITION BAYV 2007 A 1A5              | CUSIP: 07325VAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         299 | PA      | $300.22       | 0.00%             | 2037-05-28      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $20384.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260804                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $65115.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1                      | CUSIP: ACI2RLJN5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    98350000 | PA      | $449501.73    | 0.01%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $825.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD 2014-19A                                                  | VENTURE CDO LTD VENTR 2014 19A ARR 144A                    | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      249122 | PA      | $249408.10    | 0.01%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/59 3.65                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    32908000 | PA      | $21340406.91  | 0.62%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-473.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5           | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       19996 | PA      | $1719.66      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 02/41 3.5                        | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4230709.63   | 0.12%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                 | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/34 5.7         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $302037.90    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                      | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   318000000 | PA      | $1770625.12   | 0.05%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-80289.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 10/35 4.625            | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1924694.66   | 0.06%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     2500000 | PA      | $2724147.50   | 0.08%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC VODAFONE GROUP PLC                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     6600000 | PA      | $6270476.19   | 0.18%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1542567.54   | 0.05%             | 2032-03-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 11/35 3.137                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1468834.39   | 0.04%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 05/47 4.375                      | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1446927.71   | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-46.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                              | OCCIDENTAL PETROLEUM COR SR UNSECURED 04/46 4.4            | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3087137.82   | 0.09%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                       | AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25                 | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $669607.85    | 0.02%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-10705.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-303.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                      | COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC          | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3933369.20   | 0.12%             | 2054-09-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1534000 | PA      | $-1534000.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                     | APPALACHIAN POWER CO SR UNSECURED 08/32 4.5                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2537744.77   | 0.07%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX XOV44 5Y 35-100% SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $1320789.59   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $5489.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-10284.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-4969.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                            | WEST VA HEALTH SYS OBL SECURED 06/50 3.129                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $505402.24    | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 04/45 5.05                          | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1888916.13   | 0.06%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | SOUTHERN CO SR UNSECURED 07/36 4.25                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $920308.48    | 0.03%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.681 03/18/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $2665.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR             | CUSIP: ACI2GR178<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2000000 | PA      | $2470629.85   | 0.07%             | 2028-06-21      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     3800000 | NS      | $3831388.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-145927.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 11/59 3.7             | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1156544.05   | 0.03%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                    | MARRIOTT INTERNATIONAL SR UNSECURED 10/35 5.25             | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      400000 | PA      | $398098.47    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 06/48 4.875      | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2787511.79   | 0.08%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REPU STATE STREET GLOBAL MARKE USD REPU SSB T              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -48510000 | PA      | $-48510000.00 | -1.42%            |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                                        | PIKES PEAK CLO PIPK 2018 2A ARR 144A                       | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3004139.28   | 0.09%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-11960.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4192238.06   | 0.12%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)             | OGLETHORPE POWER CORP 1ST MORTGAGE 04/47 4.5               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $820842.49    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                   | WORKDAY INC SR UNSECURED 04/32 3.8                         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4179025.76   | 0.12%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG JR SUBORDINA 12/99 VAR            | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     2300000 | PA      | $2362939.50   | 0.07%             | 2032-01-14      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $113.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 01/43 4.65                | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1243181.45   | 0.04%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3707993.02   | 0.11%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $36948.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC          | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      970000 | PA      | $1004354.11   | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45           | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      939745 | PA      | $960704.03    | 0.03%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $16433.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/31 5.42           | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1964698.60   | 0.06%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-526.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1754871.83   | 0.05%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      165997 | PA      | $87314.42     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                          | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75      | CUSIP: ACI2N6VF5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      800000 | PA      | $510679.05    | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                   | CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484        | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      700000 | PA      | $744262.26    | 0.02%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 10/49 3.7                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7194644.60   | 0.21%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-63023.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/34 5.45                         | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2790838.68   | 0.08%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 04/47 4                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8938000 | PA      | $6648338.86   | 0.19%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                       | TELEFONICA EMISIONES SAU COMPANY GUAR 03/48 4.895          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     3500000 | PA      | $2897659.35   | 0.08%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 03/32 2.7                    | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $978931.31    | 0.03%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 12/57 3.8                            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    24217000 | PA      | $16388605.80  | 0.48%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | VIKING CRUISES LTD COMPANY GUAR 144A 10/33 5.875           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $592816.10    | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-OA3                                       | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA3 A1            | CUSIP: 25150WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105865 | PA      | $101301.75    | 0.00%             | 2047-07-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6521.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $486.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       94855 | PA      | $50842.28     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     6500000 | PA      | $6333411.11   | 0.19%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $7213.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                  | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95           | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      800000 | PA      | $759685.90    | 0.02%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $1264.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |           1 | NC      | $22196.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7850000 | PA      | $5194644.01   | 0.15%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM45 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-8366.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                         | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     3500000 | PA      | $3547950.00   | 0.10%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1309.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5         | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4372520.37   | 0.13%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR         | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      191754 | PA      | $4793.85      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/51 1.875                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39900000 | PA      | $21930972.76  | 0.64%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                           | VIRGINIA ELEC + POWER CO SR UNSECURED 11/51 2.95           | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $6084706.52   | 0.18%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                           | MOODY S CORPORATION SR UNSECURED 11/61 3.1                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2369635.84   | 0.07%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/61 4.1                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $3938419.90   | 0.12%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.87400 03/05/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-11833.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AGCREDIT CORPORATION                                                 | AMER AGCREDIT ACA JR SUBORDINA 144A VAR                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    11000000 | NS      | $11061160.00  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4 JUMBOS                                 | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $46813185.00  | 1.37%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | DEVON ENERGY CORPORATION DEVON ENERGY CORPORATION          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4138390.30   | 0.12%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-12852.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-425.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA SR UNSECURED 02/48 4                                | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      925000 | PA      | $688669.05    | 0.02%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3952.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                 | DTE ELECTRIC CO 1ST MORTGAGE 04/53 5.4                     | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2866946.13   | 0.08%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR               | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      300000 | PA      | $298806.19    | 0.01%             | 2035-12-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $8545.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/43 4.375                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    53076000 | PA      | $50114317.80  | 1.47%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  DEC27 XCME 20280314                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         351 | NC      | $529476.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                   | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25             | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1398000 | PA      | $1374303.90   | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1570000 | PA      | $-1577333.21  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/42 3.25                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7230000 | PA      | $5959383.97   | 0.17%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-35392.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                    | ZIMMER BIOMET HOLDINGS SR UNSECURED 08/45 4.45             | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     2397000 | PA      | $2054978.30   | 0.06%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1354560 | PA      | $-1369460.16  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                           | COMCAST CORP COMPANY GUAR 11/56 2.937                      | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12149000 | PA      | $6735499.63   | 0.20%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2133.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP TEXAS INC SR UNSECURED 05/49 4.15                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1215959.60   | 0.04%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC SR UNSECURED 07/49 4.4                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1025198.04   | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 02/54 2.125                                | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6050659 | PA      | $5340695.44   | 0.16%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $39202.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX JPY45 5Y SP JPM                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $2646.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE LLC                                                    | AXIS SPECIALTY FINANCE COMPANY GUAR 07/29 3.9              | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2945491.59   | 0.09%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                              | DT MIDSTREAM INC SR SECURED 144A 04/32 4.3                 | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2767918.51   | 0.08%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 05/37 4.926                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5843000 | PA      | $5671108.06   | 0.17%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER COMPANY                                                     | NEW ENGLAND POWER CO SR UNSECURED 144A 12/47 3.8           | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2468243.84   | 0.07%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                      | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/33 5.35           | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |      400000 | PA      | $393826.98    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                              | ESSENT GROUP LTD SR UNSECURED 07/29 6.25                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     1000000 | PA      | $1034996.88   | 0.03%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3        | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1170400 | PA      | $1121057.45   | 0.03%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                                   | DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 10/30 2.532      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      700000 | PA      | $637637.92    | 0.02%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260717                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $48686.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                           | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/49 3.75           | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1160386.02   | 0.03%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-19238.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.90144 03/18/25-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-19915.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                      | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375              | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $413947.26    | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-10281.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |     1822950 | NS      | $2334766.83   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RAAC SERIES 2007-RP3                                                          | RAAC SERIES RAAC 2007 RP3 A 144A                           | CUSIP: 74978BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51483 | PA      | $50807.19     | 0.00%             | 2046-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                           | STRYKER CORP SR UNSECURED 02/35 5.2                        | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2836242.92   | 0.08%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                  | 7 ELEVEN INC SR UNSECURED 144A 02/51 2.8                   | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $585777.43    | 0.02%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-4105.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CREDIT AGRICOLE SA/LONDON BRA SLA SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |           1 | NC      | $17643.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                               | SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $192872.56    | 0.01%             | 2052-07-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-85470.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-861.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $13830.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -4100000 | NC      | $-21417.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $6041.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5          | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3746470.26   | 0.11%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRANE SPA                                                | EMPRESA ELECTRICA COCHRA SR SECURED 144A 05/27 5.5         | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |      928000 | PA      | $928688.20    | 0.03%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/1.00000 06/15/22-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $6811411.43   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-10236.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-91796.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-0.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                     | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625         | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5800000 | PA      | $6178664.52   | 0.18%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                            | PLAINS ALL AMER PIPELINE SR UNSECURED 06/44 4.7            | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2030323.32   | 0.06%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF SOUTHERN CALIFORNIA                                             | UNIV SOUTHERN CALIFORNIA SR UNSECURED 10/11 5.25           | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36277.95     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                     | BAPTIST HEALTHCARE UNSECURED 08/50 3.54                    | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $215623.16    | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.56436 06/30/26-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $12602.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TR 2004-8                                                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 8 2A1            | CUSIP: 07384M2E1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227450 | PA      | $214600.94    | 0.01%             | 2034-11-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 02/34 3.75                       | CUSIP: ACI23CJP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      400000 | PA      | $400183.09    | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    86400000 | PA      | $85110217.34  | 2.49%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                     | APOLLO DEBT SOLUTIONS BD SR UNSECURED 04/29 6.9            | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1228370.22   | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $9856.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5            | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $978815.16    | 0.03%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX XOV44 5Y 35-100% SP BOA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $1060637.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | STORE CAPITAL LLC SR UNSECURED 04/30 5.4                   | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      800000 | PA      | $804008.50    | 0.02%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $5295.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS AUD 4.25000 03/19/25-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-1844775.69  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 05/30 4.7                          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2113524.86   | 0.06%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                      | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/43 6.497      | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1572315.63   | 0.05%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 06/60 2.7                      | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $3499414.85   | 0.10%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1631.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $63345.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1165581.30   | 0.03%             | 2031-06-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     6996889 | NS      | $79416.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3228511.28   | 0.09%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-15687.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 12/33 6                | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     2700000 | PA      | $2822286.24   | 0.08%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-280.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                   | CITADEL LP SR UNSECURED 144A 01/32 6.375                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3837054.07   | 0.11%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     4000000 | NS      | $3984600.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 09/47 3.6            | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      900000 | PA      | $658158.78    | 0.02%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $9349.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                        | PIKES PEAK CLO PIPK 2019 4A ARR 144A                       | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3000000 | PA      | $3004016.67   | 0.09%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875               | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $920413.65    | 0.03%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -7700000 | NC      | $-23197.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                          | NORINCHUKIN BANK SR UNSECURED 144A 03/31 4.683             | CUSIP: 656029AR6<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     3900000 | PA      | $3857265.71   | 0.11%             | 2031-03-10      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 11/36 VAR                   | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3800000 | PA      | $3718639.00   | 0.11%             | 2036-11-06      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                  | TAPESTRY INC SR UNSECURED 03/35 5.5                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2004386.82   | 0.06%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $23676.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $6537.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 10/51 3.5              | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2382212.21   | 0.07%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                         | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 05/55 6.17      | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4112498.92   | 0.12%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/51 1.875                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46200000 | PA      | $25662656.25  | 0.75%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000     | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      142338 | PA      | $284.68       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 05/47 4.75          | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1240845.57   | 0.04%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -1818000 | PA      | $-1823521.17  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -12243000 | PA      | $-12254508.42 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9600000 | PA      | $5611698.62   | 0.16%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2005-AR1                                         | NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AR1 M1             | CUSIP: 65535VJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93431 | PA      | $93461.64     | 0.00%             | 2035-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 02/31 3.625                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3996131.33   | 0.12%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                 | SELECTIVE INSURANCE GROU SR UNSECURED 03/49 5.375          | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1529237.13   | 0.04%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/32 5.4        | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4785790.93   | 0.14%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA ROMANIA                                            | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1000000 | PA      | $1110494.66   | 0.03%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-987.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $16926.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                           | PECO ENERGY CO 1ST MORTGAGE 08/52 4.375                    | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4635344.20   | 0.14%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/36 VAR              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $993304.87    | 0.03%             | 2036-09-12      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A3                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A3 1A             | CUSIP: 589929R26<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        2441 | PA      | $2389.84      | 0.00%             | 2033-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 09/36 VAR               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1459980.20   | 0.04%             | 2036-09-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $64782.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $1498986.87   | 0.04%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-12841.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                   | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4                | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      700000 | PA      | $545241.69    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GOLDMAN SACHS GROUP INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1305.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44000000 | PA      | $41434258.80  | 1.21%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INSURANCE COMPANY                                            | PENN MUTUAL LIFE INS CO SUBORDINATED 144A 06/40 7.625      | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1153647.76   | 0.03%             | 2040-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     8350000 | PA      | $2602419.47   | 0.08%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2370429 | PA      | $2341756.24   | 0.07%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 07/51 3.5                             | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3245957.91   | 0.10%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        4498 | NC      | $-18038238.16 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/54 4.25                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55600000 | PA      | $49809781.53  | 1.46%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/51 VAR                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4115884.69   | 0.12%             | 2051-04-22      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $42456.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875     | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |     3000000 | PA      | $3131297.13   | 0.09%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 06/51 3.65                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $824629.22    | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -528645 | PA      | $-703391.04   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                   | REPUBLIC OF PANAMA EUR TERM LOAN                           | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |    12000000 | PA      | $13885036.69  | 0.41%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 01/31 5.5                  | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2982932.14   | 0.09%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                          | NEVADA POWER CO GENL REF MOR 08/50 3.125                   | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3416596.35   | 0.10%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                           | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3227 | NS      | $1524757.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-21245.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1937.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                   | AKER BP ASA SR UNSECURED 144A 10/54 5.8                    | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     5000000 | PA      | $4573698.75   | 0.13%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP          | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1700000 | PA      | $1742958.00   | 0.05%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125     | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     7300000 | PA      | $7379320.12   | 0.22%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1530822.68   | 0.04%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                        | FRANKLIN RESOURCES INC SR UNSECURED 08/51 2.95             | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |      900000 | PA      | $557924.99    | 0.02%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $25426.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $2215451.12   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/42 4.05                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1563326.38   | 0.05%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                      | CONSUMERS ENERGY CO 1ST MORTGAGE 09/52 4.2                 | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2460425.36   | 0.07%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 06/41 3.3                    | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1429896.49   | 0.04%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $27624.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2702313 | PA      | $2627600.33   | 0.08%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-27557.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 04/47 4.35                           | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      700000 | PA      | $581305.31    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                   | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4         | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     4000000 | PA      | $2739566.40   | 0.08%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-68.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 02/55 2.375                                | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5730303 | PA      | $5331586.27   | 0.16%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                     | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/52 4.55           | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1800000 | PA      | $1422821.97   | 0.04%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5900000 | PA      | $5992933.91   | 0.18%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      500000 | NS      | $526525.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $992.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.97500 03/21/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-36118.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $7817575.27   | 0.23%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     5300000 | NS      | $5441987.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 05/37 5.625                      | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6000000 | PA      | $6533628.31   | 0.19%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                             | ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1498890.74   | 0.04%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-25035.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 12/51 2.9            | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $803363.67    | 0.02%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/33 VAR                      | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4317440.78   | 0.13%             | 2033-01-21      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7843.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.01035 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $21978.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/45 5.875                       | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5266630.44   | 0.15%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8       | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      350000 | PA      | $207870.82    | 0.01%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLINE 25 1A PTT PASS THRU CE 11/39 4.9              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $878957.19    | 0.03%             | 2039-11-11      | Fixed         | 4.90%                 | 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        |     6800000 | PA      | $6777883.68   | 0.20%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | CIGNA GROUP/THE SR UNSECURED 01/36 5.25                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1302169.05   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -4200000 | NC      | $-12076.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 09/34 VAR                | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8903551.10   | 0.26%             | 2034-09-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.01528 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $21257.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIICHI LIFE INSURANCE CO LTD                                                 | DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |     1600000 | PA      | $1610153.60   | 0.05%             | 2035-01-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                   | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR        | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2224975.95   | 0.07%             | 2069-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $10176.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                   | SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3             | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1197382.75   | 0.04%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1338.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $5520.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC SR UNSECURED 03/31 6                      | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      900000 | PA      | $935360.15    | 0.03%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $62711.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG          | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $770000.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4034.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/38 VAR             | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4454509.68   | 0.13%             | 2038-10-31      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                   | JETBLUE AIRWAYS CORPORATION 2024 TERM LOAN B               | CUSIP: G5112TAB9<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |     3940000 | PA      | $3622830.00   | 0.11%             | 2029-08-27      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19478491.44  | 0.57%             | 2034-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6437502.05   | 0.19%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2299694.90   | 0.07%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7522.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 03/32 4.05                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7476859.88   | 0.22%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/42 3.75              | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1246399.76   | 0.04%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 03/41 6.5                    | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1016759.70   | 0.03%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95      | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2150000 | PA      | $1864252.57   | 0.05%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                    | EVERGY INC JR SUBORDINA 06/55 VAR                          | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1007513.50   | 0.03%             | 2055-06-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $5717.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                   | NOTA DO TESOURO NACIONAL NOTES 08/60 6                     | CUSIP: ACI282QD2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    16738880 | PA      | $2780960.62   | 0.08%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000     | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      228044 | PA      | $342.07       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                      | ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 07/41 2.875     | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $6865837.49   | 0.20%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP SR UNSECURED 06/50 3.75                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2830709.28   | 0.08%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-11883.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/48 3.125                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6000000 | PA      | $4517109.36   | 0.13%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/36 4.125                                | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6370000 | PA      | $6270966.37   | 0.18%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 04/60 3.85                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6615000 | PA      | $3896876.06   | 0.11%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                   | PROGRESSIVE CORP SR UNSECURED 04/47 4.125                  | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      500000 | PA      | $399409.93    | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                    | COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      700000 | PA      | $691249.94    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                          | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11                 | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     1777911 | PA      | $53337.33     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                 | SUTTER HEALTH UNSECURED 08/40 3.161                        | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      350000 | PA      | $270600.87    | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-20865.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 01/53 5.65                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3974715.61   | 0.12%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                          | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6317083.31   | 0.18%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 03/54 6.4                            | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1726456.58   | 0.05%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-16893.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1509985.43   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | 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        |      400000 | PA      | $398983.22    | 0.01%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.7547* 03/13/26-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $35450.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | TITULOS DE TESORERIA BONDS 08/29 11                        | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 23006300000 | PA      | $5800594.86   | 0.17%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                              | PIEDMONT NATURAL GAS CO SR UNSECURED 06/50 3.35            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $1967263.00   | 0.06%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5              | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2422432.67   | 0.07%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5                | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10633122 | PA      | $10692520.31  | 0.31%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                           | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9            | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2211733.83   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                            | ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5                  | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1217365.58   | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 02/56 2.375                                | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2408328 | PA      | $2239107.31   | 0.07%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC SR UNSECURED 08/64 5.55                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $899581.04    | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                           | STRYKER CORP SR UNSECURED 03/46 4.625                      | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1907481.14   | 0.06%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-81038.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                   | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4000000 | PA      | $4011332.00   | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1700000 | NC      | $-6305.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       81813 | PA      | $37961.23     | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 02/37 7.42           | CUSIP: 28336LBH1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     2980000 | PA      | $3368663.70   | 0.10%             | 2037-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | COMCAST CORPORATION SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $28529.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC COMPANY GUAR 07/43 5.7                  | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      630000 | PA      | $601251.40    | 0.02%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 03/34 5.5                     | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     9300000 | PA      | $9431837.54   | 0.28%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 07/35 VAR                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5019008.90   | 0.15%             | 2035-07-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENER HOUSTON 1ST MORTGAGE 04/51 3.35           | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1709041.68   | 0.05%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG          | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $350000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/39 6.05                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4584223.44   | 0.13%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                        | SOUTHERN POWER CO SR UNSECURED 07/43 5.25                  | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      500000 | PA      | $469552.22    | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                       | GSG BIDCO LTD SR SECURED 144A 06/51 6.375                  | CUSIP: ACI38RD49<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     7500000 | PA      | $8609538.19   | 0.25%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $430.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317U94ZA5 PIMCO SWAPTION 2.0 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   150500000 | NC      | $1264.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2526353 | PA      | $2394239.35   | 0.07%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                      | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/63 6.714      | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1296806.30   | 0.04%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-71.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                | SALESFORCE INC SR UNSECURED 03/56 6.55                     | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2912011.02   | 0.09%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                   | ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875              | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2581605.73   | 0.08%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $1695724.32   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                   | PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/36 6.25           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     8700000 | PA      | $8509383.00   | 0.25%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $11122.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1003760.29   | 0.03%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                              | SOUTHERN NATURAL GAS SR UNSECURED 02/31 7.35               | CUSIP: 843452AY9<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1539966.85   | 0.05%             | 2031-02-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                | ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875         | CUSIP: ACI1LP9H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     3400000 | PA      | $2555238.04   | 0.07%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/50 4.15                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      200000 | PA      | $146193.61    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                                     | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15            | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |     1445431 | PA      | $28908.62     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $5228.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -770000 | PA      | $-770374.31   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 02/42 5.8                        | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296421.48    | 0.01%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/34 VAR                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4400000 | PA      | $4621530.41   | 0.14%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                 | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/51 2.9            | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $681439.58    | 0.02%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75             | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      600000 | PA      | $580374.94    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2305625 | PA      | $-2308514.71  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/30 5.375     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1300000 | PA      | $1314735.08   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $87194.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                             | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000483.92   | 0.03%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP COMPANY GUAR 05/44 5                    | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4857000 | PA      | $4232919.75   | 0.12%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $414.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6636.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 01/36 5.375           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      200000 | PA      | $196571.35    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $11231.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5           | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       81159 | PA      | $6979.67      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                   | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/36 4.7             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5943702.51   | 0.17%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-2669.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -52 | NC      | $76157.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                         | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322             | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1483871.33   | 0.04%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/34 6.2                | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4613586.35   | 0.14%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                    | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32414 | NS      | $137757.93    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $98167.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 09/30 8.75                | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      275000 | PA      | $319102.88    | 0.01%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      600000 | PA      | $595923.96    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND OPTION  MAY26P 125.5 EXP 04/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -21 | NC      | $-22088.30    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TESCO PROPERTY FINANCE 3 PLC                                                  | TESCO PROPERTY FIN 3 PLC SR SECURED REGS 04/40 5.744       | CUSIP: 989XYDII0<br>LEI: 213800HCQGDQGFP75D78 | Long             | DBT              | CORP              | GB        |       85022 | PA      | $110498.48    | 0.00%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $129.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $13542.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                            | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75       | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      659555 | PA      | $532880.87    | 0.02%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR       | CUSIP: ACI0808H1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $270690.52    | 0.01%             | 2029-06-27      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         140 | NC      | $-344221.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                  | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2JH1W2<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     1000000 | PA      | $1234731.22   | 0.04%             | 2028-09-05      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9         | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1968303.20   | 0.06%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 08/34 5.55                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $983158.46    | 0.03%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                      | UNIV OF CALIFORNIA CA REVENUES UNVHGR 12/99 FIXED 4.767    | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      835000 | PA      | $669422.76    | 0.02%             | 2099-12-31      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                           | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2059682.30   | 0.06%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $12478.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4000000 | PA      | $3868802.04   | 0.11%             | 2036-01-08      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $12196.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $148.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | TRUST 2401 SR UNSECURED 144A 01/50 6.39                    | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      596000 | PA      | $544383.42    | 0.02%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125               | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1348583.40   | 0.04%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-SA1                                        | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA1 1A1           | CUSIP: 76111XG72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132701 | PA      | $127284.80    | 0.00%             | 2036-02-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $210101.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $3011.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 10/52 3.4                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $7145989.64   | 0.21%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| STRIPE GLOBAL HOLDINGS INC                                                    | 86333 AA1                                                  | CUSIP: 990ADDKY2<br>LEI: 254900VYCQ4K0SLSXF22 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3446596.51   | 0.10%             | 2029-03-26      | Fixed         | 4.88%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-4273.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                           | SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25            | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     6760000 | PA      | $4327234.18   | 0.13%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-35197.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 11/35 5.75            | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     1200000 | PA      | $1203763.42   | 0.04%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI0RSP49<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     4610000 | PA      | $5444576.87   | 0.16%             | 2027-01-11      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4107955.24   | 0.12%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                  | CITIZENS FINANCIAL GROUP JR SUBORDINA 12/99 VAR            | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |     1100000 | NS      | $1084402.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6                  | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1000000 | PA      | $1042587.44   | 0.03%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -7700000 | NC      | $-22112.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA SR UNSECURED 02/38 3.8                              | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1520166.13   | 0.04%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                  | REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1594804.36   | 0.05%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  DEC26 XCME 20270316                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         689 | NC      | $604350.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260714                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-206619.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 06/34 5.5           | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     2900000 | PA      | $2947051.66   | 0.09%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 02/56 6             | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5400000 | PA      | $5097951.00   | 0.15%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 06/41 VAR                | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    19400000 | PA      | $13915066.71  | 0.41%             | 2041-06-19      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1328.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-4346.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1434.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $11469.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                           | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75           | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |     2200000 | PA      | $2516688.88   | 0.07%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     9000000 | NS      | $8336070.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM41 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-621.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       96812 | PA      | $41725.97     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-7310.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.93000 03/24/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-42770.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/41 3.75                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    72835000 | PA      | $64982476.56  | 1.90%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      610000 | NS      | $635003.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                                 | TOPBUILD CORP COMPANY GUAR 144A 02/32 4.125                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1476633.60   | 0.04%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 10/29 VAR                      | CUSIP: ACI386262<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      600000 | PA      | $693259.34    | 0.02%             | 2029-10-05      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7756542.00   | 0.23%             | 2035-10-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-9361.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                            | BANK OF AMERICA NA SUBORDINATED 10/36 6                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1266566.24   | 0.04%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                    | FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR               | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4219693.50   | 0.12%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.3585 07/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-260687.26   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LIMITED                                         | IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11         | CUSIP: ACI2N3K07<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |     1600000 | PA      | $1607246.77   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                           | UNITED KINGDOM GILT BONDS REGS 07/54 4.375                 | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    17786000 | PA      | $19602584.30  | 0.57%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/64 7.008                     | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1106553.24   | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $8420351.62   | 0.25%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                | PROTECTIVE LIFE GLOBAL SECURED 144A 01/32 5.432            | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3590712.27   | 0.11%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $23846.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                          | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5       | CUSIP: ACI0Z9D11<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3200000 | PA      | $1785281.98   | 0.05%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK                       | CALIFORNIA ST INFRASTRUCTURE CASDEV 05/49 FIXED 6.486      | CUSIP: 13033W3Y7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |     2300000 | PA      | $2395166.64   | 0.07%             | 2049-05-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                            | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95           | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5228317.19   | 0.15%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 04/62 4.1                      | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $896885.12    | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3475812.38   | 0.10%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 05/45 4.7                          | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      900000 | PA      | $803326.23    | 0.02%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-35021.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1290.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $126441.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1NVLN6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1857858.16   | 0.05%             | 2027-06-29      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                            | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353        | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      167034 | PA      | $181014.85    | 0.01%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM44 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1942.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |           1 | NC      | $440498.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-988.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 10/32 VAR                | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5340313.86   | 0.16%             | 2032-10-20      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                              | PIEDMONT NATURAL GAS CO SR UNSECURED 11/46 3.64            | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $734167.49    | 0.02%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/41 3.65                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4060475.88   | 0.12%             | 2041-03-25      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $23314.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC COLLATERAL T 04/50 4.2               | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3305418.23   | 0.10%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-1004.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND BRANCH                                 | ITAU UNIBANCO HLDG SA/KY SR UNSECURED 144A 02/30 6         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     6400000 | PA      | $6570912.00   | 0.19%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/52 VAR                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $9675901.87   | 0.28%             | 2052-04-22      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES GOVT                                                              | REPUBLIC OF PHILIPPINES SR UNSECURED 01/48 5.5             | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      400000 | PA      | $384719.48    | 0.01%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $1196.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/53 5.9                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      800000 | PA      | $762327.77    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $142874.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG          | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     4873000 | PA      | $1705550.00   | 0.05%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.89900 03/11/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-16572.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 09/35 VAR                        | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $991332.64    | 0.03%             | 2035-09-10      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     3400000 | NS      | $3425636.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75           | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1399352.96   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY PREFERRED STOCK 4.75                 | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       98700 | NS      | $1875300.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                | MARSH + MCLENNAN COS INC SR UNSECURED 03/55 5.4            | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4974104.75   | 0.15%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $6245.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                              | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       32131 | NS      | $19077.58     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2399527.55   | 0.07%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)             | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85      | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      371000 | PA      | $416309.82    | 0.01%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $363245.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2500000 | PA      | $2571918.35   | 0.08%             | 2031-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 11/38 4.45                           | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1321872.82   | 0.04%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-8                                           | BANC OF AMERICA FUNDING CORPOR BAFC 2005 8 3A4             | CUSIP: 05946XZ48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       14388 | PA      | $14557.68     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $8616.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                 | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75        | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5688005.09   | 0.17%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                           | ADANI TRANS STEP ONE LTD SR SECURED 144A 05/36 4.25        | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |      598500 | PA      | $523264.85    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     3700000 | NS      | $3834088.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/54 5.75      | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     6300000 | PA      | $5955309.55   | 0.17%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8808650.40   | 0.26%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5           | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5000000 | PA      | $2992429.20   | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $2444054.32   | 0.07%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 02/53 5.625                   | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3209958.82   | 0.09%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6650161.96   | 0.19%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                                       | METAL CAYMAN METAL 2017 1 A 144A                           | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1529958 | PA      | $1070923.76   | 0.03%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| INDIANA FINANCE AUTHORITY                                                     | INDIANA ST FIN AUTH REVENUE INSFIN 02/39 FIXED 6.596       | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |      800000 | PA      | $880536.64    | 0.03%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ILLINOIS MUNICIPAL ELECTRIC AGENCY                                            | ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832     | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      635000 | PA      | $669020.95    | 0.02%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 04/42 VAR                | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $9311255.70   | 0.27%             | 2042-04-22      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                          | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      351084 | PA      | $506842.59    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                | COMMONWEALTH BANK AUST SUBORDINATED 144A 03/32 3.784       | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1800000 | PA      | $1691883.05   | 0.05%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                       | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655         | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     9420000 | PA      | $10175088.36  | 0.30%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 11/64 5.85                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $15502300.85  | 0.45%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 12/29 4.625                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1804881.06   | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-22506.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                         | ALABAMA POWER CO SR UNSECURED 10/49 3.45                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1461119.69   | 0.04%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                   | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/46 4.9             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3148000 | PA      | $2838682.75   | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000     | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      534840 | PA      | $588.32       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                        | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507       | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7835458 | PA      | $8275802.55   | 0.24%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 02/30 5.375                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1500000 | PA      | $1524035.58   | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 03/48 4.55                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1158239.61   | 0.03%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     5800000 | NS      | $5809686.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                             | ITC HOLDINGS CORP SR UNSECURED 144A 06/33 5.4              | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2338919.47   | 0.07%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $5127447.76   | 0.15%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                   | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      900000 | PA      | $881559.25    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                              | GATX CORP SR UNSECURED 03/45 4.5                           | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1038000 | PA      | $859017.74    | 0.03%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 11/32 2.5                    | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2770186.01   | 0.08%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                           | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/54 6              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5897601.63   | 0.17%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -889875 | PA      | $-898872.63   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $21514.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55             | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5624760.34   | 0.16%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7750387.20   | 0.23%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR         | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      582939 | PA      | $13116.13     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5235534.65   | 0.15%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1011662.71   | 0.03%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                      | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  2257000000 | PA      | $13071415.39  | 0.38%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 10/54 4.95           | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      830000 | PA      | $728648.89    | 0.02%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $13745.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                            | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75          | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |      116392 | PA      | $47458.89     | 0.00%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $538.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $22777.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4433964.30   | 0.13%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 03/36 5.2                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1097575.75   | 0.03%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3038161.05   | 0.09%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $6266.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                           | COMCAST CORP COMPANY GUAR 05/55 6.05                       | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      900000 | PA      | $891336.17    | 0.03%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-842.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $11653.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4               | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4801954.00   | 0.14%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $13069.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2296105 | PA      | $2235473.59   | 0.07%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | ECOPETROL SA SR UNSECURED 05/45 5.875                      | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4705000 | PA      | $3467822.65   | 0.10%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                   | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   197300000 | PA      | $10898270.75  | 0.32%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.64000 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $90651.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TRUST 2005-41                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 41 1A1           | CUSIP: 12667GR62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74915 | PA      | $55510.38     | 0.00%             | 2035-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE JR SUBORDINA 01/55 VAR                        | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3448739.77   | 0.10%             | 2055-01-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP TARGA RESOURCES CORP                  | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1513938.26   | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 02/66 6.85                        | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2484612.87   | 0.07%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                   | CON EDISON CO OF NY INC SR UNSECURED 05/58 4.5             | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4643786.94   | 0.14%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2000000 | PA      | $1945145.94   | 0.06%             | 2035-02-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7247468.78   | 0.21%             | 2034-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $15492.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC BROOKFIELD FINANCE INC              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     7075000 | PA      | $6868981.31   | 0.20%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BANK OF AMERICA CORPORATION SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $21488.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.77500 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $33896.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 11/60 3.6                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $7341860.86   | 0.21%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7           | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3642321.11   | 0.11%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4094.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 01/35 VAR               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5091363.90   | 0.15%             | 2035-01-23      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $3716.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-2820.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-827.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       68177 | PA      | $31565.95     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                           | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR       | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     3300000 | PA      | $3314612.40   | 0.10%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $25119.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2641.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/48 3                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5700000 | PA      | $4204863.27   | 0.12%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/53 5.35              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6376417.53   | 0.19%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC JR SUBORDINA 12/99 VAR                        | CUSIP: ACI2DC109<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1394743.98   | 0.04%             | 2028-09-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 06/54 5.65                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2356744.68   | 0.07%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 8.084     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1249012.00   | 0.04%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                    | UNUM GROUP SR UNSECURED 12/49 4.5                          | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2454789.50   | 0.07%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY SUBORDINATED 01/32 VAR                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2900000 | PA      | $2695988.36   | 0.08%             | 2032-01-14      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $48458.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $19121.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CAD SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-112.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                               | CIGNA GROUP/THE SR UNSECURED 02/54 5.6                     | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      800000 | PA      | $758120.96    | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 02/51 3.3                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3078824.91   | 0.09%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                          | ANGLIAN WATER SERV FIN SR SECURED REGS 06/39 6             | CUSIP: ACI2GR269<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $494891.19    | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 06/28 6.95           | CUSIP: 28336LBD0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3795000 | PA      | $3952281.27   | 0.12%             | 2028-06-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX XOV44 5Y 35-100% SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $440264.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-74195.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                   | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6200000 | PA      | $6471969.63   | 0.19%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                      | AMERICAN ASSETS TRUST LP COMPANY GUAR 10/34 6.15           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6846939.21   | 0.20%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $18878.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $20074.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | TITULOS DE TESORERIA BONDS 02/33 13.25                     | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 20082900000 | PA      | $5384468.40   | 0.16%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-5364.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575          | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      548200 | PA      | $540953.77    | 0.02%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                          | BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875         | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2425290.57   | 0.07%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC COMPANY GUAR 09/34 5                    | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      600000 | PA      | $584339.65    | 0.02%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                               | OI S A 2024 FIXED TERM LOAN 2                              | CUSIP: BA0006870<br>LEI: 254900YEMWCRRAGD4978 | Long             | LON              | CORP              | BR        |     1361702 | PA      | $13617.02     | 0.00%             | 2050-12-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-7616.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION                        | DALLAS TX CONVENTION CENTER HO DALFAC 01/42 FIXED 7.088    | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3915000 | PA      | $4346886.36   | 0.13%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     2100000 | PA      | $1602828.57   | 0.05%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-22257.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 02/46 6.55                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1680479.53   | 0.05%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -4100000 | NC      | $-3659.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AMERICAN INTERNATIONAL GROUP  SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $25162.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO INBURSA SA                                                              | BANCO INBURSA SR UNSECURED 144A 04/27 4.375                | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $200056.00    | 0.01%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST F/1401 SR UNSECURED 144A 01/44 6.95                  | CUSIP: 898324AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      496000 | PA      | $488560.00    | 0.01%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-594.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $22307.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $144238.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2086.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5592082.76   | 0.16%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-259234.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC COMPANY GUAR 01/48 VAR                  | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      500000 | PA      | $474844.70    | 0.01%             | 2048-01-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 06/44 4.85                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3001883.94   | 0.09%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SAUDI ARABIA GOVT EM SP GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4202.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-9755.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-8666.90     | -0.00%            |  |  |  | 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        |     2000000 | PA      | $2023291.02   | 0.06%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000     | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      285055 | PA      | $370.57       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55            | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2697978 | PA      | $2605706.84   | 0.08%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $279767.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7465500 | NC      | $-6121.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2                      | CUSIP: ACI2P7MX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   626000000 | PA      | $2733999.43   | 0.08%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                | ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125         | CUSIP: ACI1FS336<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1400000 | PA      | $925614.65    | 0.03%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 06/29 6.6                       | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      500000 | PA      | $516086.10    | 0.02%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 12YR JUL SR SEC                   | CUSIP: 957IHJII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $598768.34    | 0.02%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-15984.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                | BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087            | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1252276.64   | 0.04%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6724948.25   | 0.20%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/32 VAR                      | CUSIP: ACI3861C0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4541677.65   | 0.13%             | 2032-01-23      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 05/47 4.05                           | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2147749.31   | 0.06%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -1580910 | PA      | $-2104409.77  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1200000 | PA      | $1367840.93   | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-3070.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6439.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ENBRIDGE INC SNR S* ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $22842.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $9221.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2004-RM2                                                  | ACE SECURITIES CORP. ACE 2004 RM2 M2                       | CUSIP: 004421JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      538096 | PA      | $524173.82    | 0.02%             | 2035-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1026.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     4900000 | NS      | $4994423.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 07/50 3                           | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $1993680.38   | 0.06%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 11/55 5.875            | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2920149.15   | 0.09%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA JR SUBORDINA 04/56 VAR                              | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2612461.80   | 0.08%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5005634.20   | 0.15%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                   | REPUBLIC OF PANAMA SR UNSECURED 05/47 4.5                  | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       35000 | PA      | $27608.00     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                            | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126825 | PA      | $129172.65    | 0.00%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                      | WILLIS NORTH AMERICA INC COMPANY GUAR 09/49 3.875          | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      725000 | PA      | $527087.01    | 0.02%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3500000 | PA      | $3470685.72   | 0.10%             | 2029-09-10      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $6397.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $2595.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3887000 | PA      | $2283144.97   | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1066.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $21051.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION GLOBAL FUNDING                                                  | CONSTELLATION GLO FNDG SR SECURED 144A 10/30 4.85          | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |      700000 | PA      | $686919.28    | 0.02%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35           | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      520000 | PA      | $536850.62    | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC SR UNSECURED 09/34 5.2                    | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6231757.58   | 0.18%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                        | UNION ELECTRIC CO 1ST MORTGAGE 03/53 5.45                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2658257.03   | 0.08%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                           | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375     | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $3204887.95   | 0.09%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $51624.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                                     | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/49 4.487        | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $958717.52    | 0.03%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -17446000 | PA      | $-17446000.00 | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | QUANTA SERVICES INC SR UNSECURED 10/41 3.05                | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2928912.36   | 0.09%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 01/31 4.55                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7137405.14   | 0.21%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                      | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309921.65    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1445.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC POWER COOPERATIVE                                              | BASIN ELECTRIC PWR COOP 1ST MORTGAGE 144A 10/55 5.85       | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1463134.73   | 0.04%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027      | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     3200000 | PA      | $3188038.59   | 0.09%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                            | VODAFONE GROUP PLC JR SUBORDINA 06/81 VAR                  | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     3900000 | PA      | $3033307.29   | 0.09%             | 2081-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.08244 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $10167.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | AUST 10Y BOND FUT JUN26 XSFE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         267 | NC      | $-62460.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                               | CHOICE HOTELS INTL INC SR UNSECURED 08/34 5.85             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      800000 | PA      | $808051.51    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 09/54 6.25            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1456727.85   | 0.04%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/55 4.625                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31359000 | PA      | $29967444.38  | 0.88%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     4300000 | PA      | $2904218.88   | 0.09%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 11/54 5.8              | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2311158.89   | 0.07%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                      | HYATT HOTELS CORP SR UNSECURED 12/31 5.375                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      800000 | PA      | $810019.78    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                  | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2080P8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1548405.85   | 0.05%             | 2028-09-14      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SEK SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $239.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -37812500 | PA      | $-38026329.69 | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625            | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     1900000 | PA      | $1291600.58   | 0.04%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION PHARMACEUTICALS INC                                             | CONSTELLATION PHARMACEUTICAL 4                             | CUSIP: 948VXEII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1213855 | PA      | $1243556.16   | 0.04%             | 2033-07-01      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $17644.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/49 VAR                          | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |     3700000 | NS      | $3710471.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX HY44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-278956.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                    | NETAPP INC SR UNSECURED 03/35 5.7                          | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      360000 | PA      | $366906.28    | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                 | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      322223 | PA      | $320611.70    | 0.01%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| AIM AVIATION FINANCE LIMITED 2015-1A                                          | DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A         | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      791711 | PA      | $776952.24    | 0.02%             | 2040-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.90750 03/04/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-10603.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                              | FIRSTENERGY CORP SR UNSECURED 07/47 4.85                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1880877.68   | 0.06%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 03/54 5.75           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1941490.76   | 0.06%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                    | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 04/45 4.875     | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2309555.05   | 0.07%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA JR SUBORDINA REGS 12/99 VAR                  | CUSIP: ACI19LDR4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2323096.55   | 0.07%             | 2026-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     5053000 | PA      | $4242209.57   | 0.12%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6                | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1550532.18   | 0.05%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/52 5.45                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2753127.05   | 0.08%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS LLC                                                   | FTAI AVIATION INVESTORS COMPANY GUAR 144A 12/30 7.875      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1253982.00   | 0.04%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $18925.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                                       | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/54 6.176          | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1907873.68   | 0.06%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -31997924 | PA      | $-32013478.38 | -0.94%            |  |  |  | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 5 PLC                                                  | TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611      | CUSIP: ACI01EQ39<br>LEI: 213800BN1HYPUZMXAF92 | Long             | DBT              | CORP              | GB        |       44702 | PA      | $57565.05     | 0.00%             | 2041-10-13      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-8881.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                               | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2206022.55   | 0.06%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1251320.45   | 0.04%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/49 3.5       | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1302376.72   | 0.04%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VIII LLC                                                 | KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5        | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3123490.75   | 0.09%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/54 6.35             | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1010821.17   | 0.03%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                      | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1200000 | PA      | $1094101.50   | 0.03%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-96556.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $5.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11221144.70  | 0.33%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2003-A2                                              | JP MORGAN MORTGAGE TRUST JPMMT 2003 A2 3A1                 | CUSIP: 466247AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1591 | PA      | $1554.52      | 0.00%             | 2033-11-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 02/32 4.375              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3298685.86   | 0.10%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/53 4.875                         | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4686117.19   | 0.14%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER ENTERPRISE PRODUCTS OPER          | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6449725.59   | 0.19%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 12/53 5.35                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3004566.74   | 0.09%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4854.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BUND OPTION  MAY26C 128 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -21 | NC      | $-2670.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260624                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $70987.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75             | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2358602.62   | 0.07%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $205294.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                          | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32525000 | PA      | $33465962.89  | 0.98%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $10300.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4 JUMBOS                                 | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15300000 | PA      | $14334397.11  | 0.42%             | 2056-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)             | OGLETHORPE POWER CORP 1ST MORTGAGE 12/53 6.2               | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2762101.03   | 0.08%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 04/53 5.05             | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $13560509.89  | 0.40%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $985.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $19470.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | ORACLE CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-109217.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875              | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $982137.34    | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4652.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3359774.40   | 0.10%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 12.03 07/01/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-1250968.88  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                         | ELI LILLY + CO SR UNSECURED 08/64 5.2                      | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2365942.33   | 0.07%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $8566.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     2081240 | PA      | $20269196.81  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES HOLDINGS IV LIMITED)                        | BCP V MODULAR SRV HLDNG IV LTD 2025 EUR TERM LOAN          | CUSIP: BA000LLH0<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |     1000000 | PA      | $1050858.57   | 0.03%             | 2031-07-10      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP COMPANY GUAR 144A 03/30 5.75                 | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1200000 | PA      | $1210172.40   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260723                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-42507.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                  | NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3        | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3979280.65   | 0.12%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PG&E CORPORATION                                                              | PG+E CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2518111.05   | 0.07%             | 2055-03-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-19008.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $20301.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-4296.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS AUD 4.00000 12/17/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-1853704.66  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3443.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7          | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    20900000 | PA      | $6580806.35   | 0.19%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                           | ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC                    | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1631850.48   | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875            | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2091216.35   | 0.06%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.97500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $224269.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 04/34 3.469                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4775036.54   | 0.14%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 08/47 3.95                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1707895.68   | 0.05%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOFTBANK GROUP CORP SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1344.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 12/18/24-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-355447.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/42 3.375                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1211000 | PA      | $1011989.18   | 0.03%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                    | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1             | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      746660 | PA      | $733571.10    | 0.02%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                   | CHENIERE ENERGY PARTNERS COMPANY GUAR 01/32 3.25           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1914588.46   | 0.06%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-284.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                      | SNAM SPA SR UNSECURED 144A 05/55 6.5                       | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |     3000000 | PA      | $3092768.40   | 0.09%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 03/47 3.65                          | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      700000 | PA      | $493080.79    | 0.01%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                   | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 12/52 5.672      | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1923508.52   | 0.06%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-2444.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 03/52 3.7                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1568479.62   | 0.05%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC SR UNSECURED 08/31 2.2                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5180683.15   | 0.15%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX MAIN44 5Y ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $129890.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1200000 | PA      | $1212124.16   | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | NORTHWELL HEALTHCARE INC SECURED 11/49 3.809               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1840727.43   | 0.05%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP SR UNSECURED 01/35 6                      | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2129096.65   | 0.06%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/55 5.8                          | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3016719.32   | 0.09%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -617118 | PA      | $-817887.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                   | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5025539.24   | 0.15%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR                 | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $2015146.00   | 0.06%             | 2030-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/44 4.85           | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3579000 | PA      | $3241313.26   | 0.09%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2434.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                | MARATHON PETROLEUM CORP SR UNSECURED 03/41 6.5             | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1920103.40   | 0.06%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45300000 | PA      | $44682154.21  | 1.31%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/43 3.875                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    92642000 | PA      | $82136541.72  | 2.40%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/32 VAR            | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6000000 | PA      | $5910303.84   | 0.17%             | 2032-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125     | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     4000000 | PA      | $3948865.00   | 0.12%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC SR UNSECURED 05/28 5.829                   | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $303299.59    | 0.01%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)         | FIRSTENERGY TRANSMISSION SR UNSECURED 144A 07/44 5.45      | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     6330000 | PA      | $5996609.34   | 0.18%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                    | NORTHERN STATES PWR MINN 1ST MORTGAGE 05/53 5.1            | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $10576756.23  | 0.31%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2721929.87   | 0.08%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-7092.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $28296.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                            | REGENCY CENTERS LP COMPANY GUAR 03/49 4.65                 | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      500000 | PA      | $423132.29    | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                      | CONSTELLATION BRANDS INC COMPANY GUAR 11/48 5.25           | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3153387.62   | 0.09%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 2.50000 09/16/26-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-1158923.01  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                    | TRANSCONT GAS PIPE LINE SR UNSECURED 08/41 5.4             | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1350719.55   | 0.04%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2326.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $188695.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 04/31 3.5                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      200000 | PA      | $189221.48    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PEN BOUGHT USD 20260720                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $423423.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $25000121.78  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | TECK RESOURCES LIMITED SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $45314.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5697000 | PA      | $4927456.08   | 0.14%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      343126 | PA      | $342820.62    | 0.01%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $6642.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95             | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $999703.48    | 0.03%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3441723.97   | 0.10%             | 2034-10-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 07/45 5.125                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6501678.70   | 0.19%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95               | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      500000 | PA      | $419079.94    | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                 | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 06/38 VAR        | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1300000 | PA      | $1398735.00   | 0.04%             | 2038-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -513272 | PA      | $-513896.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 02/33 6          | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1100000 | PA      | $1111260.84   | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/41 4.375                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55758000 | PA      | $53721526.03  | 1.57%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                 | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      820000 | PA      | $618571.42    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AES CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $171334.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-688479.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE COMPANY SA                                                    | CELLNEX FINANCE COMPANY GUAR 144A 07/41 3.875              | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $475280.25    | 0.01%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2             | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      650000 | PA      | $637219.98    | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2100000 | PA      | $2068500.00   | 0.06%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2800000 | PA      | $2828160.66   | 0.08%             | 2033-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95              | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2617324.47   | 0.08%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $812836.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3055.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-93046.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     4400000 | NS      | $4361720.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                     | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25               | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1428529.21   | 0.04%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC COMPANY GUAR 06/45 5.55                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3818554.00   | 0.11%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-81.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 10/55 6.25                          | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1864560.23   | 0.05%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1172182 | PA      | $1192546.36   | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A       | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3323189 | PA      | $3194516.95   | 0.09%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 10/36 VAR                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $971331.80    | 0.03%             | 2036-10-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA SR UNSECURED 144A 04/42 2.875                      | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $797355.18    | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 02/45 3.6                 | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $998668.47    | 0.03%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 10/35 5.875                  | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      900000 | PA      | $868217.28    | 0.03%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED REGS 03/35 VAR                   | CUSIP: ACI2NBD64<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     5100000 | PA      | $6694858.77   | 0.20%             | 2035-03-21      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -5154487 | NC      | $-4551.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP           | TARGA RESOURCES PARTNERS COMPANY GUAR 01/32 4              | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4337777.56   | 0.13%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                               | FIDELITY NATL FINANCIAL SR UNSECURED 09/51 3.2             | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $4945038.82   | 0.14%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $23715.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 02/43 VAR                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1400000 | PA      | $1029016.13   | 0.03%             | 2043-02-11      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -17000000 | NC      | $-23167.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                                       | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 2A1A         | CUSIP: 45660LRX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204829 | PA      | $165021.24    | 0.00%             | 2035-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                             | CF INDUSTRIES INC COMPANY GUAR 03/34 5.15                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3181531.49   | 0.09%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/36 VAR                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6655312.63   | 0.19%             | 2036-01-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP COMPANY GUAR 05/45 5.35                 | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2465000 | PA      | $2205877.75   | 0.06%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-6467.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 12/42 4.3                            | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2243372.46   | 0.07%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                   | CHENIERE ENERGY PARTNERS COMPANY GUAR 08/34 5.75           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2989491.54   | 0.09%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC COLLATERAL T 09/48 4.2               | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3959637.95   | 0.12%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR OPT  JUN26C 98 EXP 06/12/2026                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         854 | NC      | $16401.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | EVERSOURCE ENERGY SR UNSECURED 12/30 4.45                  | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1085478.35   | 0.03%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8        | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1137729 | PA      | $1138678.93   | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4               | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    51100000 | PA      | $13951581.94  | 0.41%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 02/52 3.4                         | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1655927.20   | 0.05%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                            | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |       33904 | PA      | $25766.98     | 0.00%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 02/56 6.7                         | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2507833.25   | 0.07%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $103.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                      | STATE STREET CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     5200000 | NS      | $5299164.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-11089.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 12/99 VAR        | CUSIP: ACI2XM0C0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1331790.24   | 0.04%             | 2031-12-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5560.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $16361.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER INC                                           | INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875            | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1237542.37   | 0.04%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $108641.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-5955.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-28624.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                      | CONSUMERS ENERGY CO 1ST MORTGAGE 05/48 4.05                | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1964054.75   | 0.06%             | 2048-05-15      | Fixed         | 4.05%                 | 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        |     5000000 | PA      | $5015809.65   | 0.15%             | 2028-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2004-1                                           | SAXON ASSET SECURITIES TRUST SAST 2004 1 M1                | CUSIP: 805564PN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39023 | PA      | $33376.44     | 0.00%             | 2035-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -1700000 | NC      | $-260.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC                    | CUSIP: 958BJPII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3189375.65   | 0.09%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | BARCLAYS BANK REPO REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | ZA        |   298614111 | PA      | $17647284.36  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-9687.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 10/28 6.75        | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     4097000 | PA      | $4290251.07   | 0.13%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.4016 06/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-385533.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2831.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $18539.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                              | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |      800000 | PA      | $723747.40    | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                               | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      400000 | PA      | $371227.68    | 0.01%             | 2029-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 08/59 3.875            | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $4958414.22   | 0.15%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MGM RESORTS INTERNATIONAL SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $397759.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-19414.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | STRIPS 02/42 0.00000                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1500000 | PA      | $682226.66    | 0.02%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/56 4.75                                 | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2125000 | PA      | $2072871.09   | 0.06%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/54 4.625                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   102500000 | PA      | $97759375.00  | 2.86%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC SR UNSECURED 03/48 3.95                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $934661.61    | 0.03%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                             | ENTERGY TEXAS INC 1ST MORTGAGE 09/54 5.55                  | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1886377.82   | 0.06%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 06/54 VAR                         | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1700000 | PA      | $1940110.41   | 0.06%             | 2054-06-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                                               | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001               | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     3500000 | PA      | $4169105.51   | 0.12%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-11587.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                         | ELI LILLY + CO SR UNSECURED 02/64 5.1                      | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1800647.72   | 0.05%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                          | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/54 5.125         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     2000000 | PA      | $1724945.94   | 0.05%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                        | UNION ELECTRIC CO 1ST MORTGAGE 01/54 5.25                  | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4617201.20   | 0.14%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.0658* 03/13/26-20Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $9534.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-19562.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $8556.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 11/40 5.125             | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      300000 | PA      | $288932.65    | 0.01%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                     | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     3200000 | PA      | $177976.45    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | TITULOS DE TESORERIA BONDS 01/35 11.75                     | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 42231100000 | PA      | $10470609.02  | 0.31%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $7645050.90   | 0.22%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                     | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7            | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1411767.00   | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MML DORCHESTER SCSP                                                           | PROJECT DORCHESTER EUR TERM LOAN                           | CUSIP: BA000T4M1<br>LEI: 213800PP3CKB6OTAPQ90 | Long             | LON              | CORP              | US        |     1400000 | PA      | $1618190.31   | 0.05%             | 2027-01-04      | Floating      | 4.61%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-11868.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YELLOWSTONE ENERGY LP                                                         | YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75                | CUSIP: 98580LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      222737 | PA      | $220534.14    | 0.01%             | 2026-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1659531.52   | 0.05%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $355.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $6957.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $4121.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       25907 | PA      | $15259.22     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.74800 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $45427.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8            | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3981999.75   | 0.12%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54400000 | PA      | $52419807.90  | 1.53%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                  | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1077690.66   | 0.03%             | 2028-11-21      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                               | BACARDI LTD COMPANY GUAR 144A 05/48 5.3                    | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     3600000 | PA      | $3144257.03   | 0.09%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000        | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $1879296.00   | 0.06%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                            | SW (FINANCE) I PLC SR SECURED REGS 04/40 7                 | CUSIP: ACI2NDN28<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     2300000 | PA      | $2956340.91   | 0.09%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/53 VAR               | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $9377515.97   | 0.27%             | 2053-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM40 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $48.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9             | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1489495.44   | 0.04%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                             | INTEL CORP SR UNSECURED 02/53 5.7                          | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6082076.88   | 0.18%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 03/33 VAR               | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6061859.43   | 0.18%             | 2033-03-02      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                              | ASSURED GUARANTY US HLDG COMPANY GUAR 09/51 3.6            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $812075.03    | 0.02%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2151553.63   | 0.06%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                          | DUKE ENERGY OHIO INC 1ST MORTGAGE 04/53 5.65               | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1264967.11   | 0.04%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 03/42 4.375                           | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1717395.60   | 0.05%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-1904785.44  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/32 VAR              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4929301.20   | 0.14%             | 2032-01-14      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $320937.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5205.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD (CFE)                                        | COMISION FED DE ELECTRIC SR UNSECURED 144A 02/42 5.75      | CUSIP: 200447AC4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |       55000 | PA      | $48923.55     | 0.00%             | 2042-02-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK & PRESBYTERIAN HOSPITAL                                              | NY + PRESBYTERIAN HOSPIT UNSECURED 08/56 4.063             | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |       45000 | PA      | $35024.92     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                               | RTX CORP SR UNSECURED 03/34 6.1                            | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1939033.17   | 0.06%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3166.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 10/34 VAR               | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2382774.02   | 0.07%             | 2034-10-23      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| WASHINGTON STATE CONVENTION CENTER PUBLIC FACILITIES DISTRICT                 | WASHINGTON ST CONVENTION CENTE WASFAC 07/40 FIXED 6.79     | CUSIP: 93976AAH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      930000 | PA      | $999766.46    | 0.03%             | 2040-07-01      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $48101.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR         | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      545249 | PA      | $8860.30      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      268000 | PA      | $265542.79    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 03/51 VAR                | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $232212.98    | 0.01%             | 2051-03-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3107.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                      | UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858    | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      440000 | PA      | $359522.06    | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3625301.75   | 0.11%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                | LEGG MASON INC COMPANY GUAR 01/44 5.625                    | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1354415.27   | 0.04%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                  | BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25            | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      630000 | PA      | $506420.47    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6            | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $818461.44    | 0.02%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 02/34 5.625             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5300000 | PA      | $5190025.00   | 0.15%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     8100000 | PA      | $7718330.75   | 0.23%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $3055.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 06/20/24-7Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-262783.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $75799.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-10052.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-8211.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                       | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR        | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |     6400000 | NS      | $6381952.00   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/48 3.65              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $2622103.23   | 0.08%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/31 4.7       | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      700000 | PA      | $686275.17    | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-211789.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                 | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $9671497.38   | 0.28%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                                  | AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5            | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $6225854.79   | 0.18%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95             | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3672345.76   | 0.11%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT MXN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $18491.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                          | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75      | CUSIP: ACI1ZX259<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1600000 | PA      | $844189.93    | 0.02%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3880154.06   | 0.11%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY                         | PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532     | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11500000 | PA      | $12492435.05  | 0.37%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 07/48 5.2                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     6562000 | PA      | $5772035.01   | 0.17%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-523.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4800000 | PA      | $4755738.72   | 0.14%             | 2027-02-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -2903513 | NC      | $-2319.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP JR SUBORDINA 09/55 VAR                          | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2486416.14   | 0.07%             | 2055-09-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX XOV44 5Y 35-100% SP CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $180108.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2004-2                                       | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 2 4A1             | CUSIP: 86359BLE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3999 | PA      | $3841.58      | 0.00%             | 2034-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA SUBORDINATED 144A 06/42 VAR            | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1750000 | PA      | $1466756.97   | 0.04%             | 2042-06-01      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                        | CS AT1 CLAIMS US225401AR98 CREDIT SUISSE GROUP AG          | CUSIP: 952NPGII8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     1593000 | PA      | $557550.00    | 0.02%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-2405.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR NOTE (CBT)JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        1137 | NC      | $-1778335.03  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.65517 03/01/24-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $207961.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3417731.22   | 0.10%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TWD BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $790.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR         | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      131169 | PA      | $3279.23      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)                                | UPMC SECURED 05/33 5.035                                   | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1108856.55   | 0.03%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-184208.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE JR SUBORDINA 07/55 VAR                        | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      700000 | PA      | $653785.58    | 0.02%             | 2055-07-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD IDR BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-2782.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      304000 | PA      | $273811.34    | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                      | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |      800000 | PA      | $787262.13    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                              | SAN DIEGO G + E 1ST MORTGAGE 03/56 5.95                    | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3411462.15   | 0.10%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH SECURED 09/35 4.975                    | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2440819.53   | 0.07%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2273641.04   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25              | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $2840538.59   | 0.08%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE II LLC                                                     | BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45           | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1322491.88   | 0.04%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -1588 | NC      | $2305218.81   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -5937500 | PA      | $-5950656.13  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $217019.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815          | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2262000 | PA      | $2217474.16   | 0.06%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4876582.15   | 0.14%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                    | TRANSCONT GAS PIPE LINE SR UNSECURED 03/48 4.6             | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4440000 | PA      | $3718911.85   | 0.11%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/39 5.125                           | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2263095.53   | 0.07%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  MAY26C 113 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -44 | NC      | $-5855.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 01/36 6.25                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1586588.69   | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 02/63 6.05             | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300172.49    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1758.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SBI5 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -7478500 | NC      | $-5975.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1268.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $381192.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 07/52 VAR                | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      800000 | PA      | $506240.59    | 0.01%             | 2052-07-21      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        6398 | NS      | $147154.00    | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2476590.14   | 0.07%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS LLC                                                              | SBL HOLDINGS INC SR UNSECURED 144A 10/34 7.2               | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |      500000 | PA      | $437731.36    | 0.01%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     6100000 | PA      | $7397467.30   | 0.22%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-9741.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                             | PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     3190000 | PA      | $3343174.04   | 0.10%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 05/52 5.625                | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2683563.60   | 0.08%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 03/47 5.2                             | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      900000 | PA      | $796583.94    | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-41.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-6164.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $30617.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 09/55 5.95      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5407141.96   | 0.16%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375               | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      288000 | PA      | $304891.20    | 0.01%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                          | START LTD. STARR 2019 1 A 144A                             | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      325172 | PA      | $325418.00    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/52 2.875                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23900000 | PA      | $16580158.23  | 0.49%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | SOUTHERN CO JR SUBORDINA 09/51 VAR                         | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4968244.50   | 0.15%             | 2051-09-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | FORD MOTOR COMPANY SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-608648.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 11/54 5.7                            | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3841865.68   | 0.11%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TWD SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1278.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12100000 | PA      | $11666642.74  | 0.34%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                          | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |      816983 | PA      | $49018.98     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-29040.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 06/51 4.1                   | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     1200000 | PA      | $796692.04    | 0.02%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 04/33 3.419                      | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2949000 | PA      | $2697742.22   | 0.08%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4              | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2374000 | PA      | $1526107.64   | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                  | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      213425 | PA      | $110127.30    | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $2316.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT KRW SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $7303.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $10030.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA SR UNSECURED 144A 05/54 5.95                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     2747000 | PA      | $2734994.35   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      900000 | PA      | $900832.32    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/52 2.25                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25700000 | PA      | $15496798.80  | 0.45%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                     | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/48 3.95              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4611814.98   | 0.14%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | EURO-BOBL FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          16 | NC      | $-33676.11    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 06/44 6                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5517221.92   | 0.16%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20000 | PA      | $17540.15     | 0.00%             | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/63 5.75                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4620582.00   | 0.14%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.00000 06/17/26-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $534580.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                      | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1172150000 | PA      | $5606349.02   | 0.16%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/53 4.75                                 | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   101220000 | PA      | $98444357.31  | 2.88%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                              | WESTMORELAND COAL CO PIK TERM LOAN                         | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      924043 | PA      | $401958.89    | 0.01%             | 2029-03-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC                    | CUSIP: 957IHHII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1696196.05   | 0.05%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/41 FIXED 7.834     | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     4990000 | PA      | $6030694.94   | 0.18%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-7384.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CHF BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $14430.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $6.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 05/46 4.45                         | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6013708.61   | 0.18%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $14955.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/35 5.632          | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1032565.60   | 0.03%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2494.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-11417.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 04/35 VAR                      | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7685051.33   | 0.22%             | 2035-04-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $27058.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317U95BA8 PIMCO SWAPTION 1.5 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -129200000 | NC      | $-206.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-14595.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/45 4.875                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3562000 | PA      | $3551147.01   | 0.10%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                              | VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25        | CUSIP: ACI1FYG47<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2463244.62   | 0.07%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                       | FMR LLC SR UNSECURED 144A 11/39 6.45                       | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4880413.94   | 0.14%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2564.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                      | NORTHWELL HEALTHCARE INC SECURED 11/47 4.26                | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |       30000 | PA      | $24419.04     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6            | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2160812.92   | 0.06%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 05/50 3.35             | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $997459.50    | 0.03%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/47 2.75                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25300000 | PA      | $17910621.16  | 0.52%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $194946.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUNDATION                                                   | CLEVELAND CLINIC FOUND UNSECURED 01/14 4.858               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |       45000 | PA      | $37623.71     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 09/45 VAR                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1000000 | PA      | $944802.53    | 0.03%             | 2045-09-06      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC (AKA: NASDAQ OMX GROUP INC)                                        | NASDAQ INC SR UNSECURED 06/63 6.1                          | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      800000 | PA      | $802756.27    | 0.02%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1082.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | TSY INFL IX N/B 02/46 1                                    | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1921542 | PA      | $1426759.19   | 0.04%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $8056.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-468.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $6814638.71   | 0.20%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                          | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B | CUSIP: 955SEVII3<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $984662.75    | 0.03%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 11/47 2.75                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5200000 | PA      | $3669453.11   | 0.11%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2200000 | NC      | $-2749.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                                        | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                      | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524305 | PA      | $526307.15    | 0.02%             | 2056-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-4687.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                  | ROMANIA UNSECURED 144A 07/30 1.75                          | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1100000 | PA      | $1120337.88   | 0.03%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 03/55 5.9                 | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2098944.72   | 0.06%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3106.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-10280.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                      | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   781000000 | PA      | $3818364.39   | 0.11%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-14382.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $91109.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 12/49 3.5              | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $961261.08    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                          | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |      900000 | PA      | $892548.64    | 0.03%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | ZCS BRL 13.657 03/13/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-1541.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15                | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2644332.02   | 0.08%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 3.00000 09/16/26-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $579023.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375             | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1313378.62   | 0.04%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM                            | UNIV OF TEXAS TX UNIV REVENUES UNIHGR 08/47 FIXED 3.354    | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |       45000 | PA      | $33424.56     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-23201.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | TITULOS DE TESORERIA BONDS 11/40 12.75                     | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 25658100000 | PA      | $6800672.89   | 0.20%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 05/55 5.7                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1853929.73   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                  | BECTON DICKINSON + CO SR UNSECURED 02/34 5.11              | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3623956.13   | 0.11%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)                   | WASTE CONNECTIONS INC SR UNSECURED 01/33 4.2               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     2200000 | PA      | $2129910.60   | 0.06%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH SECURED 09/55 5.662                    | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      800000 | PA      | $771003.07    | 0.02%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/64 5.5                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4599260.40   | 0.13%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                       | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95            | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1513205.54   | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -2986520 | PA      | $-2988657.02  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                   | LOCKHEED MARTIN CORP SR UNSECURED 06/62 4.3                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1404346.14   | 0.04%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR              | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3200000 | PA      | $2883523.78   | 0.08%             | 2031-07-10      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR            | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     1800000 | PA      | $2038166.24   | 0.06%             | 2034-11-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $137809.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                 | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/36 5.35        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6852044.50   | 0.20%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5            | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3308904.83   | 0.10%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     1455826 | PA      | $1448546.84   | 0.04%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                | ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7           | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     2900000 | PA      | $1509583.60   | 0.04%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX HY45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1091834.39  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                            | ECAF LTD ECAF 2015 1A A2 144A                              | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      839240 | PA      | $781309.73    | 0.02%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $36247.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                     | ALCON FINANCE CORP COMPANY GUAR 144A 09/49 3.8             | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1644642.78   | 0.05%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/36 5.2            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6638666.89   | 0.19%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 10/50 3.951     | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      900000 | PA      | $653838.96    | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |     3500000 | NS      | $3444665.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-4039.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX ITRAXX JPY45 5Y SP BRC                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JP        |           1 | NC      | $550.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-539.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-78807.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP (DTCC)                                       | DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR       | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | EP               | CORP              | US        |     4500000 | NS      | $4466925.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                  | REPUBLIC OF CHILE SR UNSECURED 01/54 5.33                  | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       33261 | PA      | $31469.06     | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 09/55 6.2                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2581062.20   | 0.08%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $437988.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                             | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2831 | NS      | $175522.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STORE CAPITAL LLC                                                             | STORE CAPITAL LLC SR UNSECURED 11/30 2.75                  | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1261125.29   | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE LLC                                              | ABU DHABI CRUDE OIL SR SECURED REGS 11/47 4.6              | CUSIP: M0R52WAB9<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     1400000 | PA      | $1218678.36   | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |     2000000 | NS      | $2061320.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP            | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5            | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $601511.38    | 0.02%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $1330.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                               | CHICAGO IL CHI 01/29 FIXED OID 6.05                        | CUSIP: 167486M71<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |      195000 | PA      | $196748.96    | 0.01%             | 2029-01-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-7298.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 09/54 5.85              | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2109838.37   | 0.06%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $12224.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/54 4.25                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26300000 | PA      | $23563669.89  | 0.69%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $12996.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                 | JEFFERIES FIN GROUP INC SR UNSECURED 01/43 6.5             | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2048436.96   | 0.06%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $39868061.02  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BARCLAYS BANK REV REPO REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | ZA        |  -298614111 | PA      | $-17653763.58 | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                         | PROJECT HUDSON II FIXED TERM LOAN                          | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1605649.06   | 0.05%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 02/46 4.625                                | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $771312.50    | 0.02%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 01/36 VAR                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1734228.72   | 0.05%             | 2036-01-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    -4600000 | NC      | $-5381.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     4500000 | PA      | $4214320.20   | 0.12%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                     | APOLLO DEBT SOLUTIONS BD SR UNSECURED 07/31 6.7            | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2328205.29   | 0.07%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-15350.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | GARTNER INC SR UNSECURED 11/35 5.6                         | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1898426.46   | 0.06%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                 | NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR          | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     4500000 | PA      | $4598721.18   | 0.13%             | 2053-09-13      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                         | KENTUCKY UTILITIES CO 1ST MORTGAGE 10/45 4.375             | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1906325.88   | 0.06%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $49479.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | IRS EUR 1.00000 05/13/22-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-117579.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/60 5.93                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12460000 | PA      | $11970493.45  | 0.35%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                        | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1542402.43   | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1528336 | PA      | $1498035.40   | 0.04%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 09/54 5.7                | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     5600000 | PA      | $5275422.04   | 0.15%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                         | TOTALENERGIES CAPITAL SA COMPANY GUAR 04/64 5.638          | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1440461.55   | 0.04%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                               | JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2                | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      585000 | PA      | $522525.04    | 0.02%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $6209.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                           | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214    | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      600000 | PA      | $455025.24    | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $34070.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1737496.74   | 0.05%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3              | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2020922.41   | 0.06%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.08500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $265357.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2166531.44   | 0.06%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1013.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7              | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5698576.35   | 0.17%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                             | VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2558405.00   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                | ARIZONA PUBLIC SERVICE SR UNSECURED 04/42 4.5              | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      700000 | PA      | $603130.83    | 0.02%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-240.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                     | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     5400000 | PA      | $5042927.70   | 0.15%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA REGS 12/99 VAR              | CUSIP: ACI3077N6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3300000 | PA      | $4325988.07   | 0.13%             | 2035-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5456.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO PREFERRED STOCK 4.625                  | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      111000 | NS      | $2122320.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN RESORTS CAPITAL CORP                                                     | WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 03/33 6.25      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1485921.60   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $8016.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 02/36 5.625               | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2879000 | PA      | $2886421.46   | 0.08%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1429246.36   | 0.04%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 02/38 5.95                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1525258.79   | 0.04%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                          | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                   | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      681000 | PA      | $759493.28    | 0.02%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                 | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169     | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5400000 | PA      | $5474272.14   | 0.16%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125               | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1809792.10   | 0.05%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-3287.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -2200000 | NC      | $-12460.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-989.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                             | CF INDUSTRIES INC COMPANY GUAR 03/44 5.375                 | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1678846.45   | 0.05%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                 | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 10/33 6.75      | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $613451.40    | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                         | TIME WARNER CABLE LLC SR SECURED 11/40 5.875               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     4520000 | PA      | $4099972.40   | 0.12%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                         | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5                | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2455965 | PA      | $2470446.97   | 0.07%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41000000 | PA      | $38660445.70  | 1.13%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-84347.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $353736.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                    | JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75            | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1007390 | PA      | $894973.55    | 0.03%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 11/60 3                | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    21700000 | PA      | $12487687.93  | 0.37%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-ABF1                          | BEAR STEARNS ASSET BACKED SECU BSABS 2003 ABF1 A           | CUSIP: 07384YLE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3362 | PA      | $3361.98      | 0.00%             | 2034-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                         | BX TRUST BX 2022 LP2 A 144A                                | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      204122 | PA      | $204136.19    | 0.01%             | 2039-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/53 7.8                         | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3000000 | PA      | $3508138.17   | 0.10%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/65 6.1                         | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3402118.66   | 0.10%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | TRUST 2401 SR UNSECURED 144A 01/44 6.95                    | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4158000 | PA      | $4039621.74   | 0.12%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 01/33 4.95             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395558.21    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 11/33 2.65                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $795749.77    | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.50000 06/20/24-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $8550278.70   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                          | CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1099923.75   | 0.03%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                      | MSCI INC COMPANY GUAR 144A 11/31 3.625                     | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1666104.35   | 0.05%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5071.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                           | ELEVANCE HEALTH INC SR UNSECURED 02/53 5.125               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7120673.96   | 0.21%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                              | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A         | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1124684 | PA      | $1125848.77   | 0.03%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST-2004-11                                              | BEAR STEARNS ALT A TRUST BALTA 2004 11 2A6A                | CUSIP: 07386HNB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       15280 | PA      | $14665.22     | 0.00%             | 2034-11-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $2122.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-129838.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                    | MIDAMERICAN ENERGY CO 1ST MORTGAGE 11/56 5.5               | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3839746.76   | 0.11%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIPE GLOBAL HOLDINGS INC                                                    | 86333 AB9                                                  | CUSIP: 990ADAYN7<br>LEI: 254900VYCQ4K0SLSXF22 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3419808.11   | 0.10%             | 2031-03-26      | Fixed         | 5.17%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.00000 03/18/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-28298.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                  | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5              | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3575059.74   | 0.10%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $12103.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                                | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A             | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       53744 | PA      | $53810.74     | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $88453.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95                | CUSIP: P9406GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      646000 | PA      | $636310.00    | 0.02%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | TRUST 2401 SR UNSECURED 144A 02/34 7.375                   | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      712000 | PA      | $753691.16    | 0.02%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                            | RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2528992.08   | 0.07%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25                 | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1831695.23   | 0.05%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                      | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000     | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      114022 | PA      | $399.08       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                              | TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2                | CUSIP: ACI1Q9PP3<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | MUN               | AU        |     7700000 | PA      | $3592019.35   | 0.11%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX EM42 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2647.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/47 3                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32300000 | PA      | $24015554.53  | 0.70%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                    | JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7                      | CUSIP: ACI315PQ2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    77250000 | PA      | $448142.97    | 0.01%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45      | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    12000000 | PA      | $7434583.56   | 0.22%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $95036.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 04/30 6.15                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4274069.65   | 0.13%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 09/55 3.55                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     8889000 | PA      | $5785466.98   | 0.17%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOUGHT TRY SOLD USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $464.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer