# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004474
**Filing Date:** 2025-11
**Character Count:** 140972
**Document Hash:** ee8c490c5a0ae0919afdef82d9f7690b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004474.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004474

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528295

**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 Climate Bond Fund (Series ID: S000066984)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000215594 | Class A             | PCEBX           |
| C000215595 | I-3                 | PCEWX           |
| C000215596 | Institutional Class | PCEIX           |
| C000215597 | I-2                 | PCEPX           |
| C000215598 | Class C             | PCECX           |

## 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 Climate Bond Fund

- **b. EDGAR series identifier (if any):** S000066984

- **c. LEI of Series:** 5493005RXITDUV4BHM06

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $37870127.92

**Total Liabilities:** $430048.63

**Net Assets:** $37440079.29

**Cash Not Reported:** $336672.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 49.927500 | **1-Year:** 1723.916700 | **5-Year:** 10401.546900 | **10-Year:** 3459.770700 | **30-Year:** 160.544500

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

- **3-Month:** 0.000000 | **1-Year:** 140.165100 | **5-Year:** 198.251900 | **10-Year:** 57.514100 | **30-Year:** 7.954400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000215594 | 0.04%                | 1.04%                | 0.36%                |
| Class ID C000215598 | -0.03%               | 0.98%                | 0.30%                |
| Class ID C000215597 | 0.06%                | 1.07%                | 0.38%                |
| Class ID C000215595 | 0.06%                | 1.07%                | 0.38%                |
| Class ID C000215596 | 0.07%                | 1.08%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17970.83               | $-602332.24                                |
| Month 2  | $17825.28                | $512063.57                                 |
| Month 3  | $2178.28                 | $128512.56                                 |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI Global Green Total Return Hedged USD Index

- **Index Identifier:** H31572US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADIF ALTA VELOCIDAD                                                              | ADIF ALTA VELOCIDAD ADIF ALTA VELOCIDAD                 | CUSIP: ACI2NS608<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | MUN               | ES        |    100000 | PA      | $119494.88    | 0.32%             | 2032-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                                   | EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/34 2.75   | CUSIP: ACI2MDM38<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     40000 | PA      | $46665.79     | 0.12%             | 2034-01-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204012.71    | 0.54%             | 2027-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022-2CS                               | GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 2CS A 144A     | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38626 | PA      | $34439.15     | 0.09%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-381.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | FORD MOTOR COMPANY SR UNSECURED 08/32 6.1               | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38939.90     | 0.10%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL WIND LLC                                                             | CONTINENTAL WIND SR SECURED 144A 02/33 6                | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42307 | PA      | $43399.34     | 0.12%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 09/30 1.5           | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244858.42    | 0.65%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LIMITED                                                                   | NBN CO LTD NBN CO LTD                                   | CUSIP: ACI2NBC32<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $240744.37    | 0.64%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXA                                                                              | AXA SA SUBORDINATED REGS 01/54 VAR                      | CUSIP: ACI07KY71<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $134823.93    | 0.36%             | 2054-01-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC COMPANY GUAR 144A 09/30 3.625                  | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95486.32     | 0.26%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       113 | NC      | $-1008.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $124.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93928.87     | 0.25%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $992416.81    | 2.65%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $47.19        | 0.00%             |  |  |  | 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        |    136232 | PA      | $153395.90    | 0.41%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTILITIES FINANCE PLC                                         | SEVERN TRENT WATER UTIL COMPANY GUAR REGS 02/33 2.625   | CUSIP: ACI23LX13<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112774.08    | 0.30%             | 2033-02-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-MHC                    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 MHC A 144A    | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86595 | PA      | $86605.49     | 0.23%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ILE-DE-FRANCE MOBILITES                                                          | ILE DE FRANCE MOBILITES SR UNSECURED REGS 02/33 3.05    | CUSIP: ACI2CM975<br>LEI: 969500A5KNK9VZQKNQ79 | Long             | DBT              | MUN               | FR        |    100000 | PA      | $115484.32    | 0.31%             | 2033-02-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BERKELEY GROUP PLC/THE                                                           | THE BERKELEY GROUP PLC COMPANY GUAR REGS 08/31 2.5      | CUSIP: ACI1ZPC55<br>LEI: 2138001V85JLYR7AUB61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114125.55    | 0.30%             | 2031-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP       | CUSIP: ACI2RH4F7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $118669.27    | 0.32%             | 2031-10-07      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375      | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196079.08    | 0.52%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| HANWHA Q CELLS AMERICAS HOLDINGS CORP                                            | HANWHA Q CELLS AMERICA COMPANY GUAR 144A 07/28 5        | CUSIP: 41136TAA5<br>LEI: 988400471QDZGCLXRM35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204626.63    | 0.55%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45             | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66603.79     | 0.18%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW)                                            | KFW GOVT GUARANT REGS 09/31 0.0000                      | CUSIP: ACI20HBC5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $654752.79    | 1.75%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| IHG FINANCE LLC                                                                  | IHG FINANCE LLC IHG FINANCE LLC                         | CUSIP: ACI2L86M6<br>LEI: 213800DXTXQ1YC8UP313 | Long             | DBT              | CORP              | US        |    100000 | PA      | $123295.80    | 0.33%             | 2029-11-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-24.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SERVICES AG                                                 | VOLKSWAGEN FINANCIAL SER SR UNSECURED REGS 09/30 3.875  | CUSIP: ACI2PD7G3<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $240825.80    | 0.64%             | 2030-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ONTARIO CANADA                                                       | ONTARIO (PROVINCE OF) SR UNSECURED 03/33 4.1            | CUSIP: 68333ZBD8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $75536.05     | 0.20%             | 2033-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-36.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV REGS 02/28 5.125                       | CUSIP: ACI2D2L41<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $272949.06    | 0.73%             | 2028-02-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                                              | EUROPEAN UNION SR UNSECURED REGS 02/50 3.25             | CUSIP: ACI2NDKP0<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    100000 | PA      | $105652.29    | 0.28%             | 2050-02-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | APTIV SWISS HOLDINGS LTD COMPANY GUAR 06/36 4.25        | CUSIP: ACI2PDWB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $117416.40    | 0.31%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-58.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)                                | BCP MODULAR SERVICES SR SECURED 144A 07/31 6.5          | CUSIP: ACI2YGQW0<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110064.10    | 0.29%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 06/28 5.45                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40978.18     | 0.11%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                        | MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1             | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33891.21     | 0.09%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SR UNSECURED REGS 11/29 VAR      | CUSIP: ACI21R1T6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110211.34    | 0.29%             | 2029-11-17      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| SAGAX AB                                                                         | SAGAX AB SAGAX AB                                       | CUSIP: ACI2P7XL6<br>LEI: 549300LJX28T6OM8DT95 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $244755.00    | 0.65%             | 2030-05-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED REGS 04/32 5.625      | CUSIP: ACI2NJDQ3<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120802.44    | 0.32%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-574.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                   | COMMONWEALTH BANK AUST COMMONWEALTH BANK AUST           | CUSIP: ACI2P9WV1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $121391.93    | 0.32%             | 2034-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                               | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5    | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206464.08    | 0.55%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH EASTERN POWER NETWORKS PLC                                                 | SOUTH E POWER NETWORKS SR UNSECURED REGS 09/34 1.75     | CUSIP: ACI20J2R8<br>LEI: 213800H7NWVLCWAVKA15 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200919.53    | 0.54%             | 2034-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                           | EQT AB SR UNSECURED REGS 05/31 0.875                    | CUSIP: ACI1XP2B5<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $103176.03    | 0.28%             | 2031-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $399955.38    | 1.07%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $397320.22    | 1.06%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ1927 FR 07/54 FIXED 5               | CUSIP: 3142GSD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180046 | PA      | $178761.24    | 0.48%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 11/33 4.375                          | CUSIP: ACI2L7N23<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $248283.71    | 0.66%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXANS                                                                           | NEXANS SA 03/30 4.25                                    | CUSIP: ACI2N4TK2<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121751.51    | 0.33%             | 2030-03-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-10K                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 10K A 144A     | CUSIP: 63874UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96173.34     | 0.26%             | 2039-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED REGS 07/29 0.848    | CUSIP: ACI1DBD42<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $219148.93    | 0.59%             | 2029-07-19      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-14974.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-55.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1095.31      | 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        |     50000 | PA      | $37541.19     | 0.10%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                                | LEVI STRAUSS + CO SR UNSECURED 144A 03/31 3.5           | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51134.34     | 0.14%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADIF ALTA VELOCIDAD                                                              | ADIF ALTA VELOCIDAD SR UNSECURED REGS 10/32 3.125       | CUSIP: ACI2YBML9<br>LEI: 959800D5SDA4R1CG7K10 | Long             | DBT              | MUN               | ES        |    100000 | PA      | $116772.25    | 0.31%             | 2032-10-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99674.27     | 0.27%             | 2025-10-30      | None          | 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        |     40000 | PA      | $41262.43     | 0.11%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB       | CUSIP: ACI2QSQX1<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $236631.16    | 0.63%             | 2031-08-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                 | WISCONSIN ELECTRIC POWER SR UNSECURED 09/32 4.75        | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20517.11     | 0.05%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LSEG NETHERLANDS BV                                                              | LSEG NETHERLANDS BV COMPANY GUAR REGS 09/30 4.231       | CUSIP: ACI2K43J6<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $124104.34    | 0.33%             | 2030-09-29      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIO BRITISH TELECOMMUNICATIO       | CUSIP: ACI2PKMZ8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120248.26    | 0.32%             | 2034-01-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWISSCOM FINANCE BV                                                              | SWISSCOM FINANCE COMPANY GUAR REGS 09/34 3.25           | CUSIP: ACI2QYBQ9<br>LEI: 549300L41E8X8K71RV25 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117448.06    | 0.31%             | 2034-09-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA ELECTRICITE DE FRANCE SA       | CUSIP: ACI2PJ481<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117933.76    | 0.31%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBP DEPOSITOR LLC TRUST 2019-OBP                                                 | ONE BRYANT PARK TRUST OBP 2019 OBP A 144A               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92187.48     | 0.25%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                           | CBRE SERVICES INC COMPANY GUAR 04/31 2.5                | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90533.61     | 0.24%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK OF IRELAND GROUP SR UNSECURED REGS 07/31 VAR       | CUSIP: ACI2H1VS5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $127236.44    | 0.34%             | 2031-07-04      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC 1ST MORTGAGE 03/32 3.1          | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185180.13    | 0.49%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NORSK HYDRO A.S.                                                                 | NORSK HYDRO ASA SR UNSECURED REGS 01/32 3.625           | CUSIP: ACI2T8MD0<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $118869.49    | 0.32%             | 2032-01-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SFIL SA (AKA: SOCIETE DE FINANCEMENT LOCAL)                                      | SFIL SA SFIL SA                                         | CUSIP: ACI2Q1554<br>LEI: 549300HFEHJOXGE4ZE63 | Long             | DBT              | MUN               | FR        |    100000 | PA      | $119040.52    | 0.32%             | 2029-09-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-52.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -6 | NC      | $-5492.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTILITIES FINANCE PLC                                         | SEVERN TRENT WATER UTIL SR UNSECURED REGS 08/35 3.875   | CUSIP: ACI2TK096<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $118520.51    | 0.32%             | 2035-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-16402.81    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                         | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875    | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117600.49    | 0.31%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FAURECIA SE                                                                      | FORVIA SE SR UNSECURED REGS 06/29 2.375                 | CUSIP: ACI1WKW16<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $112794.30    | 0.30%             | 2029-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                           | CTP NV SR UNSECURED REGS 06/29 1.25                     | CUSIP: ACI1YLP85<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $220083.71    | 0.59%             | 2029-06-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-76.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                                     | FARMERS EXCHANGE CAP III SUBORDINATED 144A 10/54 VAR    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46882.40     | 0.13%             | 2054-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| REGIE AUTONOME DES TRANSPORTS PARISIENS                                          | REGIE AUTONOME DES TRANS SR UNSECURED REGS 04/33 3.25   | CUSIP: ACI2F53L4<br>LEI: 969500K59E47ULNCAQ69 | Long             | DBT              | MUN               | FR        |    100000 | PA      | $116066.65    | 0.31%             | 2033-04-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB6417 FN 05/53 FIXED 4.5                     | CUSIP: 3140QSDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85229 | PA      | $83063.19     | 0.22%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-115.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                                      | CANADIAN GOVERNMENT CANADIAN GOVERNMENT                 | CUSIP: 135087R71<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $148323.66    | 0.40%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB7218 FN 10/53 FIXED 5                       | CUSIP: 3140QTAU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    358170 | PA      | $356690.97    | 0.95%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.43           | CUSIP: 656029AL9<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204835.33    | 0.55%             | 2028-03-09      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LENDLEASE FINANCE LIMITED                                                        | LENDLEASE FINANCE LTD COMPANY GUAR REGS 10/27 3.4       | CUSIP: ACI1S9SQ6<br>LEI: 5493002EE2IQRQ3JUP44 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $51234.63     | 0.14%             | 2027-10-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GRAINGER PLC (AKA: GRAINGER TRUST PLC)                                           | GRAINGER PLC SR SECURED REGS 04/28 3.375                | CUSIP: BFXZJBII0<br>LEI: 2138007CEIRKZMNI2979 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $129093.69    | 0.34%             | 2028-04-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2A                                                    | SUNRUN DEMETER ISSUER LLC SUNRN 2021 2A A 144A          | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160928 | PA      | $144963.76    | 0.39%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                                              | EUROPEAN UNION SR UNSECURED REGS 02/33 2.75             | CUSIP: ACI2B6FY5<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    135492 | PA      | $158325.37    | 0.42%             | 2033-02-04      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FUND II COMPANY GUAR REGS 03/28 1.75      | CUSIP: BFX1K5II6<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $144273.51    | 0.39%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 02/33 4.65                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40195.82     | 0.11%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -25 | NC      | $-22357.94    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $5765.97      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1093.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-66.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $12.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA8520 FR 02/53 FIXED 4.5             | CUSIP: 3133KQPD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86257 | PA      | $84065.73     | 0.22%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9           | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94554.94     | 0.25%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BRITISH LAND CO PLC                                                              | BRITISH LAND CO PLC SR UNSECURED REGS 09/29 2.375       | CUSIP: ACI0XLWB3<br>LEI: RV5B68J2GV3QGMRPW209 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122601.86    | 0.33%             | 2029-09-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | AUTODESK INC SR UNSECURED 06/35 5.3                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205613.67    | 0.55%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL DEVELOPMENT ASSOCIATION (IDA)                                      | INTL DEVELOPMENT ASSOC INTL DEVELOPMENT ASSOC           | CUSIP: 45939FAA5<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $102162.15    | 0.27%             | 2029-06-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GERMANY GOVT                                                                     | BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/35 2.5           | CUSIP: ACI2W96H3<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $115798.96    | 0.31%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA REGS 05/31 VAR                             | CUSIP: ACI2X44S1<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $117930.10    | 0.31%             | 2031-05-20      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-50.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENNET NETHERLANDS BV                                                            | TENNET NET BV SR UNSECURED REGS 10/34 4.5               | CUSIP: BMD5VPII8<br>LEI: 724500N24X9VLIRO3K10 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $127631.62    | 0.34%             | 2034-10-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-12.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                                       | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 10/37 4 | CUSIP: ACI2P4047<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     50000 | PA      | $60760.64     | 0.16%             | 2037-10-30      | Fixed         | 4.05%                 | 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      | $31429.48     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-768.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $15.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED REGS 05/31 3.5       | CUSIP: ACI2P4LT9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119855.26    | 0.32%             | 2031-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TDC NET A/S                                                                      | TDC NET AS SR SECURED REGS 02/30 5.618                  | CUSIP: ACI2CMKY3<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $125649.41    | 0.34%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH SR UNSECURED REGS 09/28 3.875              | CUSIP: ACI2JHNR9<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120905.53    | 0.32%             | 2028-09-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MINISTERIES VAN DE VLAAMSE GEMEENSCHAP                                           | FLEMISH COMMUNITY SR UNSECURED REGS 01/43 3.25          | CUSIP: ACI294DZ2<br>LEI: 9676003JDGYZ0V9FF348 | Long             | DBT              | MUN               | BE        |    100000 | PA      | $106511.05    | 0.28%             | 2043-01-12      | Fixed         | 3.25%                 | 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        |    100000 | PA      | $83189.68     | 0.22%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-47809.57    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| ELLEVIO AB                                                                       | ELLEVIO AB SR SECURED REGS 05/35 3.75                   | CUSIP: ACI2WZRG4<br>LEI: 635400VVAMAJWNK9IT79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $117872.27    | 0.31%             | 2035-05-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1654.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        20 | NC      | $32263.42     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  DEC25 IFLL 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -3 | NC      | $817.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL INC                                                     | ZF NA CAPITAL COMPANY GUAR 144A 04/28 6.875             | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10146.10     | 0.03%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-6.75        | -0.00%            |  |  |  | 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        |     25000 | PA      | $20942.81     | 0.06%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $16398.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSECURED 01/34 6.5             | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21581.45     | 0.06%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | RAYONIER LP COMPANY GUAR 05/31 2.75                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89820.19     | 0.24%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WORKSPACE GROUP PLC                                                              | WORKSPACE GROUP PLC SR UNSECURED REGS 03/28 2.25        | CUSIP: ACI1W93R6<br>LEI: 2138003GUZRFIN3UT430 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125033.57    | 0.33%             | 2028-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT AMERICAN HOMES 4 RENT             | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103271.61    | 0.28%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETHERLANDS GOVT                                                                 | NETHERLANDS GOVERNMENT BONDS 144A REGS 01/44 3.25       | CUSIP: BR3SV6II0<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     25000 | PA      | $29307.53     | 0.08%             | 2044-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC 10/28 5.625                    | CUSIP: ACI2MB374<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $135146.49    | 0.36%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-1918                                  | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 1918 A 144A    | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $75580.17     | 0.20%             | 2040-09-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERL&EN BANK NV                                                      | NN BANK NV NETHERLANDS COVERED REGS 05/32 1.875         | CUSIP: BPQDPCII6<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110411.07    | 0.29%             | 2032-05-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $14972.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DERWENT LONDON PLC                                                               | DERWENT LONDON PLC SR UNSECURED REGS 11/31 1.875        | CUSIP: ACI21R2X6<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111707.55    | 0.30%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                        | BANQUE FED CRED MUTUEL SR UNSECURED REGS 06/28 0.25     | CUSIP: ACI1YPB99<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $110292.63    | 0.29%             | 2028-06-29      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7           | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43894.48     | 0.12%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AGENCE FRANCAISE DE DEVELOPPEMENT                                                | AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 02/33 3.5    | CUSIP: ACI2980J3<br>LEI: 9695008K5N8MKIT4XJ91 | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $118810.40    | 0.32%             | 2033-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC SR UNSECURED REGS 01/29 3.875         | CUSIP: ACI2C7ZB0<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121221.42    | 0.32%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAJA RURAL DE NAVARRA SOCIEDAD COOPERATIVA DE CREDITO                            | CAJA RURAL DE NAVARRA COVERED REGS 04/27 3              | CUSIP: ACI2CFZ71<br>LEI: 95980020140005439549 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $118630.56    | 0.32%             | 2027-04-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP OPERATING LP SR UNSECURED 08/31 1.85                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87610.33     | 0.23%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-3CS                               | GOODLEAP SUSTAINABLE HOME IMPR GOOD 2021 3CS A 144A     | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63264 | PA      | $50618.19     | 0.14%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| COLBUN SA                                                                        | COLBUN SA SR UNSECURED 144A 09/35 5.375                 | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $200180.00    | 0.53%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-68.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV JR SUBORDINA REGS 12/99 VAR                | CUSIP: BLGM75II1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193272.40    | 0.52%             | 2029-05-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                                  | NEW YORK CITY NY MUNI WTR FIN NYCUTL 06/42 FIXED 5.724  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    110000 | PA      | $112117.41    | 0.30%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 05/32 2           | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135322.21    | 0.36%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OWENS CORNING INC                                                                | OWENS CORNING OWENS CORNING                             | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102221.28    | 0.27%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $14988.21     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC 2023-GRID1                                           | SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | MUN               | US        |     87980 | PA      | $88903.39     | 0.24%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                          | CENTERPOINT ENER HOUSTON GENL REF MOR 04/53 5.3         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24578.24     | 0.07%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                                                                   | DSV FINANCE BV COMPANY GUAR REGS 03/31 0.5              | CUSIP: ACI1W3LF5<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102607.10    | 0.27%             | 2031-03-03      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED REGS 06/28 4.134      | CUSIP: ACI2GK8G6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $122277.38    | 0.33%             | 2028-06-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                             | VASA TRUST VASA 2021 VASA A 144A                        | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97968.61     | 0.26%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                       | EQUINIX EU 2 FINANCING C COMPANY GUAR 09/33 3.65        | CUSIP: ACI2QXPP8<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117127.84    | 0.31%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-2GS LTD                                                  | LOANPAL SOLAR LOAN LTD. LPSLT 2021 2GS A 144A           | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44371 | PA      | $36216.82     | 0.10%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                   | JOHN DEERE CAPITAL CORP JOHN DEERE CAPITAL CORP         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103504.64    | 0.28%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 2YR BOND FUT  DEC25 XMOD 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         3 | NC      | $750.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-4044.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $1805.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $6.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $899390.66    | 2.40%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV COMPANY GUAR REGS 04/34 4.375           | CUSIP: ACI2NSTP8<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $244010.57    | 0.65%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIA OUTLETS BV                                                                   | VIA OUTLETS BV SR UNSECURED REGS 11/28 1.75             | CUSIP: ACI21N9Q3<br>LEI: 2594009AT1MND8D7E216 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113150.26    | 0.30%             | 2028-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $-3696.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONALE-NEDERL&EN BANK NV                                                      | NN BANK NV NETHERLANDS 09/28 0.5                        | CUSIP: ACI20GMM3<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $110822.96    | 0.30%             | 2028-09-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 03/28 1.55                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75231.42     | 0.20%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                         | SMURFIT KAPPA TREASURY COMPANY GUAR 04/34 5.438         | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $103830.63    | 0.28%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ACEF HOLDING SCA                                                                 | ACEF HOLDING SCA COMPANY GUAR REGS 06/28 0.75           | CUSIP: ACI1YGTT6<br>LEI: 213800KW7LHVG5QUS111 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $111665.75    | 0.30%             | 2028-06-14      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                               | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75         | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $168975.99    | 0.45%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                                  | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A      | CUSIP: 12652FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $80050.00     | 0.21%             | 2032-11-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSECURED 07/32 3.9                      | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39086.61     | 0.10%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                                                | DENSO CORP SR UNSECURED 144A 09/29 4.42                 | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $100602.22    | 0.27%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                 | DEUTSCHE BANK AG REGS 02/28 VAR                         | CUSIP: ACI23QT82<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $232521.85    | 0.62%             | 2028-02-23      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $108.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                                                              | EUROPEAN UNION SR UNSECURED REGS 02/48 2.625            | CUSIP: BP0WRVII8<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |     60000 | PA      | $57878.82     | 0.15%             | 2048-02-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $133950.66    | 0.36%             |  |  |  | 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        |     30000 | PA      | $19191.86     | 0.05%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU TELEFONICA EMISIONES SAU       | CUSIP: ACI2L51S4<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $121606.09    | 0.32%             | 2033-11-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SLOVENIA GOVT                                                                    | REPUBLIKA SLOVENIJA SR UNSECURED REGS 07/35 3.125       | CUSIP: ACI2Y7P01<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     80000 | PA      | $93496.70     | 0.25%             | 2035-07-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-22228.58    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-391.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         2 | NC      | $4561.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HANWHA ENERGY USA HOLDINGS CORPORATION                                           | HANWHA ENERGY USA HOLDN COMPANY GUAR 144A 07/28 4.375   | CUSIP: 41135WAC5<br>LEI: 549300VVIE7XDIYNIT55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201596.26    | 0.54%             | 2028-07-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                              | UNITED KINGDOM GILT BONDS REGS 07/33 0.875              | CUSIP: BM8Z2SII4<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $205150.96    | 0.55%             | 2033-07-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                             | PROLOGIS INTL FUND II COMPANY GUAR REGS 07/29 0.875     | CUSIP: BKFVB2II6<br>LEI: 213800JNRWW2C9DWI388 | Long             | DBT              | CORP              | LU        |    125000 | PA      | $136569.33    | 0.36%             | 2029-07-09      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                | WISCONSIN POWER + LIGHT SR UNSECURED 04/33 4.95         | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133790.79    | 0.36%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA JR SUBORDINA REGS 12/99 VAR    | CUSIP: ACI2R4GV8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $137315.59    | 0.37%             | 2035-06-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC SECURED 03/33 4.65              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50321.16     | 0.13%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 12/31 2.9         | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44521.44     | 0.12%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-13842.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | HEALTHPEAK OP LLC COMPANY GUAR 12/28 2.125              | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93670.12     | 0.25%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/32 5                       | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51111.52     | 0.14%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHANEL CERES PLC                                                                 | CHANEL CERES PLC COMPANY GUAR REGS 07/31 1              | CUSIP: ACI1RSVG3<br>LEI: 549300FLG0WWSVNA4480 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $154540.34    | 0.41%             | 2031-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $2931.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-3.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROFIMA (EUROFIMA EUROPEAN COMPANY FOR THE FINANCING OF RAILROAD ROLLING STOCK) | EUROFIMA SR UNSECURED REGS 11/31 3.125                  | CUSIP: ACI29XYH5<br>LEI: 4S66HJ5RNB5ZWG9YW219 | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $119438.44    | 0.32%             | 2031-11-09      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA HURRICANE CATASTROPHE FD FIN COR                                         | FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/30 FIXED 2.154 | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    110000 | PA      | $100707.92    | 0.27%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS FINANCE TRUST                                                   | ONTARIO TEACHERS  FINANC COMPANY GUAR 144A 12/31 2.85   | CUSIP: ACI2XHLQ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | MUN               | CA        |    150000 | PA      | $175895.24    | 0.47%             | 2031-12-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS FINANCIEROS ESPANA SA                                              | EDP SERVICIOS FIN ESP SA SR UNSECURED REGS 04/32 4.375  | CUSIP: ACI2K5JM9<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $249532.81    | 0.67%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED REGS 08/31 VAR           | CUSIP: ACI2Q9SN3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $180491.63    | 0.48%             | 2031-08-05      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE)                         | MUNICH RE SUBORDINATED REGS 05/42 VAR                   | CUSIP: ACI202DH5<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $99813.48     | 0.27%             | 2042-05-26      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 03/28 4.95                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101937.46    | 0.27%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOODMAN AUSTRALIA FINANCE PTY LIMITED                                            | GOODMAN AUSTRALIA FIN GOODMAN AUSTRALIA FIN             | CUSIP: ACI2NWFH2<br>LEI: 213800AQVHS7SCC93B80 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $122647.16    | 0.33%             | 2030-05-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| P3 LOGISTICS (P3 GROUP SARL)                                                     | P3 GROUP SARL P3 GROUP SARL                             | CUSIP: ACI2R4F15<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119546.78    | 0.32%             | 2032-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GERMANY GOVT                                                                     | BUNDESREPUB. DEUTSCHLAND BONDS REGS 02/33 2.3           | CUSIP: ACI2FN2Z5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    150000 | PA      | $173737.19    | 0.46%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-47.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 08/28 4.95                 | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153694.72    | 0.41%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                                   | EUROPEAN INVESTMENT BANK SR UNSECURED 07/27 0.75        | CUSIP: ACI1TX6G8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $125550.95    | 0.34%             | 2027-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG REGS 01/33 VAR                      | CUSIP: ACI2T0DK1<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $117499.57    | 0.31%             | 2033-01-14      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                                     | AMPRION GMBH AMPRION GMBH                               | CUSIP: ACI2P3LG9<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120275.96    | 0.32%             | 2031-05-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE NATIONALE SNCF SA (AKA: SNCF MOBILITES)                                  | SOCIETE NATIONALE SNCF S SR UNSECURED REGS 11/27 3.125  | CUSIP: ACI29JLW7<br>LEI: 969500A4MXJ3ESPHK698 | Long             | DBT              | MUN               | FR        |    100000 | PA      | $119283.55    | 0.32%             | 2027-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | PUGET SOUND ENERGY INC PUGET SOUND ENERGY INC           | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20343.94     | 0.05%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PANDORA A/S                                                                      | PANDORA A/S 05/30 3.875                                 | CUSIP: ACI2P8J06<br>LEI: 5299007OWYZ6I1E46843 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $120666.92    | 0.32%             | 2030-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 08/31 2                | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87932.81     | 0.23%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | PACIFIC LIFE GF II SECURED REGS 06/31 3.125             | CUSIP: ACI2XWY23<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117776.18    | 0.31%             | 2031-06-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AP MOLLER - MAERSK A/S                                                           | AP MOLLER MAERSK A/S SR UNSECURED 144A 09/33 5.875      | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |     66000 | PA      | $70084.23     | 0.19%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-21319.76    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 01/31 2.45                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     84000 | PA      | $75260.59     | 0.20%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                | CUSIP: ACI2V7XV7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $274022.73    | 0.73%             | 2032-02-28      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-102.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                          | NTT FINANCE CORP SR UNSECURED REGS 12/28 0.399          | CUSIP: ACI228KW9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $109381.03    | 0.29%             | 2028-12-13      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                                  | ZF FINANCE GMBH COMPANY GUAR REGS 05/27 2               | CUSIP: ACI1XFRX2<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $114480.59    | 0.31%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CBRE GLOBAL INVESTORS OPEN-ENDED FUNDS SCA SICAV-SIF-PAN EUROPEAN CORE FUND      | CBRE OPEN ENDED FUNDS SR UNSECURED REGS 10/29 0.9       | CUSIP: ACI20YPM1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $107780.97    | 0.29%             | 2029-10-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-29.01       | -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        |     40000 | PA      | $40290.70     | 0.11%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ASSURA FINANCING PLC                                                             | ASSURA FIN PLC COMPANY GUAR REGS 06/33 1.625            | CUSIP: BL981ZII0<br>LEI: 549300YH2O3CNDZSO632 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $126413.87    | 0.34%             | 2033-06-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1196364.36   | 3.20%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBERLIN COLLEGE                                                                  | OBERLIN COLLEGE UNSECURED 10/51 2.874                   | CUSIP: 674241AB0<br>LEI: PEENSVLBKCCBLAO0OM26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $75788.09     | 0.20%             | 2051-10-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                                         | COTY INC SR UNSECURED 144A 05/27 4.5                    | CUSIP: ACI2P8220<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119822.85    | 0.32%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BELGIUM GOVT                                                                     | BELGIUM KINGDOM SR UNSECURED 144A REGS 04/39 2          | CUSIP: BPX4KNII9<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |    100000 | PA      | $106859.74    | 0.29%             | 2039-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)                                          | AIB GROUP PLC SUBORDINATED REGS 05/31 VAR               | CUSIP: BMBQMGII4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $146951.99    | 0.39%             | 2031-05-30      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING LLC                                                           | SOLAR STAR FUNDING LLC SR SECURED 144A 06/35 5.375      | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205695 | PA      | $211942.49    | 0.57%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-618.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $619.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-19.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)         | INTL BK RECON + DEVELOP INTL BK RECON + DEVELOP         | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $75091.40     | 0.20%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                     | JDE PEET S NV COMPANY GUAR 144A 09/31 2.25              | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $130111.82    | 0.35%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 02/29 3                          | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192643.88    | 0.51%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-1A                                                  | MOSAIC SOLAR LOANS LLC MSAIC 2022 1A A 144A             | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65482 | PA      | $56496.03     | 0.15%             | 2053-01-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-14970.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD                                                                            | ILIAD SA SR UNSECURED REGS 12/29 4.25                   | CUSIP: ACI2RWH78<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $240408.44    | 0.64%             | 2029-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS VIII ISSUER 2022-A                                                | SUNNOVA HELIOS VIII ISSUER, LL SNVA 2022 A A 144A       | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120623 | PA      | $102350.20    | 0.27%             | 2049-02-22      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $20.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                 | NIAGARA MOHAWK POWER SR UNSECURED 144A 06/30 1.96       | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112617.65    | 0.30%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA REGS 11/29 VAR                             | CUSIP: ACI2KRRX8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $124082.68    | 0.33%             | 2029-11-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                               | PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/31 2.2          | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176445.81    | 0.47%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB6830 FN 07/53 FIXED 4.5                     | CUSIP: 3140QSSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92017 | PA      | $89583.40     | 0.24%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHINHAN BANK CO LTD                                                              | SHINHAN BANK SHINHAN BANK                               | CUSIP: ACI2ML5J4<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    100000 | PA      | $118776.79    | 0.32%             | 2027-01-29      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS XI ISSUER LLC 2023-A                                              | (SUNNOVA) AURORA I ISSUER, LLC SNVA 2023 A A 144A       | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87310 | PA      | $80220.98     | 0.21%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-795.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-20.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.50000 09/17/25-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $1508.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                    | LIBERTY UTILITIES FIN COMPANY GUAR 144A 09/30 2.05      | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $178578.32    | 0.48%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW)                                            | KFW GOVT GUARANT REGS 11/29 2                           | CUSIP: ACI26QL95<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $346639.63    | 0.93%             | 2029-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KERRY GROUP FINANCIAL SERVICES UNLIMITED COMPANY                                 | KERRY GROUP FIN SERVICES KERRY GROUP FIN SERVICES       | CUSIP: ACI2QZZ72<br>LEI: 635400SE9OHFJ8SLDG45 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $234362.10    | 0.63%             | 2033-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP HOST HOTELS + RESORTS LP       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128122.71    | 0.34%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                                                   | COMMERZBANK AG SUBORDINATED REGS 02/37 VAR              | CUSIP: ACI2S66K7<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $239257.12    | 0.64%             | 2037-02-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA8521 FR 02/53 FIXED 5               | CUSIP: 3133KQPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82793 | PA      | $82514.82     | 0.22%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEGRO CAPITAL SA RL                                                              | SEGRO CAPITAL SARL COMPANY GUAR REGS 09/31 0.5          | CUSIP: ACI20HBK7<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $99580.15     | 0.27%             | 2031-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 2.5              | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133127.44    | 0.36%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK (EIB)                                                   | EUROPEAN INVESTMENT BANK SR UNSECURED 02/33 3.75        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    240000 | PA      | $236478.95    | 0.63%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANDER NV                                                                     | ALLIANDER NV SR UNSECURED REGS 05/33 3                  | CUSIP: ACI2WSWB5<br>LEI: 724500XBZ9QOPTI11U82 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230544.03    | 0.62%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | OIS CAD CAONREPO/1.00000 06/16/21-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-5234.04     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208468.33    | 0.56%             | 2028-11-10      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| COMMUNITY PRESERVATION CORP                                                      | COMMUNITY PRESERVATION C SR UNSECURED 02/30 2.867       | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69784.21     | 0.19%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                           | NSTAR ELECTRIC CO SR UNSECURED 06/51 3.1                | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17235.27     | 0.05%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                         | SMURFIT KAPPA TREASURY COMPANY GUAR REGS 09/29 0.5      | CUSIP: ACI20HJ11<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $107380.47    | 0.29%             | 2029-09-22      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME IMPROVEMENT LOAN TRUST 2022-3CS                        | GOODLEAP SUSTAINABLE HOME IMPR GOOD 2022 3CS A 144A     | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78504 | PA      | $71199.99     | 0.19%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                              | UNITED KINGDOM GILT BONDS REGS 07/53 1.5                | CUSIP: ACI215R58<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     70000 | PA      | $40758.25     | 0.11%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                                      | CANADIAN GOVERNMENT BONDS 144A REGS 12/29 2.25          | CUSIP: 135087N67<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $35371.88     | 0.09%             | 2029-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -2 | NC      | $-6107.27     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT DEC25 XSFE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -1 | NC      | $84.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LIMITED                                             | TRANE TECH FIN LTD TRANE TECH FIN LTD                   | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $41117.77     | 0.11%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU (KFW)                                            | KFW GOVT GUARANT REGS 10/30 2.5                         | CUSIP: ACI2X3YN1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $352697.73    | 0.94%             | 2030-10-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10315.58     | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-85.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $698980.17    | 1.87%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                        | BANK OF IRELAND GROUP SUBORDINATED REGS 12/32 VAR       | CUSIP: ACI27Y991<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $140868.72    | 0.38%             | 2032-12-06      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV SR UNSECURED REGS 02/35 VAR                | CUSIP: ACI2MSTY0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121342.98    | 0.32%             | 2035-02-12      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                                      | CANADIAN GOVERNMENT BONDS 03/32 3                       | CUSIP: 135087S96<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $72382.95     | 0.19%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCADIS NV                                                                       | ARCADIS NV SR UNSECURED REGS 02/28 4.875                | CUSIP: ACI2D8X29<br>LEI: 7245000UZH70GO047N03 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122238.03    | 0.33%             | 2028-02-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE DES GRANDS PROJETS                                                       | SOCIETE DU GRAND PARIS SR UNSECURED REGS 11/31 0.3      | CUSIP: ACI21VBJ8<br>LEI: 9695004RTVK8D9VA8F57 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $198985.15    | 0.53%             | 2031-11-25      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NEDERLANDSE WATERSCHAPSBANK NV (NWB BANK)                                        | NEDER WATERSCHAPSBANK SR UNSECURED REGS 04/33 3         | CUSIP: ACI2FCXT9<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    100000 | PA      | $118434.71    | 0.32%             | 2033-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA GOVT                                                                   | AUSTRALIAN GOVERNMENT SR UNSECURED REGS 06/34 4.25      | CUSIP: BQHNHYII3<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   1200000 | PA      | $797759.46    | 2.13%             | 2034-06-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                       | EQUINIX EU 2 FINANCING C COMPANY GUAR 05/34 4           | CUSIP: ACI2X3GC5<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $119395.15    | 0.32%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 03/50 3.2          | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     53000 | PA      | $36640.48     | 0.10%             | 2050-03-01      | Fixed         | 3.20%                 | 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        |     65000 | PA      | $51333.22     | 0.14%             | 2081-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB7588 FN 11/53 FIXED 5                       | CUSIP: 3140QTNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    727136 | PA      | $723946.97    | 1.93%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED REGS 05/32 VAR    | CUSIP: ACI2P15D8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120828.52    | 0.32%             | 2032-05-14      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                                    | EUROGRID GMBH COMPANY GUAR REGS 10/35 3.732             | CUSIP: ACI2RLTG9<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117086.82    | 0.31%             | 2035-10-18      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -10 | NC      | $-3410.54     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RA8572 FR 06/53 FIXED 4.5             | CUSIP: 3133KQQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87641 | PA      | $85405.24     | 0.23%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION (IFC)                                          | INTL FINANCE CORP SR UNSECURED REGS 12/34 4.9           | CUSIP: ACI2SG8Z0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    200000 | PA      | $134212.60    | 0.36%             | 2034-12-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NE PROPERTY BV                                                                   | NE PROPERTY BV COMPANY GUAR REGS 01/30 2                | CUSIP: ACI22YD59<br>LEI: 7245006AG9J70KOIJH36 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $111603.95    | 0.30%             | 2030-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/35 4.625                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $311835.94    | 0.83%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $21423.04     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT BANK CZECH REPUBLIC AND SLOVAKIA AS                                    | UNICREDIT BANK CZECH RE COVERED REGS 06/28 3.75         | CUSIP: ACI2GQZ65<br>LEI: KR6LSKV3BTSJRD41IF75 | Long             | DBT              | CORP              | CZ        |    100000 | PA      | $120965.91    | 0.32%             | 2028-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 06/27 8        | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10415.36     | 0.03%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COTY INC/HFC PRESTIGE PRODUCTS INC/HFC PRESTIGE INTERNATIONAL US LLC             | COTY/HFC PRESTIGE/INT US SR SECURED 144A 01/29 4.75     | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98015.94     | 0.26%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RWE AKTIENGESELLSCHAFT                                                           | RWE AG SUBORDINATED REGS 06/55 VAR                      | CUSIP: ACI2XX077<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $119722.83    | 0.32%             | 2055-06-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| VESTEDA FINANCE BV                                                               | VESTEDA FINANCE BV VESTEDA FINANCE BV                   | CUSIP: ACI2NYK25<br>LEI: 72450072M9HBDGD2GH67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121515.66    | 0.32%             | 2032-05-07      | Fixed         | 4.00%                 | 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        |    150000 | PA      | $114590.45    | 0.31%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBRE GLOBAL INVESTORS OPEN-ENDED FUNDS SCA SICAV-SIF-PAN EUROPEAN CORE FUND      | CBRE OPEN ENDED FUNDS SR UNSECURED REGS 03/34 4.75      | CUSIP: ACI2NF8C8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123986.49    | 0.33%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE CDW LLC/CDW FINANCE                 | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35908.29     | 0.10%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP SR UNSECURED 10/33 2.45            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81862.09     | 0.22%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $769.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WAT FIN COMPANY GUAR REGS 05/34 3.75   | CUSIP: ACI2MYMZ1<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117812.12    | 0.31%             | 2034-05-23      | Fixed         | 3.75%                 | 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        |    150000 | PA      | $148050.76    | 0.40%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                      | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75     | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $115356.47    | 0.31%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)         | INTL BK RECON + DEVELOP INTL BK RECON + DEVELOP         | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     75000 | PA      | $73662.91     | 0.20%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WABTEC TRANSPORTATION NETHERLANDS BV                                             | WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25           | CUSIP: ACI1Y2G20<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $227860.68    | 0.61%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                          | SSE PLC SR UNSECURED REGS 09/31 4                       | CUSIP: ACI2JGZH0<br>LEI: 549300KI75VYLLMSK856 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122534.27    | 0.33%             | 2031-09-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                                     | CASTELLUM AB SR UNSECURED REGS 09/26 0.75               | CUSIP: 935TLSII5<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $115731.97    | 0.31%             | 2026-09-04      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                                  | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/28 5.65    | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337837.23    | 0.90%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15        | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54051.24     | 0.14%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         8 | NC      | $296.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC 2023-1A                                          | HERTZ VEHICLE FINANCING LLC HERTZ 2023 1A A 144A        | CUSIP: 42806MBS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50307.99     | 0.13%             | 2027-06-25      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP MIZUHO FINANCIAL GROUP           | CUSIP: ACI2QSSZ4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $299289.24    | 0.80%             | 2030-08-27      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTERNATIONAL FINANCE NV                                              | VOLKSWAGEN INTL FIN NV COMPANY GUAR REGS 12/99 VAR      | CUSIP: ACI2X3MV6<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122024.11    | 0.33%             | 2033-11-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | AUTODESK INC SR UNSECURED 12/31 2.4                     | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44318.46     | 0.12%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer