# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007194
**Filing Date:** 2026-5
**Character Count:** 1041379
**Document Hash:** 8eba5723a041e418a792873a6977da6c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007194.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007194

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043356

**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 Investment Grade Credit Bond Fund (Series ID: S000009688)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026564 | Institutional  | PIGIX           |
| C000026565 | Administrative | PGCAX           |
| C000026566 | A              | PBDAX           |
| C000026567 | C              | PBDCX           |
| C000064141 | I-2            | PBDPX           |
| C000200444 | I-3            | PCNNX           |

## 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 Investment Grade Credit Bond Fund

- **b. EDGAR series identifier (if any):** S000009688

- **c. LEI of Series:** IC5ZX00CDTVYWZREUC51

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $18453271249.49

**Total Liabilities:** $5377537263.65

**Net Assets:** $13075733985.84

**Delayed Delivery Securities:** $64667673.45

**Cash Not Reported:** $22499430.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2584830.166800 | **1-Year:** 825278.748300 | **5-Year:** 3248705.027100 | **10-Year:** 1747858.402800 | **30-Year:** -728.262500

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

- **3-Month:** 5024.334100 | **1-Year:** 97701.563600 | **5-Year:** 207923.922200 | **10-Year:** 42898.140000 | **30-Year:** 4184.179500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026565 | 0.39%                | 1.45%                | -2.63%               |
| Class ID C000026566 | 0.38%                | 1.44%                | -2.64%               |
| Class ID C000026567 | 0.31%                | 1.38%                | -2.70%               |
| Class ID C000064141 | 0.40%                | 1.46%                | -2.61%               |
| Class ID C000200444 | 0.40%                | 1.46%                | -2.62%               |
| Class ID C000026564 | 0.41%                | 1.47%                | -2.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5657989.00              | $7392294.99                                |
| Month 2  | $5977532.53              | $150678200.35                              |
| Month 3  | $-20529010.21            | $-365540115.52                             |

**Designated Index Information**

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

- **Index Identifier:** LUCRTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMCOR FLEXIBLES NORTH AMERICA INC                                                | AMCOR FLEXIBLES NORTH AM COMPANY GUAR 03/30 5.1            | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2761000 | PA      | $2788032.01   | 0.02%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 09/29 VAR            | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9907983.10   | 0.08%             | 2029-09-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                  | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     598679 | PA      | $872488.98    | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9A7 SMB 2026 B A1A 144A                              | CUSIP: 990ACZVA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49206000 | PA      | $48908763.28  | 0.37%             | 2054-03-11      | Fixed         | 4.85%                 | No            |                  3 | On Loan: No      |
| HSBC ASSET LOAN OBLIGATION 2007-2                                                | HSI ASSET LOAN OBLIGATION HALO 2007 2 2A12                 | CUSIP: 40432BAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80699 | PA      | $55584.97     | 0.00%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE INV TRUST 2005-4                                              | AMERICAN HOME MORTGAGE INVESTM AHM 2005 4 5A               | CUSIP: 02660TGW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     444854 | PA      | $172092.50    | 0.00%             | 2045-11-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7                  | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $8116546.35   | 0.06%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $531874.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 02/31 5.3                          | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6286574.38   | 0.05%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -29700000 | NC      | $-85292.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.84200 03/04/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-161235.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25                 | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8140867.68   | 0.06%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/46 4.625                                | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3000000 | PA      | $2892421.86   | 0.02%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                           | NSTAR ELECTRIC CO SR UNSECURED 03/35 5.2                   | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3527770.93   | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MTGE LOAN TRUST 2006-FRE2                                             | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 FRE2 A4           | CUSIP: 14454AAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1775068 | PA      | $1450234.26   | 0.01%             | 2036-10-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5186.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                     | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   12200000 | PA      | $678535.21    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-134316.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 02/35 VAR        | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    4000000 | PA      | $4140000.00   | 0.03%             | 2035-02-11      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                        | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR             | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |    5000000 | NS      | $5139450.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3173506.27   | 0.02%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1721.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1100000 | PA      | $1020876.12   | 0.01%             | 2029-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                         | SOUTHERN CO GAS CAPITAL COMPANY GUAR 01/31 1.75            | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    9423000 | PA      | $8270106.60   | 0.06%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR               | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $17801644.55  | 0.14%             | 2029-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1238.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2335.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LN TRUST 2005-D                                          | NEW CENTURY HOME EQUITY LOAN T NCHET 2005 D M2             | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6100000 | PA      | $5510515.52   | 0.04%             | 2036-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 01/34 2.7                 | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   15300000 | PA      | $12782761.07  | 0.10%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 02/34 5.625             | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4000000 | PA      | $3917000.00   | 0.03%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 05/27 VAR                      | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9573492.86   | 0.07%             | 2027-05-04      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 01/30 VAR                                     | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5250000 | PA      | $5382802.58   | 0.04%             | 2030-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1                | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |   28186051 | NS      | $319920.23    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-1                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 PT 144A         | CUSIP: 36274KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15500000 | PA      | $15401965.45  | 0.12%             | 2055-11-25      | Fixed         | 5.62%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D990 SMB 2026 B D 144A                                | CUSIP: 990ACZUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4733000 | PA      | $4693721.31   | 0.04%             | 2054-03-11      | Fixed         | 6.27%                 | No            |                  3 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     409743 | PA      | $417327.01    | 0.00%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2406.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15              | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $330950.86    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.74800 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $166567.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575          | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2011894 | PA      | $1985300.31   | 0.02%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/28 5.625                           | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9912000 | PA      | $10112470.20  | 0.08%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                                           | PIKES PEAK CLO PIPK 2018 2A ARR 144A                       | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3215000 | PA      | $3219435.93   | 0.02%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2949.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-54252.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPM CHASE REVERSE REPO GBP ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -2674958 | PA      | $-3545212.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | BANK OF AMERICA NA SR UNSECURED 08/26 5.526                | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10043864.50  | 0.08%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                            | PROJECT HUDSON II FIXED TERM LOAN                          | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6021183.96   | 0.05%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/31 4.7         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4922322.00   | 0.04%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                     | JDE PEET S NV SR UNSECURED REGS 01/34 4.5                  | CUSIP: ACI2LBNZ1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    3700000 | PA      | $4283312.20   | 0.03%             | 2034-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 04/33 4.75                 | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6315068.22   | 0.05%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $23981.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | TEVA PHARMACEUTICALS NE COMPANY GUAR 09/31 8.125           | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     575000 | PA      | $643522.75    | 0.00%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-46888.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $47215.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 01/51 2.8                        | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   22300000 | PA      | $12770892.89  | 0.10%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9800.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR         | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    4125760 | PA      | $92829.60     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $13985098.61  | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A                                       | SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65            | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     748979 | PA      | $685689.87    | 0.01%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5500000 | PA      | $5734283.50   | 0.04%             | 2028-08-14      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 04/33 6.15           | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     500000 | PA      | $522121.46    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/41 4.375                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  230738000 | PA      | $222310654.50 | 1.70%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC GROUP INC SR UNSECURED 05/28 8                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5273246.95   | 0.04%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                             | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11                 | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    3152434 | PA      | $94573.02     | 0.00%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -8400000 | NC      | $-10496.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 123 LIGHTS RE LTD                                                                | 123 LIGHTS RE LTD UNSECURED 144A 09/31 VAR                 | CUSIP: 68302QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $309675.00    | 0.00%             | 2031-09-14      | Floating      | 14.51%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $478.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-77182.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                      | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  156300000 | PA      | $747576.98    | 0.01%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/48 3.375                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153500000 | PA      | $120335605.09 | 0.92%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1373227.46   | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                               | ECAF LTD ECAF 2015 1A A1 144A                              | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      82276 | PA      | $73906.92     | 0.00%             | 2040-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2022-1 LTD                                                    | ROCKFORD TOWER CLO LTD ROCKT 2022 1A A1R 144A              | CUSIP: 77340JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1800900.00   | 0.01%             | 2035-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13050000 | PA      | $8635682.07   | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 07/30 8.875          | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   17067000 | PA      | $19436360.41  | 0.15%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                                                | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A             | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4300950.39   | 0.03%             | 2034-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                         | RELIANCE STAND LIFE II SECURED 144A 01/27 2.75             | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $157812.06    | 0.00%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-24420.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |          9 | NS      | $207.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                                 | TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2                | CUSIP: ACI1Q9PP3<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | MUN               | AU        |   30600000 | PA      | $14274778.18  | 0.11%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $119277.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/38 6.05              | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1227000 | PA      | $1309239.45   | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4 JUMBOS                                 | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   93600000 | PA      | $87634282.32  | 0.67%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 06/28 4.95                 | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6264838.55   | 0.05%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LONGLEAF PINE RE LTD                                                             | LONGLEAF PINE RE LTD UNSECURED 144A 05/31 VAR              | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3200000 | PA      | $3387680.00   | 0.03%             | 2031-05-27      | Floating      | 21.46%                | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/35 4.67             | CUSIP: 65339KDT4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $12076077.69  | 0.09%             | 2035-06-12      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $25404.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-83794.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                       | TRANSCONT GAS PIPE LINE SR UNSECURED 144A 03/36 5.1        | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $793244.02    | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125       | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12531000 | PA      | $12004500.51  | 0.09%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 03/28 4.125               | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2169876.63   | 0.02%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $55293.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 08/34 4.6                      | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7327758.76   | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 07/46 4                           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7416116.73   | 0.06%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPM CHASE REVERSE REPO GBP ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |    -296250 | PA      | $-392294.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 05/29 5.25        | CUSIP: ACI1BWMH9<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1267726.52   | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5              | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3591882.92   | 0.03%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/54 5.95                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    9200000 | PA      | $9159791.77   | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $348340.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                 | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    1217286 | PA      | $1211199.75   | 0.01%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                    | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197104.60    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 11/28 4.2                        | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     553000 | PA      | $549234.61    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -62600000 | NC      | $-85311.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/42 4                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20500000 | PA      | $18556103.49  | 0.14%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-20107.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3             | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17292000 | PA      | $17494281.82  | 0.13%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 02/34 5.75                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3196920.97   | 0.02%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $150345.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                      | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3168378.78   | 0.02%             | 2030-01-09      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                                        | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15            | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |    2562356 | PA      | $51247.12     | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $434037.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                              | PHILLIPS 66 COMPANY GUAR 02/45 4.68                        | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     841000 | PA      | $711231.93    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 02/34 3.75                       | CUSIP: ACI23CJP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $500228.86    | 0.00%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP SR UNSECURED 01/35 5.7                  | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   16900000 | PA      | $17171927.42  | 0.13%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000     | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     806993 | PA      | $2824.48      | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/34 5.05                         | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8122210.40   | 0.06%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $13444694.62  | 0.10%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-2                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A26            | CUSIP: 05951GBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     417338 | PA      | $322584.59    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 11/28 4.85                 | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    9545000 | PA      | $9556218.72   | 0.07%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG GREEN MOUNTAIN (MAPLE PARENT HOLDINGS CORP)                               | MAPLE PARENT HLDS CO COMPANY GUAR 144A 03/29 4.75          | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4200266.11   | 0.03%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-22845.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI INC SR UNSECURED 03/30 4.95                            | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    4450000 | PA      | $4474035.79   | 0.03%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25           | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3235611.29   | 0.02%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                | CAPITAL ONE FINANCIAL CO SR UNSECURED 01/32 VAR            | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9851111.00   | 0.08%             | 2032-01-30      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                    | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    7734000 | PA      | $7736502.03   | 0.06%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75               | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $10098165.22  | 0.08%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIMES SQUARE HOTEL TRUST                                                         | TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528     | CUSIP: 887367AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39486 | PA      | $39526.75     | 0.00%             | 2026-08-01      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/35 5.55           | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5093871.95   | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6400000 | NC      | $-23739.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-AB4                                          | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 AB4 1A             | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     821759 | PA      | $762290.99    | 0.01%             | 2036-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $1818.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 09/31 5.625      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3700000 | PA      | $3737382.84   | 0.03%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                                              | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A                   | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3200000 | PA      | $3201796.26   | 0.02%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1582.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-SD1                                            | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 SD1 A1            | CUSIP: 590232AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4129329 | PA      | $2383895.26   | 0.02%             | 2047-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/41 3.5                            | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   36300000 | PA      | $28177342.84  | 0.22%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $26837.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 09/31 VAR                                 | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $752340.57    | 0.01%             | 2031-09-18      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95           | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3867111.32   | 0.03%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-27                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 27 2A1           | CUSIP: 12667GN33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1127787 | PA      | $984084.01    | 0.01%             | 2035-08-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5609                                                          | FREDDIE MAC FHR 5609 FC                                    | CUSIP: 3137HNXU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2923475 | PA      | $2923233.67   | 0.02%             | 2055-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMM OPETING LLC 2024 TERM LOAN B5                 | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     989975 | PA      | $991029.24    | 0.01%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR INC COMPANY GUAR 01/28 3.5                             | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7306013.34   | 0.06%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BUILDING SOC CCDS COMMON STOCK                  | CUSIP: ACI07BWB4<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |       8561 | NS      | $1450411.97   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     379986 | PA      | $3700680.66   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75           | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699676.48    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRANE SPA                                                   | EMPRESA ELECTRICA COCHRA SR SECURED 144A 05/27 5.5         | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |     533600 | PA      | $533995.72    | 0.00%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 07/28 2.45                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3261609.75   | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | STORE CAPITAL LLC SR UNSECURED 04/30 5.4                   | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5326556.34   | 0.04%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QA7                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA7 A22           | CUSIP: 76110H7D5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81881 | PA      | $75230.58     | 0.00%             | 2035-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 04/30 4                       | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    8056000 | PA      | $7848486.78   | 0.06%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE5                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE5 A2D               | CUSIP: 61749NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5292790 | PA      | $2630659.22   | 0.02%             | 2036-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 05/30 VAR                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15608036.00  | 0.12%             | 2030-05-06      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $11773588.99  | 0.09%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 09/35 5.45                    | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9339510.21   | 0.07%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65             | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    7676000 | PA      | $7667535.91   | 0.06%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 11/60 3.6                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     700000 | PA      | $454805.54    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                                       | LABORATORY CORP OF AMER COMPANY GUAR 04/30 4.35            | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1377258.27   | 0.01%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                     | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2R4CX8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    3600000 | PA      | $4229000.51   | 0.03%             | 2031-09-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/36 5                | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4016628.18   | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $158705.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/31 3.625                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3805839.36   | 0.03%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5            | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1049325 | PA      | $1020938.66   | 0.01%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | FED REPUBLIC OF BRAZIL SR UNSECURED 01/56 7.25             | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5492000 | PA      | $5398910.60   | 0.04%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 06/33 6.625                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    7416000 | PA      | $8046505.21   | 0.06%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 1.00000 05/18/22-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-676924.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                | CAPITAL ONE FINANCIAL CO SR UNSECURED 06/29 VAR            | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4862589.31   | 0.04%             | 2029-06-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA COMPANY GUAR 07/26 3.75           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     510000 | PA      | $508917.20    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 03/30 VAR                        | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2700000 | PA      | $2774882.75   | 0.02%             | 2030-03-12      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SUBORDINATED REGS 06/38 VAR        | CUSIP: P1S81BAA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   14600000 | PA      | $15708870.00  | 0.12%             | 2038-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 04/30 5.05                       | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     800000 | PA      | $815600.66    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 01/55 5.8                          | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4570786.85   | 0.03%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-3094210.59  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                   | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14600000 | PA      | $14288569.88  | 0.11%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                                    | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 10/33 6.75      | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    3100000 | PA      | $3169498.90   | 0.02%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR            | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504007.99    | 0.00%             | 2052-12-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $19627.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-8                                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A4            | CUSIP: 54251UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3925486 | PA      | $978763.68    | 0.01%             | 2036-09-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/54 5.9              | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1755969.32   | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $38788.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $77614.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC SR UNSECURED 06/33 5.809                 | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5740411.88   | 0.04%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1            | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     802418 | PA      | $782079.99    | 0.01%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/36 VAR                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6758000 | PA      | $6892352.28   | 0.05%             | 2036-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125     | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   26600000 | PA      | $26889029.48  | 0.21%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20725006.06  | 0.16%             | 2030-10-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSECURED 02/29 4.45           | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1679140.00   | 0.01%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 09/29 VAR                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7841068.05   | 0.06%             | 2029-09-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $618689.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                   | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    5657000 | PA      | $6309035.95   | 0.05%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD COMPANY GUAR 144A 01/28 2.85                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    4500000 | PA      | $4361930.73   | 0.03%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75      | CUSIP: ACI2N6VF5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    3000000 | PA      | $1915046.43   | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY PREFERRED STOCK 6.625                       | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      92000 | NS      | $2322080.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A2                                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 2A1           | CUSIP: 466278AR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     482514 | PA      | $424326.46    | 0.00%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                                       | ENCINA PRIVATE CREDIT LLC NOTE                             | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     424583 | PA      | $351064.51    | 0.00%             | 2026-11-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                               | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7228177 | PA      | $6850184.59   | 0.05%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                    | CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75        | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3242746.50   | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LTD                                                       | BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A                | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500358.85   | 0.01%             | 2035-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/53 5.9                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190581.94    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 03/31 7.4             | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     500000 | PA      | $560454.32    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | STIFEL FINANCIAL CORP SR UNSECURED 05/30 4                 | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9527028.64   | 0.07%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)                         | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      11933 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 03/28 3.7             | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6700000 | PA      | $6594673.45   | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $133901.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35       | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2802018.07   | 0.02%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 08/27 7.2                            | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129954.04    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                             | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2           | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   16300000 | PA      | $16941464.66  | 0.13%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/35 5.05           | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7619071.67   | 0.06%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 06/31 3.5                           | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1183176.15   | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 7A2             | CUSIP: 059523AY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     697271 | PA      | $1034933.49   | 0.01%             | 2047-07-25      | Floating      | 21.57%                | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                               | DTE ENERGY CO SR UNSECURED 03/30 2.95                      | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2441000 | PA      | $2300261.78   | 0.02%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45           | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   32616000 | PA      | $32261935.71  | 0.25%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/55 2.375                                | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24312562 | PA      | $22620884.90  | 0.17%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 05/34 6.15                   | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4427215.88   | 0.03%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA JR SUBORDINA REGS 12/99 VAR                  | CUSIP: ACI19LDR4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   11000000 | PA      | $12777031.00  | 0.10%             | 2026-06-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                   | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7199713.19   | 0.06%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 11/44 5.35           | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1196693.41   | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | AON NORTH AMERICA INC AON NORTH AMERICA INC                | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7238619.07   | 0.06%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113          | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198166.26    | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                                      | DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 08/27 3.616      | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14526553.97  | 0.11%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 08/34 5.75           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6391326.73   | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 01/32 7.75                  | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   14439000 | PA      | $16562155.90  | 0.13%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                    | DISCOVERY HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     392000 | PA      | $238630.00    | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375              | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4342761.00   | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 09/27 3.65                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2443000 | PA      | $2414504.26   | 0.02%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000     | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    3803407 | PA      | $4183.75      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A1B         | CUSIP: 23243AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     342984 | PA      | $360619.38    | 0.00%             | 2046-09-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                                              | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR               | CUSIP: 539694AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 07/26 7.35                    | CUSIP: 969133AJ6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2012470.46   | 0.02%             | 2026-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                               | ECAF LTD ECAF 2015 1A A2 144A                              | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1798371 | PA      | $1674235.16   | 0.01%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2               | SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2C           | CUSIP: 84752EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     679867 | PA      | $504583.71    | 0.00%             | 2037-04-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 06/27 4.5                      | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9362800.25   | 0.07%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  138200000 | PA      | $133250415.37 | 1.02%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $12780.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8               | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2465697.19   | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                             | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625      | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $401806.80    | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 07/49 5.125            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17200000 | PA      | $13217015.78  | 0.10%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                  | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    3046000 | PA      | $3011654.10   | 0.02%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-2                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 2 1A31            | CUSIP: 05951GBV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     451021 | PA      | $342893.85    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC SR UNSECURED 06/28 5.602                 | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6145979.04   | 0.05%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/42 4.5            | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     628000 | PA      | $530103.24    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $33032.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/55 4.625                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46600000 | PA      | $44532125.00  | 0.34%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC ENTERGY LOUISIANA LLC                | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9170583.51   | 0.07%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                   | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000        | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |    8600000 | PA      | $6734144.00   | 0.05%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $770184.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260707                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1796.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5         | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5962527.78   | 0.05%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  DEC27 XCME 20280314                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       2407 | NC      | $-1218784.45  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                   | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   51200000 | PA      | $2828137.16   | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                           | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/26 6.055     | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2009249.08   | 0.02%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-39153.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/30 2.25          | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $883468.00    | 0.01%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $517460.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                       | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1             | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1930582 | PA      | $1896739.76   | 0.01%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9              | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     800000 | PA      | $757641.54    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                   | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12000000 | PA      | $12261345.72  | 0.09%             | 2030-02-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-HE1                                               | ASSET BACKED FUNDING CERTIFICA ABFC 2006 HE1 A1            | CUSIP: 00075WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3199675 | PA      | $2304353.87   | 0.02%             | 2037-01-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0658* 03/13/26-20Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $36775.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 04/34 3.469                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3603801.16   | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $35924.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                                   | NORTHUMBRIAN WATER FIN COMPANY GUAR REGS 04/33 5.625       | CUSIP: 323805II4<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $2335820.36   | 0.02%             | 2033-04-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                            | STARBUCKS CORP SR UNSECURED 05/30 4.8                      | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1722447.17   | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                                 | MCCORMICK + CO SR UNSECURED 02/29 4.15                     | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7329610.53   | 0.06%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-FM2                                                             | GSAMP TRUST GSAMP 2007 FM2 A2C                             | CUSIP: 3622MHAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2425901 | PA      | $1493565.53   | 0.01%             | 2037-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA SUBORDINATED 144A 06/42 VAR            | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    5900000 | PA      | $4945066.36   | 0.04%             | 2042-06-01      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $9183.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-610.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LIMITED                                            | IRB INFRASTRUCTURE DEVE SR SECURED 144A 03/32 7.11         | CUSIP: ACI2N3K07<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $3013587.69   | 0.02%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA1                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21           | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     872952 | PA      | $585427.56    | 0.00%             | 2036-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $279057.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6           | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5349458.40   | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSECURED 02/33 4.2                         | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $6807778.94   | 0.05%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 02/30 5.375                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   12600000 | PA      | $12801898.87  | 0.10%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 03/54 5.75                    | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    8000000 | PA      | $7451849.04   | 0.06%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 01/31 4.75                           | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6269668.78   | 0.05%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/35 5              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16538124.66  | 0.13%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 07/32 VAR             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3709068.05   | 0.03%             | 2032-07-21      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-30354.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3                | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5227453.80   | 0.04%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       6290 | NC      | $-24789655.90 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/55 6.1              | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8843651.80   | 0.07%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 01/33 4.95             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6328931.33   | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AGCREDIT CORPORATION                                                    | AMER AGCREDIT ACA JR SUBORDINA 144A VAR                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   14000000 | NS      | $14077840.00  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-13T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 13T1 A11         | CUSIP: 12668BZM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      79679 | PA      | $37039.76     | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16640740 | PA      | $15531499.56  | 0.12%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2998.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A          | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1901261.96   | 0.01%             | 2034-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR               | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |    5800000 | NS      | $6107690.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C R 144A           | CUSIP: 83208D107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3070 | PA      | $40827.56     | 0.00%             | 2055-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                     | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5            | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3768474.94   | 0.03%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                                  | VERAISON RE LTD UNSECURED 144A 03/33 VAR                   | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $254350.00    | 0.00%             | 2033-03-08      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |         88 | NS      | $2024.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 4.25       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9200370.77   | 0.07%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/28 4              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    9445000 | PA      | $9318570.46   | 0.07%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/36 4.95               | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13737848.32  | 0.11%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 12/29 5               | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     578000 | PA      | $587196.64    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2165.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/49 2.375                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $95607421.50  | 0.73%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/46 1                                    | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7205782 | PA      | $5350346.97   | 0.04%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/42 3.25                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4200000 | PA      | $3461882.80   | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                                 | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95         | CUSIP: ACI1V9JH2<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |   18600000 | PA      | $14043000.00  | 0.11%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETRA DIAMONDS LIMITED                                                           | PETRA DIAMONDS LTD DI COMMON STOCK                         | CUSIP: ACI222ZS5<br>LEI: 213800X4QZIAVSA12860 | Long             | EC               | CORP              | BM        |    1042150 | NS      | $228978.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE4                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2B               | CUSIP: 61753VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10573256 | PA      | $3308311.51   | 0.03%             | 2037-02-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 10/53 6.5            | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10621112.00  | 0.08%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-613881.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9               | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3700000 | PA      | $1057284.12   | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.94474 03/31/25-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $630901.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                      | REPUBLIC OF PANAMA EUR TERM LOAN                           | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |   19100000 | PA      | $22100350.06  | 0.17%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| TESCO PROPERTY FIN 4 PLC                                                         | TESCO PROPERTY FIN 4 PLC SR SECURED REGS 10/40 5.8006      | CUSIP: B3LSHBII8<br>LEI: 213800UCE6O94DGHWT77 | Long             | DBT              | CORP              | GB        |    5536487 | PA      | $7181859.31   | 0.05%             | 2040-10-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    6200000 | PA      | $7067178.13   | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BOA                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $4916954.05   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/32 VAR                      | CUSIP: ACI3861C0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5904180.94   | 0.05%             | 2032-01-23      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $650577.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9                 | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $857194.27    | 0.01%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9            | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13471469.70  | 0.10%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                                    | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                    | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10500000 | PA      | $10514068.11  | 0.08%             | 2035-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MARICOPA COUNTY INDUSTRIAL DEV                                                   | MARICOPA CNTY AZ INDL DEV AUTH MAREDU 10/29 FIXED 7.375    | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8000000 | PA      | $8436937.60   | 0.06%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U94ZA5 PIMCO SWAPTION 2.0 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  583000000 | NC      | $4897.20      | 0.00%             |  |  |  | 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        |    8200000 | PA      | $5318813.97   | 0.04%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $800494.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500000 | PA      | $8602404.26   | 0.07%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  MAY26P 110 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -167 | NC      | $-62146.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 02/33 2.6                        | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3323615.05   | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/32 2         | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     900000 | PA      | $763923.65    | 0.01%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                                  | CHOICE HOTELS INTL INC SR UNSECURED 12/29 3.7              | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2433967.86   | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                                      | ACRES PLC ACRES 2026 FL4 A 144A                            | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7700000 | PA      | $7695039.28   | 0.06%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2637.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 02/33 5.25            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1177371.36   | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/30 3.875                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   18637000 | PA      | $18155088.55  | 0.14%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR              | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    2900000 | NS      | $2932451.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4723.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     522439 | PA      | $242411.70    | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/31 2.5           | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    5922000 | PA      | $5262045.10   | 0.04%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65                 | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2282000 | PA      | $2010071.97   | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/28 4.4         | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15919784.80  | 0.12%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  484699620 | PA      | $477464004.68 | 3.65%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                                     | FACTSET RESEARCH SYSTEMS SR UNSECURED 03/27 2.9            | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9831879.00   | 0.08%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 08/29 2.45              | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $11589684.96  | 0.09%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5       | CUSIP: ACI0Z9D11<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |   11900000 | PA      | $6639017.37   | 0.05%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 08/30 4.5             | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7516617.21   | 0.06%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 09/30 VAR                                 | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $301474.46    | 0.00%             | 2030-09-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                                  | OI S.A. SR SECURED 144A 12/28 8.5                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    5022009 | PA      | $53358.85     | 0.00%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1           | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     742849 | PA      | $361946.92    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/35 VAR                        | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6300000 | PA      | $6245395.63   | 0.05%             | 2035-09-10      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $52550.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD COMPANY GUAR 06/26 4.25                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    3100000 | PA      | $3096325.63   | 0.02%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6290003.09   | 0.05%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $25217.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRAZIL LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $60720.86     | 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        |    4900000 | PA      | $4608205.39   | 0.04%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRAZIL LA SP CBK                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1183.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-I                                                   | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 I 3A1            | CUSIP: 05949CHV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     331885 | PA      | $270431.19    | 0.00%             | 2035-10-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $45140.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP JR SUBORDINA 09/55 VAR                          | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3825255.60   | 0.03%             | 2055-09-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3037513.53  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1400000 | PA      | $935982.98    | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                      | PROTECTIVE LIFE CORP SR UNSECURED 144A 09/28 4.3           | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10842061.16  | 0.08%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-9922.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $74856.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                    | SIXTH STREET LENDING PAR SR UNSECURED 07/30 6.125          | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6565629.71   | 0.05%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $51008.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 09/54 6.25            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1262497.47   | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   41001000 | PA      | $39661909.80  | 0.30%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/35 3.137                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   22839000 | PA      | $19413604.50  | 0.15%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY ALT MTGE LN 2006-ALT1                                                | NEW CENTURY ALTERNATIVE MORTGA NCAMT 2006 ALT1 AF6         | CUSIP: 643528AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     831532 | PA      | $154659.73    | 0.00%             | 2036-07-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAD TR 2006-2                                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 2 1A             | CUSIP: 542514TQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3628837 | PA      | $3201741.01   | 0.02%             | 2046-03-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CITIGROUP REVERSE REPO                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3126501 | PA      | $-3128845.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-68234.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                            | GEORGIA POWER CO SR UNSECURED 03/51 3.25                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2142994.11   | 0.02%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-15904.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                                      | EXPORT IMPORT BK INDIA SR UNSECURED 144A 01/30 3.25        | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | IN        |    6000000 | PA      | $5716119.96   | 0.04%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     435366 | PA      | $201574.46    | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/56 2.375                                | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9131577 | PA      | $8489948.57   | 0.06%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9            | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1394000 | PA      | $1337239.83   | 0.01%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $431.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/30 3.5                             | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7029622.53   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 TRUST                                                             | CREDIT SUISSE MORTGAGE TRUST CSMC 2018 RPL9 A 144A         | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     405558 | PA      | $390236.40    | 0.00%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 01/31 VAR               | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7443244.83   | 0.06%             | 2031-01-24      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 02/28 3.8                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   14727000 | PA      | $14521081.49  | 0.11%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 06/31 8.375         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2601238.35   | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/29 4.75           | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10295493.50  | 0.08%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8       | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3147758.19   | 0.02%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2018 1 A PTT PASS THRU CE 09/31 3.7             | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2297338 | PA      | $2210941.77   | 0.02%             | 2031-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/30 7.35           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2955021.16   | 0.02%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A       | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15879076 | PA      | $15406107.84  | 0.12%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA SR UNSECURED 02/28 3.4                              | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     440000 | PA      | $431890.62    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 12/26 4.75                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7996962.32   | 0.06%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KIZUNA RE III PTE LTD                                                            | KIZUNA RE III PTE LTD UNSECURED 144A 04/29 VAR             | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |    1046000 | PA      | $1064252.70   | 0.01%             | 2029-04-09      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND OPTION  MAY26P 125.5 EXP 04/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -80 | NC      | $-84145.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 06/26 4.875                | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4670843.36   | 0.04%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/35 4.975                    | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1562124.50   | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-273921.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 05/45 5.65                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8201113.47   | 0.06%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.99798 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $174440.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/33 4.75             | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6935000 | PA      | $6851726.25   | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 144A 08/30 5.625                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1094543.01   | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                         | STATE STREET CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |    8500000 | NS      | $8662095.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO CORPORATION COMPANY GUAR 04/30 5.95                  | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4571177.16   | 0.03%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | BOSTON PROPERTIES LP BOSTON PROPERTIES LP                  | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1357090.03   | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95             | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1293733.91   | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $18201.16     | 0.00%             |  |  |  | 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      | $7625389.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08244 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $38128.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/31 2                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1712777.20   | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SP09 PIMCO CDSOPT PUT USD 94.37500000 202             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -10400000 | NC      | $-39373.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375             | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1763671.58   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   23625000 | NS      | $23820142.50  | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 04/35 5.4                             | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $21489018.45  | 0.16%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC                                        | CONSUMERS 23 SECURE FUND SR SECURED 03/28 5.55             | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     101530 | PA      | $102351.80    | 0.00%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP UAG                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2411.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/46 2.5                                  | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91308000 | PA      | $62759983.13  | 0.48%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 03/29 3.2                           | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     185000 | PA      | $178472.96    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/31 VAR              | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   17200000 | PA      | $15272710.93  | 0.12%             | 2031-09-08      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/30 4.352                    | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6308421.12   | 0.05%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $764.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 10/30 1.875               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7682186.30   | 0.06%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-39137.48    | -0.00%            |  |  |  | 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        |    2400000 | PA      | $2422514.50   | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2308212.30   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-1081.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING COMPANY INC                                                  | ALLEGION US HOLDING CO COMPANY GUAR 10/27 3.55             | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394449.42    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                                       | STATE OF QATAR SR UNSECURED 144A 04/50 4.4                 | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    5300000 | PA      | $4399257.58   | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 03/27 4                      | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3086991.87   | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5150.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP COMPANY GUAR 144A 04/29 6.75            | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1261908.12   | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                                                 | BANCO GENERAL SA SR UNSECURED 144A 08/27 4.125             | CUSIP: 059597AE4<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |    3900000 | PA      | $3874377.00   | 0.03%             | 2027-08-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $42593.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2005-2                                                     | BEAR STEARNS ALT A TRUST BALTA 2005 2 2A3                  | CUSIP: 07386HQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5038782 | PA      | $4605560.27   | 0.04%             | 2035-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-39167.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $463266.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)                                | INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/31 2.8         | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    3000000 | PA      | $2743829.73   | 0.02%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |       1019 | PA      | $1001.36      | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/36 5.2            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   18600000 | PA      | $18708970.33  | 0.14%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-58507.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 10/41 5.75           | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2579000 | PA      | $2592937.84   | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-43831.13    | -0.00%            |  |  |  | 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        |    2600000 | PA      | $2323307.61   | 0.02%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-10015.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3               | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2198821.40   | 0.02%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $25622.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 06/34 5.65                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4849276.94   | 0.04%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                      | URSA RE LTD UNSECURED 144A 02/28 VAR                       | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    1450000 | PA      | $1482625.00   | 0.01%             | 2028-02-22      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A         | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4475373 | PA      | $4363291.74   | 0.03%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                                    | ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14                | CUSIP: BA000QF86<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     714162 | PA      | $828906.46    | 0.01%             | 2031-05-30      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -36800000 | NC      | $-29906.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A 01/37 VAR                          | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4200000 | PA      | $4110714.93   | 0.03%             | 2037-01-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -2153904 | PA      | $-2503871.69  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2887500 | PA      | $-2888903.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 09/28 VAR                  | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $11334196.51  | 0.09%             | 2028-09-08      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2885.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |  -10721141 | NC      | $-8566.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | SMITH + NEPHEW PLC SMITH + NEPHEW PLC                      | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1005289.58   | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 09/16/26-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1862705.34  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 11/27 1.375                | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     400000 | PA      | $380395.64    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-16014.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                         | MUTUAL OF OMAHA GLOBAL SECURED 144A 04/27 5.35             | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   14709000 | PA      | $14844510.49  | 0.11%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4324606.00   | 0.03%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/55 3.55                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   23160000 | PA      | $15073845.80  | 0.12%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 06/50 3.35            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $2916976.17   | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $10687.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-3444.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 08/33 7.3             | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5726000 | PA      | $6467308.92   | 0.05%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD 2020-3A                                               | SOUND POINT CLO LTD SNDPT 2020 3A A1R 144A                 | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3165749 | PA      | $3164095.59   | 0.02%             | 2032-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                     | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI1RXY95<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2000000 | PA      | $2346538.92   | 0.02%             | 2027-10-09      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2                      | CUSIP: ACI2P7MX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2391000000 | PA      | $10442480.26  | 0.08%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $178757.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20290503                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $111670.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL POWER (US HOLDINGS) INC                                                  | CAPITAL POWER US HOLDING COMPANY GUAR 144A 06/35 6.189     | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $205184.24    | 0.00%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                | HUNTINGTON INGALLS INDUS COMPANY GUAR 01/30 5.353          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509877.00    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                          | EQUITABLE FINANCIAL LIFE SECURED 144A 11/27 4.875          | CUSIP: 29449WAR8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2012850.54   | 0.02%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                                                        | AVIVA PLC JR SUBORDINA REGS 12/99 VAR                      | CUSIP: ACI2VYFS5<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |    2800000 | PA      | $3769441.82   | 0.03%             | 2032-09-30      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESID 2006-BC2                                          | SPECIALTY UNDERWRITING + RESID SURF 2006 BC2 A2D           | CUSIP: 84751PLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1318759 | PA      | $418822.90    | 0.00%             | 2037-02-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-M1                                                          | CHASEFLEX TRUST CFLX 2007 M1 1A3                           | CUSIP: 16165YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232817 | PA      | $212228.90    | 0.00%             | 2037-08-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.84827 04/01/25-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11647534.03  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/54 2.125                                | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24838430 | PA      | $21923975.66  | 0.17%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 06/38 5.8                  | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6230000 | PA      | $6317235.45   | 0.05%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB3                                           | CREDIT BASED ASSET SERVICING A CBASS 2006 CB3 AV4          | CUSIP: 12489WQX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     834756 | PA      | $771609.33    | 0.01%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                       | TRANSCONT GAS PIPE LINE SR UNSECURED 05/30 3.25            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2757723.94   | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-18920.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   47030000 | PA      | $45706527.36  | 0.35%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/34 4.5               | CUSIP: ACI30CSR3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2000000 | PA      | $2252104.80   | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-WMC1                                           | MORGAN STANLEY CAPITAL INC MSAC 2006 WMC1 A2C              | CUSIP: 61744CXM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137920 | PA      | $136545.73    | 0.00%             | 2035-12-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.25000 03/19/25-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-7111674.27  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $506439.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $9849.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2              | CUSIP: ACI1KFVM5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    2700000 | PA      | $1511584.95   | 0.01%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                                 | MORGAN STANLEY PVT BANK SR UNSECURED 07/31 VAR             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5982566.04   | 0.05%             | 2031-07-18      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-125.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 03/29 4.25                         | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17801336.16  | 0.14%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/29 VAR                   | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   12800000 | PA      | $13304949.12  | 0.10%             | 2029-09-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 06/27 5.125            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15081112.95  | 0.12%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 06/32 5.7            | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023887.23   | 0.01%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HERBIE RE LTD                                                                    | HERBIE RE LTD UNSECURED 144A 01/30 VAR                     | CUSIP: 42703VAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250375.00    | 0.00%             | 2030-01-07      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/48 5.2                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2273805.32   | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       8115 | NC      | $-14425410.86 | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/42 6.5                  | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3756213.25   | 0.03%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9881.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-20538.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C C 144A           | CUSIP: 83208DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2376439.20   | 0.02%             | 2055-03-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-26795.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DROP MORTGAGE TRUST 2021-FILE                                                    | DROP MORTGAGE TRUST 2021 FILE DROP 2021 FILE A 144A        | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4988125.00   | 0.04%             | 2043-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $113541.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA 144A 08/28 VAR                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $601337.18    | 0.00%             | 2028-08-22      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-356511.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-304441.09   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1                      | CUSIP: ACI2RLJN5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  364700000 | PA      | $1666835.61   | 0.01%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/35 5.45                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $20987421.77  | 0.16%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 08/35 5.5                         | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   24100000 | PA      | $23018927.98  | 0.18%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/41 3                      | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   32700000 | PA      | $23923626.73  | 0.18%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $456130.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 02/35 5.2                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1697913.05   | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/30 2.13           | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2069160.04   | 0.02%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   17900000 | PA      | $19504896.10  | 0.15%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-292044.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2007-BC4                                          | STRUCTURED ASSET SECURITIES CO SASC 2007 BC4 A2            | CUSIP: 86365DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7505575.20   | 0.06%             | 2037-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $54140.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      33000 | PA      | $32887.33     | 0.00%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TDF SAS (TDF INFRASTRUCTURE SAS)                                                 | TDF INFRASTRUCTURE SAS SR UNSECURED REGS 12/29 1.75        | CUSIP: ACI221N43<br>LEI: 969500BWNQ1B0PI06I59 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1176375.70   | 0.01%             | 2029-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260821                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $70229.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                                 | MORGAN STANLEY PVT BANK SR UNSECURED 11/28 VAR             | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16946758.89  | 0.13%             | 2028-11-17      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                                           | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A             | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1653210 | PA      | $1654897.41   | 0.01%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/49 VAR                          | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    9300000 | NS      | $9326319.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 11/32 5.2                 | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   18300000 | PA      | $17774411.56  | 0.14%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                    | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169     | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7600000 | PA      | $7704531.16   | 0.06%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $466.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-1                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA2             | CUSIP: 05951FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4162574 | PA      | $3660368.17   | 0.03%             | 2037-01-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-16962.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 12/34 5.3                   | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1008259.34   | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 03/38 4.78                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3549999.11   | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 11/30 4.875               | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8351624.34   | 0.06%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $7331692.62   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/50 5                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $830410.33    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                    | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102     | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9461574 | PA      | $9696512.25   | 0.07%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $2029258.97   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MMIFS RE LTD                                                                     | MMIFS RE LTD SECURED 144A 01/33 VAR                        | CUSIP: ACI2T3G55<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $215689.02    | 0.00%             | 2033-01-10      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                 | ASPEN INSURANCE HLDG LTD SR UNSECURED 07/30 5.75           | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    2800000 | PA      | $2890047.30   | 0.02%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3743000 | PA      | $-3743000.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMERICAN INTERNATIONAL GROUP  SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $24150.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-23211.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/50 2                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15500000 | PA      | $9027539.14   | 0.07%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NSCALE SERVICES UK LIMITED                                                       | NSCALE DELAYED DRAW TERM LOAN                              | CUSIP: BA000WQD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   20000000 | PA      | $20000000.00  | 0.15%             | 2032-08-11      | Floating      | 0.36%                 | No            |                  3 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 03/27 4.9              | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003701.54   | 0.01%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 4.108          | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13200000 | PA      | $13087381.82  | 0.10%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                    | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10893000 | PA      | $9954881.01   | 0.08%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE3                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE3 A2C               | CUSIP: 617538AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     602411 | PA      | $302881.57    | 0.00%             | 2036-12-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TESCO PLC SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $79332.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA 2022 TERM LOAN                                | CUSIP: BA000WS06<br>LEI: 254900IDGKCJICKBPA66 | Long             | LON              | CORP              | US        |   10000000 | PA      | $9900000.00   | 0.08%             | 2027-12-18      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/29 6.298                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   24823000 | PA      | $26067065.71  | 0.20%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY PREFERRED STOCK 7.5                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       7750 | NS      | $8951250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2006-AR9                                               | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 AR9 2A           | CUSIP: 939346AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     739182 | PA      | $647080.25    | 0.00%             | 2046-11-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 11/32 VAR                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8892901.60   | 0.07%             | 2032-11-08      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048            | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3200000 | PA      | $2880309.15   | 0.02%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                                  | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A       | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000327.86   | 0.01%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 03/31 6                      | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $9041814.74   | 0.07%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 02/30 3.375                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     900000 | PA      | $813562.11    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $487809.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 02/30 3.05                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $6014980.83   | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/35 4.95           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7879603.86   | 0.06%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $16316929.50  | 0.12%             | 2033-04-27      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-1A                                            | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 1A A1 144A       | CUSIP: 16678RAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104363 | PA      | $103601.74    | 0.00%             | 2035-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                   | CUSIP: BFM4XMII1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   14400000 | PA      | $19024185.62  | 0.15%             | 2026-09-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                                          | METAL CAYMAN METAL 2017 1 A 144A                           | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    5837999 | PA      | $4086419.61   | 0.03%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $135049.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YELLOWSTONE ENERGY LP                                                            | YELLOWSTONE ENERGY LP SR SECURED 12/26 5.75                | CUSIP: 98580LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     586150 | PA      | $580353.01    | 0.00%             | 2026-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $45546.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-48782.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   32000000 | NS      | $32053440.00  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $21758.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                           | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A       | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3120059 | PA      | $2032382.67   | 0.02%             | 2055-11-25      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO PREFERRED STOCK 4.625                  | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     327000 | NS      | $6252240.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-496.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYSTEM OF WEST                                                  | ADVENT HEALTH SYSTEM BONDS 03/29 2.952                     | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2855773.23   | 0.02%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 12/53 5.35                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $4678539.64   | 0.04%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                  | FOX CORP SR UNSECURED 01/29 4.709                          | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4908388.07   | 0.04%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516          | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   18200000 | PA      | $18354081.56  | 0.14%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   18968000 | PA      | $20112435.04  | 0.15%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 02/27 2.35             | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $2103462.77   | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                         | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    8000000 | NS      | $6810165.60   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.97500 03/21/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-131229.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2680341.54   | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-31628.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 10/26 3.2                       | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15990000 | PA      | $15903904.40  | 0.12%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3466347.26   | 0.03%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PINNACOL ASSURANCE                                                               | PINNACOL ASSURANCE SUBORDINATE 06/34 8.625                 | CUSIP: 72349LAA0<br>LEI: 549300D37RE2C54DGD62 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6370793.52   | 0.05%             | 2034-06-25      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-1939.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.67900 03/10/26-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $108981.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA SUBORDINATED 144A 04/34 VAR                  | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5200000 | PA      | $5473594.67   | 0.04%             | 2034-04-02      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB5580 FN 10/52 FIXED 4.5                        | CUSIP: 3140QRFW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3707948 | PA      | $3595606.07   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/44 6                       | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1698516.18   | 0.01%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO 2022-1A                                                      | CAPITAL FOUR US CLO C4US 2022 1A AR 144A                   | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   12000000 | PA      | $12039156.00  | 0.09%             | 2037-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/35 5.4                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5087322.00   | 0.04%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 VAR            | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5100000 | PA      | $5066973.73   | 0.04%             | 2028-03-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $581.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $3041.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918          | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7682000 | PA      | $7782270.92   | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1835.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $129377.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2174458 | PA      | $-2191067.94  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -15700000 | NC      | $-14013.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $11583648.36  | 0.09%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-115162.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 01/30 6.25        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9159089.90   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7336014 | PA      | $7190569.80   | 0.05%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $14660127.77  | 0.11%             | 2034-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-20670.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/42 5.7            | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $2006367.96   | 0.02%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27247000 | PA      | $27096839.06  | 0.21%             | 2029-05-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE SR SECURED 08/39 6.375             | CUSIP: B3YBN4II0<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $6391404.34   | 0.05%             | 2039-08-19      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1               | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |    1868475 | PA      | $210418.71    | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                                | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9896 | NS      | $613552.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 02/34 5.25             | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $8048040.79   | 0.06%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 06/35 VAR                       | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11913000 | PA      | $12083302.05  | 0.09%             | 2035-06-11      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                      | MERCURY GENERAL CORP SR UNSECURED 03/27 4.4                | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    2313000 | PA      | $2297829.66   | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260626                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $28627.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-OPX1                                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A2           | CUSIP: 17311FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8219831 | PA      | $3464327.55   | 0.03%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| WASHING MUTUAL MTGE P/T 2006-5                                                   | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1           | CUSIP: 93934NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161589 | PA      | $115225.69    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINDROSE RE LTD                                                                  | WINDROSE RE LTD UNSECURED 144A 02/33 VAR                   | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $249275.00    | 0.00%             | 2033-02-11      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.7547* 03/13/26-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $131427.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.77500 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $124769.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | TYSON FOODS INC SR UNSECURED 03/29 5.4                     | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     500000 | PA      | $513148.86    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV SR UNSECURED 03/28 4.45            | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9675540.19   | 0.07%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3727867.32   | 0.03%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-258608.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-7906.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ1729 FR 06/54 FIXED 6.5                | CUSIP: 3142GR4P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1161619 | PA      | $1202424.72   | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                                       | BUONI POLIENNALI DEL TES SR UNSECURED REGS 08/31 1.1       | CUSIP: ACI2Y7KB2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4803120 | PA      | $5618807.21   | 0.04%             | 2031-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 10/36 6.625                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     206000 | PA      | $222758.44    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-116758.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINAN SR SECURED 144A 01/31 4.25                | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    6200000 | PA      | $5330227.42   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                               | NLG GLOBAL FUNDING SECURED 144A 01/30 5.4                  | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12389097.80  | 0.09%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       7000 | PA      | $6995.78      | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625            | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4984000 | PA      | $4986190.77   | 0.04%             | 2030-06-15      | Fixed         | 4.62%                 | 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        |     400000 | PA      | $368376.06    | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/56 VAR             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4885034.55   | 0.04%             | 2056-01-28      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $378.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-104622.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/29 5.625            | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14714000 | PA      | $15297804.14  | 0.12%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $12962.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2249.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 03/34 5.5                     | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   21100000 | PA      | $21399115.29  | 0.16%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 02/33 VAR                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $24447942.45  | 0.19%             | 2033-02-04      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4614.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C A1A 144A         | CUSIP: 83208DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46471902 | PA      | $46839236.98  | 0.36%             | 2055-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-2227.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORTGAGEIT TRUST 2006-1                                                          | MORTGAGEIT TRUST MHL 2006 1 1A2                            | CUSIP: 61915RBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2725632 | PA      | $2004334.44   | 0.02%             | 2036-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7195517.23   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2006-2                                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2006 2 A2B            | CUSIP: 64360YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3284988 | PA      | $3263297.17   | 0.02%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-15688.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY JR SUBORDINA VAR                            | CUSIP: 61745VAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |   10280000 | NS      | $10386398.00  | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS BANK REV REPO REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | ZA        | -592684308 | PA      | $-35038895.63 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/56 4.75                                 | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8075000 | PA      | $7876910.16   | 0.06%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1013.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-OA11                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA11 A1B         | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     963814 | PA      | $954632.62    | 0.01%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                              | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR       | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    7100000 | PA      | $7131438.80   | 0.05%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2009-RR13                                                         | BCAP LLC TRUST BCAP 2009 RR13 15A2 144A                    | CUSIP: 05532KAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70875 | PA      | $65877.79     | 0.00%             | 2037-07-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -10400000 | NC      | $-50209.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 06/50 3.75                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $707677.32    | 0.01%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                           | ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25        | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $13032661.27  | 0.10%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                         | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3              | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1350398.37   | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO SR UNSECURED 03/35 4.85                        | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $13041319.39  | 0.10%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/31 4.4        | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4633641.88   | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14063.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSECURED 05/21 4.1               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $2842498.47   | 0.02%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                              | AMERICAN ELECTRIC POWER JR SUBORDINA 02/62 VAR             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1176523.44   | 0.01%             | 2062-02-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $831095.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-138982.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                      | YORKSHIRE WATER FINANCE SR SECURED REGS 10/32 1.75         | CUSIP: ACI1X8QG6<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   12200000 | PA      | $12515526.27  | 0.10%             | 2032-10-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/31 VAR                   | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $6575027.42   | 0.05%             | 2031-03-03      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16642393.25  | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                        | BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR            | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $4529258.32   | 0.03%             | 2034-11-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $46095.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                             | ANGLIAN WATER SERV FIN SR SECURED REGS 06/43 5.75          | CUSIP: ACI2N3GY8<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $10369653.80  | 0.08%             | 2043-06-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-4                                                    | GSAA HOME EQUITY TRUST GSAA 2006 4 3A1                     | CUSIP: 362334FG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1025667 | PA      | $398353.46    | 0.00%             | 2036-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 06/29 3.5             | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2042045.04   | 0.02%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/33 2.25      | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   14100000 | PA      | $11867660.22  | 0.09%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL DB5118 FN 07/54 FIXED 6.5                        | CUSIP: 3140AEVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476858 | PA      | $493657.14    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-1988.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3              | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     300000 | PA      | $270618.48    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | MORGAN STANLEY BANK NA SR UNSECURED 10/26 5.882            | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $27253523.25  | 0.21%             | 2026-10-30      | Fixed         | 5.88%                 | 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        |    2500000 | PA      | $2247204.15   | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-316391.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/27 VAR                        | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9462000 | PA      | $9539014.25   | 0.07%             | 2027-09-13      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR UNSECURED 03/28 VAR                  | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $398306.26    | 0.00%             | 2028-03-24      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 04/29 1.5       | CUSIP: ACI1B1Z34<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12988544.60  | 0.10%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP COMPANY GUAR 05/45 5.35                 | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2326686.47   | 0.02%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-48999.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 09/36 VAR               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14502469.94  | 0.11%             | 2036-09-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                                  | VERAISON RE LTD UNSECURED 144A 03/34 VAR                   | CUSIP: 92335TAG4<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250162.50    | 0.00%             | 2034-03-08      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-275265.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 4 13A1                 | CUSIP: 073871AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     333770 | PA      | $302851.59    | 0.00%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ICG-2021-3A                                                                      | ICG US CLO LTD ICG 2021 3A AR 144A                         | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003659.64   | 0.02%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-IG3 MORTGAGE TRUST                                                | BENCHMARK MORTGAGE TRUST BMARK 2020 IG3 ASB 144A           | CUSIP: 08162QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1167462 | PA      | $1151065.06   | 0.01%             | 2048-09-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $20156.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR               | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12000000 | PA      | $12187800.00  | 0.09%             | 2027-04-05      | Floating      | 12.23%                | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/32 VAR            | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   24400000 | PA      | $24035235.62  | 0.18%             | 2032-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/31 VAR                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7155600.74   | 0.05%             | 2031-10-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 11/40 7.5             | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $6403293.38   | 0.05%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/36 VAR              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5900000 | PA      | $6040172.73   | 0.05%             | 2036-01-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 05/46 4.25              | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1482020.14   | 0.01%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                            | MASS INSTITUTE OF TECH UNSECURED 12/99 4.678               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     150000 | PA      | $123306.56    | 0.00%             | 2099-12-31      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/31 2.875                       | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $12348758.19  | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/36 VAR                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1554130.88   | 0.01%             | 2036-10-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8039000 | PA      | $8372233.19   | 0.06%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-29861.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5           | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      80551 | PA      | $6927.39      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                   | BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087            | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6574452.38   | 0.05%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3350000 | PA      | $2011675.00   | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA                                                           | JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11            | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10057260.30  | 0.08%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP ENERGY TRANSFER LP                      | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8446786.56   | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM2                                                             | GSAMP TRUST GSAMP 2006 FM2 A1                              | CUSIP: 36245DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   65312027 | PA      | $21954631.41  | 0.17%             | 2036-09-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-4                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 4 TA4             | CUSIP: 05953YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235206 | PA      | $214778.32    | 0.00%             | 2037-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-575458.11   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR               | CUSIP: 13947LAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $400000.00    | 0.00%             | 2033-03-21      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 08/45 4.95           | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1631000 | PA      | $1492384.78   | 0.01%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INV TRUST 2007-MLN1                                           | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 MLN1 A2C          | CUSIP: 59024UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4374440 | PA      | $4158577.48   | 0.03%             | 2037-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                    | FLEX LTD SR UNSECURED 06/29 4.875                          | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    8100000 | PA      | $8136252.77   | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/31 VAR                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4379651.70   | 0.03%             | 2031-01-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                                                           | LEHMAN XS TRUST LXS 2006 8 2A1                             | CUSIP: 52522HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32229 | PA      | $39562.64     | 0.00%             | 2036-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-H                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 H 6A1             | CUSIP: 05950PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     870912 | PA      | $686741.90    | 0.01%             | 2036-10-20      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA INVESTMENT HOLDINGS LIMITED                                         | VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN              | CUSIP: BA000VZK6<br>LEI: 549300ZM1VNUHR0FX008 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1270656.44   | 0.01%             | 2030-08-01      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $41637.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $555611.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2503.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                               | INTERSTATE POWER + LIGHT SR UNSECURED 09/34 4.95           | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2464213.03   | 0.02%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSECURED 03/27 1.75                    | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1755317.61   | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CUBESMART LP COMPANY GUAR 12/28 2.25                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2549283.71   | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                        | ALCON FINANCE CORP COMPANY GUAR 144A 09/29 3               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4657940.10   | 0.04%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $8054.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $1618332.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $115201.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/34 5.7                     | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5448502.93   | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75        | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1659772.01   | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST 2006-2                                            | ACCREDITED MORTGAGE LOAN TRUST ACCR 2006 2 A4              | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194338 | PA      | $193935.48    | 0.00%             | 2036-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1025218.24  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6855118.62   | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.681 03/18/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $14560.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                                       | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A                  | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3502353.86   | 0.03%             | 2034-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $15380672.08  | 0.12%             | 2029-10-23      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 11/33 3.875       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9753164.30   | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                                 | WESTMORELAND COAL CO PIK TERM LOAN                         | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1372479 | PA      | $597028.23    | 0.00%             | 2029-03-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/32 5.75             | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $12111496.86  | 0.09%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                        | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR          | CUSIP: 36830AAB3<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    2800000 | PA      | $2723856.60   | 0.02%             | 2030-09-10      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 1.00000 05/13/22-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1476496.53  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $23306.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC. 2006-W3                                                   | ARGENT SECURITIES INC. ARSI 2006 W3 A2D                    | CUSIP: 040104SS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6039261 | PA      | $1839968.99   | 0.01%             | 2036-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $325967.18    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA2633 FN 11/48 FIXED 4.5                        | CUSIP: 3140Q94T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13162880 | PA      | $12926076.88  | 0.10%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-D                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 1A5             | CUSIP: 05952GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     527987 | PA      | $441554.13    | 0.00%             | 2047-06-20      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 05/30 4.375                        | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3242781.33   | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3904816.41   | 0.03%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR                | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6540585.87   | 0.05%             | 2033-07-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSECURED 12/30 4.9            | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4443395.99   | 0.03%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 02/40 6.5                | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1318436.17   | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)                                  | POPULAR INC SR UNSECURED 03/28 7.25                        | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |    3400000 | PA      | $3524616.80   | 0.03%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                         | SCE RECOVERY FUNDING LLC SR SECURED 12/49 5.112            | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3473586.94   | 0.03%             | 2049-12-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526             | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4704783.43   | 0.04%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| STRIPE GLOBAL HOLDINGS INC                                                       | 86333 AA1                                                  | CUSIP: 990ADDKY2<br>LEI: 254900VYCQ4K0SLSXF22 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12801644.18  | 0.10%             | 2029-03-26      | Fixed         | 4.88%                 | Yes           |                  3 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 11/32 4.6                  | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1752243.08   | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036            | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765848 | PA      | $1782761.59   | 0.01%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     618220 | PA      | $266452.82    | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9                  | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5861000 | PA      | $5854923.49   | 0.04%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP SAL                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2143.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED REGS 11/29 3.875                  | CUSIP: ACI1BLJV6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $13864396.20  | 0.11%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13300000 | PA      | $12887700.00  | 0.10%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2006-7                                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2              | CUSIP: 61749JAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340153 | PA      | $89144.34     | 0.00%             | 2036-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                              | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75           | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2012984 | PA      | $2058457.46   | 0.02%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2007-AA3                                                          | BCAP LLC TRUST BCAP 2007 AA3 2A1A                          | CUSIP: 05530VAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     371147 | PA      | $340160.16    | 0.00%             | 2047-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES HOLDINGS IV LIMITED)                           | BCP V MODULAR SRV HLDNG IV LTD 2025 EUR TERM LOAN          | CUSIP: BA000LLH0<br>LEI: 549300C6IE8LNURFZG55 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1050858.57   | 0.01%             | 2031-07-10      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/51 3.3                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $26202765.20  | 0.20%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-22033.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 01/44 6.95                    | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1663000 | PA      | $1615654.39   | 0.01%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 01/36 VAR                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2550336.35   | 0.02%             | 2036-01-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRE5                             | CUSIP: 955NUFII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3911388.78   | 0.03%             | 2030-06-07      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4536.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 12/34 5.4             | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8096451.12   | 0.06%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                               | DTE ENERGY CO SR UNSECURED 06/29 3.4                       | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2310589.81   | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST ASSET BACKED 144A 05/51 1.631              | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3738300.54   | 0.03%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-633.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2               | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8462286.41   | 0.06%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 144A 07/30 3.95                  | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4974354.79   | 0.04%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE1                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE1 A2C               | CUSIP: 617526AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1235540 | PA      | $728885.75    | 0.01%             | 2036-11-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1              | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $133651.52    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/27 5.594               | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3500000 | PA      | $3543593.87   | 0.03%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/64 5.55                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3148533.64   | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 73110JAF9<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250562.50    | 0.00%             | 2029-01-08      | Floating      | 14.16%                | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                | HEICO CORP COMPANY GUAR 08/33 5.35                         | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1936155.18   | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3125.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | REPUBLIC SERVICES INC SR UNSECURED 04/34 5                 | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277973.04    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-28560.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRF2                             | CUSIP: 955NUGII9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3924805.48   | 0.03%             | 2032-06-07      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-20217.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                         | MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45             | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3065552.94   | 0.02%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-OH1                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OH1 A1D          | CUSIP: 02150KAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     782745 | PA      | $700242.18    | 0.01%             | 2047-04-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 01/29 5                       | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $18642895.09  | 0.14%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED REGS 03/35 VAR                   | CUSIP: ACI2NBD64<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2625434.81   | 0.02%             | 2035-03-21      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-338900.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 02/32 VAR                      | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   36100000 | PA      | $31269414.96  | 0.24%             | 2032-02-13      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 05/32 6.5                           | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   13329000 | PA      | $13459037.72  | 0.10%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                   | PROTECTIVE LIFE GLOBAL SECURED 144A 01/32 5.432            | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5129588.95   | 0.04%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2005-10                                           | BANC OF AMERICA ALTERNATIVE LO BOAA 2005 10 4A1            | CUSIP: 05948KS42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     149364 | PA      | $132417.52    | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)                      | HANOVER INSURANCE GROUP SR UNSECURED 09/30 2.5             | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4358357.86   | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172               | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4600000 | PA      | $4359256.38   | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/52 2.25                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12600000 | PA      | $7597652.33   | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 12/30 4.45                  | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7006269.35   | 0.05%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | RADIAN GROUP INC SR UNSECURED 05/29 6.2                    | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1091086.43   | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1851.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-1                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 1A6             | CUSIP: 05951FBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1923233 | PA      | $1647041.13   | 0.01%             | 2037-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $534834.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                                         | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A                   | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5400000 | PA      | $5407389.25   | 0.04%             | 2034-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                          | CLEVELAND ELECTRIC ILLUM SR UNSECURED 144A 04/28 3.5       | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4115388.82   | 0.03%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9Y5 SMB 2026 B C 144A                                | CUSIP: 990ACZVD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     592000 | PA      | $586714.33    | 0.00%             | 2054-03-11      | Fixed         | 5.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-1932.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   15851000 | PA      | $15526217.45  | 0.12%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 02/29 4.125          | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9869418.40   | 0.08%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5410.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2316268 | PA      | $2252228.87   | 0.02%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                                         | HEATHROW FUNDING LTD SR SECURED REGS 12/33 6.45            | CUSIP: B3CPY8II2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    2100000 | PA      | $2902160.45   | 0.02%             | 2033-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -17500000 | NC      | $-20474.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 04/58 4.9                             | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2114179.24   | 0.02%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75      | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   21700000 | PA      | $21704143.40  | 0.17%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                      | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 8260000000 | PA      | $47837789.61  | 0.37%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/30 VAR                      | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9510596.55   | 0.07%             | 2030-07-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX SA COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      18494 | NS      | $425362.00    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                               | TRANSURBAN FINANCE CO SR SECURED 144A 03/31 2.45           | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |    2850000 | PA      | $2576517.31   | 0.02%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/49 2.25                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74500000 | PA      | $46355878.72  | 0.35%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/35 5.75                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16406000 | PA      | $16873838.75  | 0.13%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR         | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2271969 | PA      | $45439.38     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP SR SECURED 144A 08/28 4                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   12200000 | PA      | $11918030.92  | 0.09%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  685295000 | PA      | $660349857.68 | 5.05%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                 | PUBLIC STORAGE OP CO COMPANY GUAR 09/30 0.5                | CUSIP: ACI2080S2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2216762.20   | 0.02%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL, INC 26-FL3                                                  | BRIGHTSPIRE CAPITAL  INC BRSP 2026 FL3 A 144A              | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8300000 | PA      | $8284823.95   | 0.06%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025-HMST                             | BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST B 144A       | CUSIP: 05555XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8961883.60   | 0.07%             | 2052-08-25      | Variable      | 3.11%                 | No            |                  3 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $1892329.38   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                                   | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    5499787 | PA      | $5472288.05   | 0.04%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375     | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    6000000 | PA      | $6134853.48   | 0.05%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/41 3.75                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  168700000 | PA      | $150512031.25 | 1.15%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC COLLATERAL T 09/27 3.12              | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4238770.45   | 0.03%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2802.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.32500 07/06/26-4Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $292994.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-12066.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/29 VAR                   | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1543602.89   | 0.01%             | 2029-03-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA JR SUBORDINA 01/84 VAR                 | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2600000 | PA      | $2724124.00   | 0.02%             | 2084-01-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSECURED 08/26 3.7                 | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4088446.28   | 0.03%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $13635.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSECURED 04/34 5.57                        | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1036500.88   | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                 | ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15           | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     833000 | PA      | $772265.69    | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US INC                                                             | SEKISUI HOUSE US COMPANY GUAR 08/61 3.966                  | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $132392.49    | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $22257.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $50552.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS BANK NATIONAL ASSOCIATION PROVIDENCE RHODE ISLAND(AKA: RBS CITIZENS NA) | CITIZENS BANK NA/RI SR UNSECURED 01/29 VAR                 | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994031.14    | 0.01%             | 2029-01-29      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL COMPANY GUAR 06/28 3.7                    | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3967269.10   | 0.03%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EQUINIX INC SNR S* SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $324712.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $67501.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR            | CUSIP: BN13P8II9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |     200000 | PA      | $227526.52    | 0.00%             | 2027-10-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 01/39 VAR        | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $10537918.90  | 0.08%             | 2039-01-08      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         63 | NC      | $-132599.69   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5                | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1702484 | PA      | $1711994.40   | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/51 3.95                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3360583.51   | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE TRUST 2010-17R                                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2010 17R 6A1 144A        | CUSIP: 12645BDA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     718825 | PA      | $701716.13    | 0.01%             | 2037-06-26      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-56106.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/34 5.25          | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    2400000 | PA      | $2393709.36   | 0.02%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/50 2.9              | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3426909.09   | 0.03%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WESSEX WATER SERVICES FINANCE PLC                                                | WESSEX WATER SERVS FIN COMPANY GUAR REGS 09/29 1.5         | CUSIP: ACI1FBB75<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |    4750000 | PA      | $5499689.47   | 0.04%             | 2029-09-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/53 5.875                   | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   15090000 | PA      | $14301631.55  | 0.11%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/41 2.25                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  137298000 | PA      | $100106867.41 | 0.77%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE NETHERLANDS BV                                           | IMPERIAL BRANDS FIN NETH COMPANY GUAR REGS 02/31 5.25      | CUSIP: ACI2CX5L4<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1220030.05   | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                                   | FREMONT HOME LOAN TRUST FHLT 2006 E 2A3                    | CUSIP: 35729NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1286761 | PA      | $589672.02    | 0.00%             | 2037-01-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $34220.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20290702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $100114.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-2CB                                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 2CB A7           | CUSIP: 12668BLG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     760956 | PA      | $332449.88    | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1948909.77   | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-14011.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   16401000 | PA      | $10131960.32  | 0.08%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/30 VAR                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $14596600.10  | 0.11%             | 2030-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-23007.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC                    | CUSIP: 957IHHII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6784784.18   | 0.05%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15               | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    7704000 | PA      | $8027734.33   | 0.06%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3300000 | PA      | $3268771.18   | 0.02%             | 2056-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $5943.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-10753.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                    | CITRUS RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 177510AT1<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2033-06-07      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | NOTA DO TESOURO NACIONAL NOTES 08/60 6                     | CUSIP: ACI282QD2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   63235770 | PA      | $10505851.25  | 0.08%             | 2060-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC COMPANY GUAR 144A 08/33 3.25                      | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $9064857.46   | 0.07%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 73110JAD4<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250600.00    | 0.00%             | 2029-01-08      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $19705.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $145138.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LQD US TRS EQUITY SOFR-55 JPM                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $1616898.71   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                              | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR               | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1033950.00   | 0.01%             | 2032-06-07      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 06/26 3.7                    | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4223529.62   | 0.03%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.71199 06/30/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $69300.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/28 VAR                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7916030.56   | 0.06%             | 2028-07-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2FP              | CUSIP: 61753NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3342840 | PA      | $1463331.75   | 0.01%             | 2037-02-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $199609.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HOLDING SA/CAYMAN ISLAND BRANCH                                    | ITAU UNIBANCO HLDG SA/KY SR UNSECURED 144A 02/30 6         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |   23700000 | PA      | $24332908.50  | 0.19%             | 2030-02-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                       | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5       | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7780172.71   | 0.06%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-147484.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/35 4.25                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23700000 | PA      | $23641212.86  | 0.18%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-6160.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A1 144A                             | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |  185600000 | PA      | $128054754.45 | 0.98%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| CONSTELLATION GLOBAL FUNDING                                                     | CONSTELLATION GLO FNDG SR SECURED 144A 10/30 4.85          | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3140202.43   | 0.02%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AMERICAN INTERNATIONAL GROUP  SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $132103.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 03/27 5.1                | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2209196.59   | 0.02%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-44650.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYWOLF CLO III LTD 2020-3RA                                                    | GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A                  | CUSIP: 39809CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3737212 | PA      | $3740839.88   | 0.03%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                   | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5373722.58   | 0.04%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 09/34 4.625                      | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6152659.38   | 0.05%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20261016                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $283451.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC FORD MOTOR CREDIT CO LLC          | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     522000 | PA      | $540487.47    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 03/28 5.05                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3026197.86   | 0.02%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99728.09     | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20270610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6077.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC5                              | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC5 1A2          | CUSIP: 073879ZX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75046 | PA      | $42877.91     | 0.00%             | 2035-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $85711.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD COMPANY GUAR 144A 07/28 6.5                  | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   15709000 | PA      | $16295068.07  | 0.12%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-26765.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS VIII ISSUER 2022-A                                                | SUNNOVA HELIOS VIII ISSUER, LL SNVA 2022 A A 144A          | CUSIP: 86745AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3873628 | PA      | $3252866.32   | 0.02%             | 2049-02-22      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                             | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR              | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     800000 | PA      | $800040.00    | 0.01%             | 2031-01-08      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-8                                                    | GSAA HOME EQUITY TRUST GSAA 2006 8 1A1                     | CUSIP: 362348AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32605894 | PA      | $6931520.80   | 0.05%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-762.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $54980.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 04/32 4.15                | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1878788.36   | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | STORE CAPITAL LLC SR UNSECURED 12/31 2.7                   | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3309053.00   | 0.03%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | HALEON US CAPITAL LLC COMPANY GUAR 03/27 3.375             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    4802000 | PA      | $4756752.48   | 0.04%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.3             | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   17800000 | PA      | $17789795.26  | 0.14%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $199597.44    | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                                    | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A                  | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      94961 | PA      | $95055.41     | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                                        | BANK OF NY MELLON CORP SR UNSECURED 01/30 VAR              | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   13529000 | PA      | $13395996.94  | 0.10%             | 2030-01-22      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| LOCKE TAVERN RE LTD                                                              | LOCKE TAVERN RE LTD UNSECURED 144A 04/33 VAR               | CUSIP: 539694AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $300000.00    | 0.00%             | 2033-04-11      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $429185.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 04/42 2.875                      | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2300000 | PA      | $1667197.20   | 0.01%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | BROADSTONE NET LEASE LLC COMPANY GUAR 09/31 2.6            | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2548871.86   | 0.02%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 02/32 4.375              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $10430979.62  | 0.08%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5           | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     700000 | PA      | $744695.83    | 0.01%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                              | NEW IMMO HOLDING SA SR UNSECURED REGS 12/28 4.875          | CUSIP: BPG839II9<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    6000000 | PA      | $6781821.16   | 0.05%             | 2028-12-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875                | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5677010.25   | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LLOYDS BANKING GROUP PLC SNR SE ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $143827.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/30 2.2                  | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1036090.12   | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                 | HESS CORP SR UNSECURED 10/29 7.875                         | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4025267.39   | 0.03%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FS9372 FN 10/54 FIXED VAR                        | CUSIP: 3140XRMW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     685014 | PA      | $709078.03    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MGTE PROD INC 2005-EFC7                                        | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC7 A2           | CUSIP: 76112BR85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6144261 | PA      | $5134386.12   | 0.04%             | 2035-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 4.375          | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $499218.14    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 5 LLC/ABILENE DC 6 LLC                                                | PROJECT FLASH TERM LOAN                                    | CUSIP: BA000KZ79<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8216040 | PA      | $8216039.96   | 0.06%             | 2030-04-30      | Floating      | 4.34%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP GST                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1607.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $48499.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23300000 | PA      | $23113134.23  | 0.18%             | 2028-03-24      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR OPT  JUN26C 97.5 EXP 06/12/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       3167 | NC      | $102325.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SL0207 FR 01/55 FIXED 5                  | CUSIP: 31427MGR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946185 | PA      | $943662.79    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     166452 | NS      | $3828396.00   | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $16985845.15  | 0.13%             | 2035-10-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     419000 | PA      | $416672.01    | 0.00%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2            | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6178791.59   | 0.05%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/65 6                | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1357670.44   | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7943.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 02/33 4.2                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3788908.80   | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                    | SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2             | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    7765000 | PA      | $7396755.75   | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2C               | CUSIP: 61750SAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     889175 | PA      | $387972.24    | 0.00%             | 2036-10-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5             | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   72596319 | PA      | $8948328.39   | 0.07%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $189370.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $8970.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 12YR JUL SR SEC                   | CUSIP: 957IHJII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2295278.65   | 0.02%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55                 | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2381000 | PA      | $2137960.81   | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $50256.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATL GRID ELECT TRANS SR UNSECURED REGS 04/40 2            | CUSIP: ACI1LNWS3<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1125874.60   | 0.01%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-4742.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/35 3.302                | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3741746.91   | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $93560.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES SR UNSECURED 11/31 3.6                      | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4177726.99   | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FORD MOTOR COMPANY SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-2394901.06  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ELLINGTON LOAN ACQUISITION TRUST 2007-1                                          | ELLINGTON LOAN ACQUISITION TRU ELAT 2007 1 A1 144A         | CUSIP: 288542AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1885212 | PA      | $1853191.30   | 0.01%             | 2037-05-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/36 VAR             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4576137.53   | 0.03%             | 2036-01-28      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GENERAL MOTORS COMPANY SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-4012795.55  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-7744.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                      | PETROBRAS GLOBAL FINANCE COMPANY GUAR 09/30 5.125          | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |   34400000 | PA      | $33749840.00  | 0.26%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/35 5.2                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9384992.50   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                        | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR             | CUSIP: ACI2GR178<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3400000 | PA      | $4200070.74   | 0.03%             | 2028-06-21      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 LTD                                                            | CQS US CLO LTD CQS 2021 1A AR 144A                         | CUSIP: 12659UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1800597.76   | 0.01%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                                | PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5030481.31   | 0.04%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 0.65000 05/11/22-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-782537.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                  | BLACKSTONE SECURED LEND SR UNSECURED 11/27 5.875           | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12244952.85  | 0.09%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $261575.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND OPTION  MAY26C 128 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -80 | NC      | $-10171.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/29 VAR             | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2120045 | PA      | $1494631.73   | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR REGS 03/29 5.25            | CUSIP: ACI19CRS7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5042300.90   | 0.04%             | 2029-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR                   | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20100000 | PA      | $19954985.13  | 0.15%             | 2030-03-10      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |  -19031859 | NC      | $-16805.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 09/28 5.25             | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     358000 | PA      | $367185.42    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2019-NUGS                                         | MORGAN STANLEY CAPITAL I TRUST MSC 2019 NUGS A 144A        | CUSIP: 61692AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2341000 | PA      | $1805028.05   | 0.01%             | 2036-12-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR OPT  JUN26C 98 EXP 06/12/2026                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       3302 | NC      | $63414.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25        | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2319604 | PA      | $2352567.77   | 0.02%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/28 2.125         | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8276000 | PA      | $7858050.17   | 0.06%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 10/28 4.2                          | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4905000 | PA      | $4849876.38   | 0.04%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $6063.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8261.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWCASTLE COAL INFRASTRUCTURE GROUP PTY LTD                                      | NEWCASTLE COAL INFRASTRU SR SECURED 144A 09/27 4.4         | CUSIP: 65106WAA3<br>LEI: 549300YAJ8XYYGW2TZ32 | Long             | DBT              | CORP              | AU        |    2021750 | PA      | $2008554.86   | 0.02%             | 2027-09-29      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 06/28 4.7                   | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4794849.40   | 0.04%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1477937.82   | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $569434.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEATHROW FINANCE PLC                                                             | HEATHROW FINANCE PLC SR SECURED REGS 09/29 VAR             | CUSIP: ACI1GVJ64<br>LEI: 549300F740QSGMPHQJ60 | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $3958954.70   | 0.03%             | 2029-09-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 12/77 VAR              | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4202005.15   | 0.03%             | 2077-12-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   20000000 | NS      | $20535800.00  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-18381.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC COMPANY GUAR 03/35 5.65                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7943484.24   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-9543.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/41 2                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18400000 | PA      | $12731218.70  | 0.10%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   83280000 | PA      | $25955627.92  | 0.20%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/54 5.75                   | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192017.01    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   19600000 | NS      | $19977692.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/29 3.95                | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5384580.48   | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1302.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5168213.18   | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                        | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625         | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   14000000 | PA      | $14914017.80  | 0.11%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67                | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10100000 | PA      | $9984084.52   | 0.08%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                           | CASTLELAKE LP FIRST LIEN TERM LOAN                         | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   17462422 | PA      | $16362498.37  | 0.13%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/27 4.55                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7506828.23   | 0.06%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SR SECURED 144A 01/29 2.7               | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4087297.49   | 0.03%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 12/99 VAR        | CUSIP: ACI2XM0C0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    2300000 | PA      | $3063117.54   | 0.02%             | 2031-12-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                                 | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      47724 | NS      | $28335.86     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                   | EPH FINANCING INTERNATIONAL 08/29 5                        | CUSIP: ACI2P88J7<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    4900000 | PA      | $5968948.16   | 0.05%             | 2029-08-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9369402.84   | 0.07%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 01/28 VAR                                 | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1300000 | PA      | $1279932.29   | 0.01%             | 2028-01-07      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $5623864.18   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | HESS CORPORATION SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $33370.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $400.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6              | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     888000 | PA      | $889436.97    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65            | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2009371.72   | 0.02%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-22940.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 03/33 VAR               | CUSIP: 13947LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     400000 | PA      | $400000.00    | 0.00%             | 2033-03-21      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 02/29 5              | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     605000 | PA      | $611322.12    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                        | CNA FINANCIAL CORP SR UNSECURED 06/33 5.5                  | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5079667.65   | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -8400000 | NC      | $-47575.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    5000000 | NS      | $5039550.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS B 144A                              | CUSIP: 990ABJRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    4300000 | PA      | $2966785.80   | 0.02%             | 2057-12-30      | Floating      | 5.86%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.93000 03/24/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-157396.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-35915.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 09/26 4.4                 | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1499832.21   | 0.01%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-5451.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                | HEICO CORP COMPANY GUAR 08/28 5.25                         | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2038887.18   | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2695.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 12/31 5.375                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4758866.23   | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5040.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP SR UNSECURED 10/27 VAR                          | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   32650000 | PA      | $33088048.73  | 0.25%             | 2027-10-26      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/64 5.5                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   21900000 | PA      | $16787300.46  | 0.13%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 05/47 5.375            | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6985000 | PA      | $5626287.72   | 0.04%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-311151.53   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25             | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1597204.25   | 0.01%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                     | TAPESTRY INC SR UNSECURED 03/35 5.5                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7115573.21   | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMWARE LLC SR UNSECURED 08/31 2.2                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2897670.24   | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.3585 07/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1088711.10  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                            | TD SYNNEX CORP SR UNSECURED 08/28 2.375                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $13579171.18  | 0.10%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR             | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10031619.30  | 0.08%             | 2028-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 04/29 4.2                 | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    3868000 | PA      | $3762358.46   | 0.03%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-12309.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | REGENCY CENTERS LP COMPANY GUAR 02/27 3.6                  | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     880000 | PA      | $875366.97    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     573000 | PA      | $516098.35    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     373000 | PA      | $379041.52    | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20270610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6051.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-252.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NOK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-12089.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                               | SW (FINANCE) I PLC SR SECURED REGS 12/41 7.375             | CUSIP: ACI2LKWT5<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    4800000 | PA      | $6298689.46   | 0.05%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LAND OLAKES INC                                                                  | LAND O LAKES INC JR SUBORDINA 144A 12/99 7                 | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | EP               | CORP              | US        |    4600000 | NS      | $3941694.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                       | JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75            | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5873803 | PA      | $5218334.99   | 0.04%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2015 1A PTT PASS THRU CE 144A 09/28 3.6         | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2351297 | PA      | $2319929.51   | 0.02%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                          | BANK OF NOVA SCOTIA JR SUBORDINA 12/99 VAR                 | CUSIP: 064159KJ4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     368000 | PA      | $362779.00    | 0.00%             | 2026-07-12      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10708889.88  | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-52058.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALM RE LTD                                                                      | PALM RE LTD UNSECURED 144A 06/31 VAR                       | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $313980.00    | 0.00%             | 2031-06-09      | Floating      | 13.22%                | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                               | INTERSTATE POWER + LIGHT SR UNSECURED 06/35 5.6            | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3997008.76   | 0.03%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/30 5.25                       | CUSIP: ACI2TMXJ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     140000 | PA      | $164260.88    | 0.00%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6076124.56   | 0.05%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                             | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/29 4.25          | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |   11900000 | PA      | $11727144.88  | 0.09%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2090.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                          | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171             | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   15300000 | PA      | $15416262.56  | 0.12%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 01/31 4.55                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9913062.70   | 0.08%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA7                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA7 1A1           | CUSIP: 751152AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     353355 | PA      | $366062.73    | 0.00%             | 2036-08-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO3                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO3 A1            | CUSIP: 761118WP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6123888 | PA      | $1495668.51   | 0.01%             | 2046-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  184000000 | PA      | $181109490.64 | 1.39%             | 2056-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-15609.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR            | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $1808688.64   | 0.01%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                                 | EDWARDS LIFESCIENCES COR SR UNSECURED 06/28 4.3            | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4695714.54   | 0.04%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                              | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 4.214    | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $758375.40    | 0.01%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                                  | CHOICE HOTELS INTL INC SR UNSECURED 08/34 5.85             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2373651.32   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |   12627500 | NS      | $16172834.20  | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/46 2.5                                  | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76025000 | PA      | $52469128.91  | 0.40%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5698.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-25562.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 11/33 5.9                 | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   14538000 | PA      | $15231870.68  | 0.12%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP                  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A       | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2817825 | PA      | $2790925.34   | 0.02%             | 2037-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 09/29 4.25                       | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     630000 | PA      | $627810.24    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/55 4.75                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  226950000 | PA      | $221205328.13 | 1.69%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A2A          | CUSIP: 17311WAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191680 | PA      | $178136.66    | 0.00%             | 2037-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $4997.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP          | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6500000 | PA      | $6656738.21   | 0.05%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19100000 | PA      | $17015709.06  | 0.13%             | 2031-07-23      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                             | START LTD. STARR 2019 1 A 144A                             | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    1075567 | PA      | $1076382.53   | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | VOYA FINANCIAL INC COMPANY GUAR 09/34 5                    | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $14413711.42  | 0.11%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $49939.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                                          | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A         | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001219.80   | 0.01%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB7970 FN 02/54 FIXED 5                          | CUSIP: 3140QT2C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     797934 | PA      | $796211.64    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/34 5.35              | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3267000 | PA      | $3359848.14   | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                                         | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A                | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9600000 | PA      | $9601832.83   | 0.07%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE4                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE4 A2C               | CUSIP: 61753VAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4029036 | PA      | $1260483.38   | 0.01%             | 2037-02-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AES CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $571114.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   82504000 | PA      | $24794112.80  | 0.19%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875               | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     600000 | PA      | $619588.44    | 0.00%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -1857654 | PA      | $-2459888.43  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3097563.05   | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-3                                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A           | CUSIP: 41161QAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     553337 | PA      | $222403.30    | 0.00%             | 2036-06-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP COMPANY GUAR 01/27 3.2                  | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5057078.55   | 0.04%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3877.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-69306.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5          | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5062797.65   | 0.04%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   23300000 | PA      | $21820813.48  | 0.17%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2251.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875              | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $14606828.01  | 0.11%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 06/30 2.5                    | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $9505526.58   | 0.07%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-90.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 144A 06/30 4.875                  | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     900000 | PA      | $913132.29    | 0.01%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/35 VAR                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7915116.48   | 0.06%             | 2035-10-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                                 | LSEG US FIN CORP COMPANY GUAR 144A 03/29 4.25              | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3773091.97   | 0.03%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $143698.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (20 YEAR ISSUE) BONDS 09/45 2.7                      | CUSIP: ACI315PQ2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  286550000 | PA      | $1662334.86   | 0.01%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THE DEPOSITORY TRUST COMPANY                                                     | DEPOSITORY TRUST COMPANY SR UNSECURED 144A 03/29 4.3       | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6906564.52   | 0.05%             | 2029-03-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1230056 | PA      | $-1235796.20  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORPORATION                                                     | TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $6166701.06   | 0.05%             | 2029-10-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                         | ENCORE CAPITAL GROUP INC SR SECURED 144A 05/30 8.5         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3914411.30   | 0.03%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -4701 | NC      | $7079026.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/33 5.65             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4339025.59   | 0.03%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375             | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     500000 | PA      | $328344.66    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 07/26 3.95              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $13903491.40  | 0.11%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                 | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3017421.56   | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $737728.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1686.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-10403.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35           | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11228172 | PA      | $10867830.91  | 0.08%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7321694 | PA      | $-7326208.79  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $1000483.92   | 0.01%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                     | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2JH1W2<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |     600000 | PA      | $740838.73    | 0.01%             | 2028-09-05      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD NZD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $316082.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                               | QATARENERGY LNG S3 SR SECURED 144A 09/27 5.838             | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     237440 | PA      | $237267.10    | 0.00%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 02/30 4.85                       | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8617757.13   | 0.07%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/61 4.1                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $10215276.63  | 0.08%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 02/35 5.85            | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6419000 | PA      | $6715997.57   | 0.05%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION AND STORAGE INC                                         | EASTERN GAS TRAN SR UNSECURED 11/29 3                      | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3079278.90   | 0.02%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1784880.15   | 0.01%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1689313.43   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 05/50 3.7                | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2141567.67   | 0.02%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                           | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7915059.90   | 0.06%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                    | PRINCIPAL FINANCIAL GRP SR UNSECURED 144A 02/28 4.111      | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3469640.34   | 0.03%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $7928.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS D 144A                              | CUSIP: 990ABJSD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    1700000 | PA      | $1172915.32   | 0.01%             | 2057-12-30      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 03/28 VAR                   | CUSIP: 639057AM0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2912661.78   | 0.02%             | 2028-03-01      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 01/36 6.25                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3470662.76   | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-2                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 PT 144A         | CUSIP: 36274JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23400000 | PA      | $23800821.88  | 0.18%             | 2055-11-25      | Variable      | 5.55%                 | No            |                  3 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                               | HP ENTERPRISE CO SR UNSECURED 03/29 4.6                    | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7344934.60   | 0.06%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56000000 | PA      | $55354118.40  | 0.42%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                        | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7            | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6352951.50   | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-15396.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | COTERRA ENERGY INC SR UNSECURED 03/34 5.6                  | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2370187.56   | 0.02%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M2                                                    | ARGENT SECURITIES INC. ARSI 2006 M2 A2B                    | CUSIP: 04013BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1544536 | PA      | $499656.53    | 0.00%             | 2036-09-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/33 6.15             | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     869000 | PA      | $909139.59    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $9794.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7861815.11   | 0.06%             | 2028-02-01      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-38192.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-332.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2007-4                                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2007 4 22A1           | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1352403 | PA      | $1225425.15   | 0.01%             | 2047-06-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRD7                             | CUSIP: 955NUHII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3904728.40   | 0.03%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                                     | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/28 8           | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |     229190 | PA      | $137752.65    | 0.00%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 08/33 2.5                        | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14800000 | PA      | $12580609.91  | 0.10%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP          | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9400000 | PA      | $9637532.45   | 0.07%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | ROCHE HOLDINGS INC COMPANY GUAR 144A 12/30 4.075           | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493967.92    | 0.00%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      12416 | NC      | $-17941671.64 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                             | INTEGRITY RE III UNSECURED 144A 06/29 VAR                  | CUSIP: 45870GAJ5<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2029-06-07      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -15700000 | NC      | $-82013.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9             | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6752379.33   | 0.05%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-138979.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                          | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                    | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |   11400000 | PA      | $13071344.85  | 0.10%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 06/27 4.75                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002154.96   | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/29 4.97           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29639688.00  | 0.23%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR         | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1357145 | PA      | $33928.63     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $41923.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                  | WESTERN SOUTHERN GLOBAL SECURED 144A 07/28 4.5             | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4300949.23   | 0.03%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95            | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    7606000 | PA      | $7774044.68   | 0.06%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 12YR OCT SR SEC                   | CUSIP: 990ABCUQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4586665.06   | 0.04%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/48 3                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $3450644.54   | 0.03%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5169.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $574585.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/35 5.15                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10022695.00  | 0.08%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON + CO SR UNSECURED 02/28 4.693             | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     379000 | PA      | $380974.96    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-34488.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 09/35 5.5              | CUSIP: 040555CH5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4335723.93   | 0.03%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV SR UNSECURED 03/32 VAR                        | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10500000 | PA      | $10440217.94  | 0.08%             | 2032-03-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                      | ARES MANAGEMENT CORP ARES MANAGEMENT CORP                  | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7798714.80   | 0.06%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                                   | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                    | CUSIP: 36779CAV8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 07/33 5.05                   | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2014525.36   | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5156.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR12                                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR12 2A1A         | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4559995 | PA      | $4308188.59   | 0.03%             | 2035-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/29 VAR                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4187260.00   | 0.03%             | 2029-06-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEXTERA ENERGY CAPITAL HOLDIN SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $22078.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/31 1.75             | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     400000 | PA      | $350814.79    | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSWF 2021-SOP2                                                                   | CREDIT SUISSE COMMERCIAL MORTG CSWF 2021 SOP2 A 144A       | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462564 | PA      | $455021.90    | 0.00%             | 2034-06-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-38266.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/27 VAR                                     | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13145691.00  | 0.10%             | 2027-10-19      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                                       | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A     | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000970.41   | 0.02%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/35 5.632          | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   36000000 | PA      | $37172361.60  | 0.28%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                             | DISH DBS CORP SR SECURED 144A 12/26 5.25                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $743998.77    | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/27 3.65                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1886793.65   | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 11/29 3.125                      | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1622000 | PA      | $1546363.29   | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -16100000 | NC      | $-44812.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |          1 | NC      | $3083491.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE JR SUBORDINA 07/55 VAR                        | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2521744.38   | 0.02%             | 2055-07-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                          | CROWN CASTLE TOWERS LLC ASSET BACKED 144A 07/48 4.241      | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11828905.83  | 0.09%             | 2048-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE JR SUBORDINA 01/55 VAR                        | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7492945.41   | 0.06%             | 2055-01-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX LLC                                                       | GOODMAN US FINANCE SIX COMPANY GUAR 144A 10/34 5.125       | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1395098.03   | 0.01%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $138457.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | FRANKLIN RESOURCES INC SR UNSECURED 08/51 2.95             | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2293691.61   | 0.02%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6923242.05   | 0.05%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 09/30 VAR              | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    7821000 | PA      | $7908474.37   | 0.06%             | 2030-09-06      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY PREFERRED STOCK 4.25                 | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     678800 | NS      | $11709300.00  | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/35 5.25             | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1691918.51   | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 02/35 5.1             | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4991443.75   | 0.04%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $563.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.00000 12/17/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-6384982.45  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $90841.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 03/29 4.85             | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    4825000 | PA      | $4848510.34   | 0.04%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-15853.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-302.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-151.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA JR SUBORDINA 04/56 VAR                              | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9846971.40   | 0.08%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9              | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5600000 | PA      | $5541843.61   | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.4016 06/10/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1505296.90  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR               | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5650378.71   | 0.04%             | 2030-01-23      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6400000 | NC      | $-981.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 03/33 VAR                       | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2038000 | PA      | $1912420.31   | 0.01%             | 2033-03-17      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 06/33 6.45            | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2101000 | PA      | $2260413.04   | 0.02%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14445.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2517.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA REGS 12/99 VAR              | CUSIP: ACI3077N6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $10487243.80  | 0.08%             | 2035-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                         | SOUTHERN CO GAS CAPITAL COMPANY GUAR 06/26 3.25            | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $4208991.54   | 0.03%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA BANCO SANTANDER SA                      | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7800000 | PA      | $8228672.40   | 0.06%             | 2034-02-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7 ELEVEN INC SR UNSECURED 144A 02/31 1.8                   | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $22515693.20  | 0.17%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                             | ANGLIAN WATER SERV FIN SR SECURED REGS 06/39 6             | CUSIP: ACI2GR269<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1732119.18   | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX MAIN44 5Y ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $4568285.43   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                            | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878     | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $560236.00    | 0.00%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $29575.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0520* 03/16/26-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $51110.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 02/32 VAR                        | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17300000 | PA      | $16932022.95  | 0.13%             | 2032-02-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION PHARMACEUTICALS INC                                                | CONSTELLATION PHARMACEUTICAL 4                             | CUSIP: 948VXEII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4762046 | PA      | $4878566.50   | 0.04%             | 2033-07-01      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5              | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8925006.96   | 0.07%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 12/30 3.2                   | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    4300000 | PA      | $3828766.87   | 0.03%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                             | SMITHFIELD FOODS INC COMPANY GUAR 144A 02/27 4.25          | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $995415.65    | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 01/36 VAR                 | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6925103.00   | 0.05%             | 2036-01-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1144.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-3                                                   | FREMONT HOME LOAN TRUST FHLT 2006 3 2A3                    | CUSIP: 35729MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1651672 | PA      | $490408.09    | 0.00%             | 2037-02-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 11/33 VAR                         | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   17000000 | PA      | $19597748.41  | 0.15%             | 2033-11-21      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 11/33 VAR                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4300000 | PA      | $4810021.24   | 0.04%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   16831000 | PA      | $16847544.87  | 0.13%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                                            | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A                   | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900208 | PA      | $2902766.43   | 0.02%             | 2033-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $508.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: ACI1SQVK7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   30060000 | PA      | $39186937.98  | 0.30%             | 2027-05-12      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                        | FARM CREDIT BK OF TEXAS JR SUBORDINA 144A VAR              | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |    3000000 | NS      | $2984400.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8                   | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     800000 | PA      | $792219.61    | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/28 2.3                         | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3049406.46   | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $32926335.24  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                            | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D               | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     971776 | PA      | $424089.27    | 0.00%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                           | SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05           | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1009094.73   | 0.01%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9E9 SMB 2026 B A1B SOFR30A+120BP                     | CUSIP: 990ACZVB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6710000 | PA      | $6710000.00   | 0.05%             | 2054-03-11      | Floating      | 4.87%                 | No            |                  3 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6114142.73   | 0.05%             | 2030-10-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875          | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13152349 | PA      | $12700434.55  | 0.10%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $10702.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 03/33 5.7                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9600000 | PA      | $9948114.91   | 0.08%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625          | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7111000 | PA      | $7650200.89   | 0.06%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                             | FIRSTENERGY PENN ELECTRI SR UNSECURED 10/38 6.15           | CUSIP: 708696BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1680754.13   | 0.01%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  116900000 | PA      | $115305603.24 | 0.88%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                   | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1048200.00   | 0.01%             | 2028-01-07      | Floating      | 14.13%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 07/44 5.5              | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10429438.93  | 0.08%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW3                                              | PARK PLACE SECURITIES INC PPSI 2005 WCW3 M2                | CUSIP: 70069FLX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1711787 | PA      | $1734326.54   | 0.01%             | 2035-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5        | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   15200000 | PA      | $15377011.75  | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6488.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A       | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11077296 | PA      | $10648389.85  | 0.08%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                   | CUSIP: 73110JAB8<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |    4000000 | PA      | $4136000.00   | 0.03%             | 2027-01-07      | Floating      | 16.79%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR               | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11443342.69  | 0.09%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/28 5.55                 | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305873.57    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                       | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   16454000 | PA      | $16161842.78  | 0.12%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000     | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1613988 | PA      | $1936.79      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $4506.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 11/28 5.8                 | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7893000 | PA      | $8141042.58   | 0.06%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                      | LUCA RE LTD UNSECURED 144A 07/31 VAR                       | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1030550.00   | 0.01%             | 2031-07-22      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 06/52 2.9                          | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $3933937.99   | 0.03%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C A1B 144A         | CUSIP: 83208DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5122154 | PA      | $5131725.82   | 0.04%             | 2055-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 03/32 3                       | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4599000 | PA      | $4186813.34   | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/38 3.402                | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9240029.01   | 0.07%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $136139.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | PACIFIC LIFE GF II SECURED 144A 01/28 VAR                  | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21001735.02  | 0.16%             | 2028-01-27      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-8                                               | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3            | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12410021 | PA      | $3087474.18   | 0.02%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)            | FIRSTENERGY TRANSMISSION SR UNSECURED 01/35 5              | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5423762.41   | 0.04%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                                                                | BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR                 | CUSIP: 096003AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $247287.50    | 0.00%             | 2029-01-08      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $6466.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     600000 | PA      | $584737.87    | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP SAL                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1607.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/32 2.75                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87293000 | PA      | $80756254.87  | 0.62%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                              | NEW IMMO HOLDING SA SR UNSECURED REGS 11/26 2.75           | CUSIP: ACI1GZR90<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    4500000 | PA      | $5147772.72   | 0.04%             | 2026-11-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $11124.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 02/51 3.6                   | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1386155.74   | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                     | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   36900000 | PA      | $33615202.22  | 0.26%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 02/29 VAR                      | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11730893.59  | 0.09%             | 2029-02-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 09/16/26-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-4018383.37  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 06/30 1.95                       | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   21099000 | PA      | $19047081.95  | 0.15%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DRYDEN 86 CLO LTD 2020-86A                                                       | DRYDEN SENIOR LOAN FUND DRSLF 2020 86A A1R2 144A           | CUSIP: 26245XAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500521.53    | 0.00%             | 2034-07-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4874.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-29619.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                 | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 1974210000 | PA      | $114663726.85 | 0.88%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                               | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                   | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1341403 | PA      | $1343019.67   | 0.01%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 01/34 5.5                   | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1115973.35   | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5820451 | PA      | $5676086.94   | 0.04%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                     | ALAMO RE LTD UNSECURED 144A 06/27 VAR                      | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    2400000 | PA      | $2487600.00   | 0.02%             | 2027-06-07      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                      | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2867300000 | PA      | $15965136.52  | 0.12%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $40194.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-300312.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/32 1.875                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52941300 | PA      | $46957485.68  | 0.36%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3122519.83   | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   12810000 | PA      | $12470923.14  | 0.10%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-9311.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                             | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR             | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |    1448868 | PA      | $86932.08     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375          | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2994577.11   | 0.02%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7620000 | PA      | $7677963.82   | 0.06%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 12/33 6                | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6300000 | PA      | $6585334.56   | 0.05%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 01/36 5.375           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    7500000 | PA      | $7371425.48   | 0.06%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                               | DTE ENERGY CO SR UNSECURED 03/29 5.1                       | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2643132.97   | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR         | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    3879628 | PA      | $63043.96     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FINANCE 5 PLC                                                     | TESCO PROPERTY FIN 5 PLC SR SECURED REGS 10/41 5.6611      | CUSIP: ACI01EQ39<br>LEI: 213800BN1HYPUZMXAF92 | Long             | DBT              | CORP              | GB        |    3039734 | PA      | $3914423.14   | 0.03%             | 2041-10-13      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1984.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                                           | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                      | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     749008 | PA      | $751867.36    | 0.01%             | 2056-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244            | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   15533000 | PA      | $15446126.11  | 0.12%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR             | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26100000 | PA      | $25873696.56  | 0.20%             | 2028-06-05      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S 144A 03/32 VAR                             | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    8400000 | PA      | $8424869.88   | 0.06%             | 2032-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260824                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $148304.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR               | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14400000 | PA      | $14627676.96  | 0.11%             | 2030-01-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $20898.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55900000 | PA      | $54011343.59  | 0.41%             | 2056-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  112737000 | PA      | $115998532.14 | 0.89%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | FED REPUBLIC OF BRAZIL SR UNSECURED 05/54 7.125            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3800000 | PA      | $3740872.00   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-28639.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    4100000 | PA      | $4156170.00   | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75      | CUSIP: ACI1ZX259<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    6300000 | PA      | $3323997.85   | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORPORATION                                                    | FREEPORT MINERALS CORP COMPANY GUAR 06/31 9.5              | CUSIP: 717265AL6<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |     200000 | PA      | $238288.29    | 0.00%             | 2031-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65           | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2770000 | PA      | $2741116.27   | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A         | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4873630 | PA      | $4878677.99   | 0.04%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/34 5.05                          | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   61400000 | PA      | $59744202.87  | 0.46%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 12/28 4.85                       | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8121821.44   | 0.06%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4              | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7412000 | PA      | $7527205.83   | 0.06%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                                          | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/34 5.584          | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    5057000 | PA      | $5025029.95   | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 05/30 2                            | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6359969.91   | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $4625049.46   | 0.04%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                       | ZIMMER BIOMET HOLDINGS ZIMMER BIOMET HOLDINGS              | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1626000 | PA      | $1663582.03   | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AIM AVIATION FINANCE LIMITED 2015-1A                                             | DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A         | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1164281 | PA      | $1142576.83   | 0.01%             | 2040-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $30651.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/42 3.375                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  131635000 | PA      | $110002638.54 | 0.84%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $9541.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 03/31 4.4              | CUSIP: 65339KDY3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9914935.80   | 0.08%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB9                                           | CREDIT BASED ASSET SERVICING A CBASS 2006 CB9 A3           | CUSIP: 12465MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1008838 | PA      | $467344.50    | 0.00%             | 2036-11-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                                       | ARES CLO LTD ARES 2013 2A AR3 144A                         | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4100000 | PA      | $4104975.31   | 0.03%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 01/31 5.5                  | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6274443.47   | 0.05%             | 2031-01-11      | Fixed         | 5.50%                 | 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        |    8200000 | PA      | $5372563.74   | 0.04%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | XYLEM INC SR UNSECURED 01/31 2.25                          | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $270185.09    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                                  | PLAINS ALL AMERICAN PIPE SR UNSECURED 06/35 5.95           | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4338607.06   | 0.03%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S 144A 03/28 VAR                             | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    3000000 | PA      | $3028886.37   | 0.02%             | 2028-03-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   12000000 | NS      | $12434880.00  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 02/32 2.3              | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7662000 | PA      | $6573373.16   | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                            | MIDWEST CONNECTOR CAPIT COMPANY GUAR 144A 04/29 4.625      | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3139463.68   | 0.02%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC SR UNSECURED 144A 12/40 6.5                        | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1085953.42   | 0.01%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC                    | CUSIP: 958BJPII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12558166.61  | 0.10%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD KWD BOUGHT USD 20290502                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $368491.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-7244.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION AND STORAGE INC                                         | EASTERN GAS TRAN SR UNSECURED 11/49 3.9                    | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2709624.07   | 0.02%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STRIPE GLOBAL HOLDINGS INC                                                       | 86333 AB9                                                  | CUSIP: 990ADAYN7<br>LEI: 254900VYCQ4K0SLSXF22 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12702144.39  | 0.10%             | 2031-03-26      | Fixed         | 5.17%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | AES CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $26050.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                                    | ARGENT SECURITIES INC. ARSI 2006 W4 A2D                    | CUSIP: 040104TH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1223048 | PA      | $288855.51    | 0.00%             | 2036-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2837.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375          | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $15332424.10  | 0.12%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                   | EMBRAER NETHERLANDS FINA COMPANY GUAR 02/35 5.98           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1032875.00   | 0.01%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPM CHASE REVERSE REPO GBP ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -3352832 | PA      | $-4446567.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/27 6.45           | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4295000 | PA      | $4376856.13   | 0.03%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-12407.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                | FEDEX FREIGHT HOLDING CO COMPANY GUAR 144A 03/31 4.65      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1966619.56   | 0.02%             | 2031-03-15      | Fixed         | 4.65%                 | 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        |    3000000 | PA      | $2967682.15   | 0.02%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/31 4.125       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12065306.50  | 0.09%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   11950000 | NS      | $12040103.00  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/29 6           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1187526.00   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                       | ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/32 3.6         | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1388304.68   | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/34 5.75                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7774160.86   | 0.06%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS CAPITAL CORP                                                        | WYNN RESORTS FINANCE LLC COMPANY GUAR 144A 03/33 6.25      | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9311775.36   | 0.07%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  JUN26 IFLL 20260626                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       1668 | NC      | $-9664739.81  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 08/55 6                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6126043.35   | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/31 5.45                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     435000 | PA      | $445154.90    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $26610.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                    | SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5            | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8721443.70   | 0.07%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-315546.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $33625.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 11/35 5.2                        | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1199000 | PA      | $1196275.21   | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                     | REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5581815.25   | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA GOVT                                                                   | AUSTRALIAN GOVERNMENT BONDS REGS 11/31 1                   | CUSIP: BMGX73II0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    7850000 | PA      | $4426423.37   | 0.03%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD COMPANY GUAR 144A 02/29 5.95                 | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    1400000 | PA      | $1438657.96   | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9853254.00   | 0.08%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 04/28 4.95                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2597030.90   | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LENNAR CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $102940.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AW9504 FN 01/45 FIXED 3                          | CUSIP: 3138XZR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107406 | PA      | $98081.80     | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA UNSECURED 144A 07/30 1.75                          | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5700000 | PA      | $5805387.19   | 0.04%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4767861.39   | 0.04%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-7581.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-FRE2                                              | MASTR ASSET BACKED SECURITIES MABS 2006 FRE2 A5            | CUSIP: 57643GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1962845 | PA      | $1164585.99   | 0.01%             | 2036-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625            | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $7672222.17   | 0.06%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | EBAY INC SR UNSECURED 06/27 3.6                            | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1625999.53   | 0.01%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   14000000 | NS      | $13946100.00  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.58600 08/19/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $237405.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   29400000 | PA      | $29695686.97  | 0.23%             | 2033-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $181009.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-NC3                                                     | ACE SECURITIES CORP. ACE 2006 NC3 A2D                      | CUSIP: 00442EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4769597 | PA      | $1189727.86   | 0.01%             | 2036-12-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/34 VAR                | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12960432.13  | 0.10%             | 2034-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK PARTNERS LP COMPANY GUAR 09/43 6.2                   | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3456900.10   | 0.03%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMWARE LLC SR UNSECURED 05/30 4.7                          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   24482000 | PA      | $24639674.12  | 0.19%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MDPK-2021-39A                                                                    | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A             | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005477.36   | 0.03%             | 2034-10-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6474641.34   | 0.05%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7225.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-279171.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY JR SUBORDINA VAR                            | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    3000000 | NS      | $2984250.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                              | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR               | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $518300.00    | 0.00%             | 2032-06-07      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -29700000 | NC      | $-89477.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/33 VAR                   | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4500000 | PA      | $3981312.68   | 0.03%             | 2033-02-11      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5             | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   16712000 | PA      | $16101911.56  | 0.12%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPP - DISTRIBUCIA AS                                                             | SPP DISTRIBUCIA AS SR UNSECURED REGS 06/31 1               | CUSIP: BN44R7II4<br>LEI: 213800AGL5LRVQNANS48 | Long             | DBT              | CORP              | SK        |    3600000 | PA      | $3591827.10   | 0.03%             | 2031-06-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $222179.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-303.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $48872827.03  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)                                       | DESARROLLADORA HOMEX SAB DE COMMON STOCK                   | CUSIP: B01RQ2907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     441790 | NS      | $24.65        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/34 5.15             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1402340.45   | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-HE2                                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 HE2 M1           | CUSIP: 46625SAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8826000 | PA      | $8557153.86   | 0.07%             | 2036-07-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $69002.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MERRILL LYNCH                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4357650 | PA      | $-4359344.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE PLC                                                       | AXIS SPECIALTY FINAN PLC COMPANY GUAR 12/27 4              | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   17000000 | PA      | $16890465.26  | 0.13%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL FINANCE PLC COMPANY GUAR 144A 04/29 4.05               | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4442512.55   | 0.03%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528      | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1200000 | PA      | $1205625.60   | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                        | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5       | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   32700000 | PA      | $32912550.00  | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-70870.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     517000 | PA      | $522898.02    | 0.00%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10360000 | PA      | $10359764.00  | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/30 VAR                   | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15100000 | PA      | $15570681.95  | 0.12%             | 2030-09-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 03/29 VAR                | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $18536435.21  | 0.14%             | 2029-03-05      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129       | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    1700000 | PA      | $1723429.52   | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS LLC                                                                 | SBL HOLDINGS INC SR UNSECURED 144A 10/34 7.2               | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1313194.07   | 0.01%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2005-FRE1                                            | MASTR ASSET BACKED SECURITIES MABS 2005 FRE1 M1            | CUSIP: 57643LMA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863534 | PA      | $859379.58    | 0.01%             | 2035-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $45.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $11802.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQI CORP 2006-CW2                                            | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF4          | CUSIP: 46629BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1172795 | PA      | $682624.86    | 0.01%             | 2036-08-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/51 3.65                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $14293573.22  | 0.11%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-28881.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                     | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7           | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21100000 | PA      | $20771074.42  | 0.16%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $9342975.42   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-FR2                                | SECURITIZED ASSET BACKED RECEI SABR 2006 FR2 A3            | CUSIP: 81376VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1092086 | PA      | $693423.25    | 0.01%             | 2036-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                        | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19000000 | PA      | $17981948.46  | 0.14%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMENT INC 2025 TERM LOAN B             | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    4189500 | PA      | $4196475.52   | 0.03%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3994519.49   | 0.03%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY PREFFERD STOCK                              | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     389400 | NS      | $9684378.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | GENERAL ELECTRIC COMPANY SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $20814.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/32 VAR                   | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7600000 | PA      | $6698090.06   | 0.05%             | 2032-02-11      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5                  | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    4032000 | PA      | $4090348.36   | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                                 | GOLDEN BEAR RE LTD UNSECURED 144A 03/32 VAR                | CUSIP: 38090EAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     600000 | PA      | $600000.00    | 0.00%             | 2032-03-08      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOFTBANK GROUP CORP SNR JP SP GST                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-4277.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TR 2014 PASS THRU CE 144A 08/36 4.163     | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     249223 | PA      | $233261.29    | 0.00%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3872.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 10/49 3.875                  | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4013773.56   | 0.03%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSECURED 09/28 4.25             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     190000 | PA      | $188837.51    | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45           | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9585404 | PA      | $9799181.08   | 0.07%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA4840 FN 12/52 FIXED 4.5                        | CUSIP: 31418ELW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9756899 | PA      | $9460282.56   | 0.07%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $36577.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    3623000 | PA      | $3509520.21   | 0.03%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FINANCING CORPORATION PTE LTD                                       | EQUINIX ASIA FIN CORP COMPANY GUAR 03/31 4.4               | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |    5000000 | PA      | $4896606.35   | 0.04%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-2192151.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | BANK OF AMERICA NA SUBORDINATED 10/36 6                    | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4855170.60   | 0.04%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR         | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     928350 | PA      | $23208.75     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                             | CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5           | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299163.83    | 0.00%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 08/51 2.75            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $2893538.59   | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 01/28 VAR                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1791300.08   | 0.01%             | 2028-01-20      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/31 VAR                      | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12288657.39  | 0.09%             | 2031-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-12                                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 12 1A1             | CUSIP: 126697AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1412714 | PA      | $1390505.45   | 0.01%             | 2047-08-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                                     | BAYOU RE LTD UNSECURED 144A 04/31 VAR                      | CUSIP: 07304LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1182830.00   | 0.01%             | 2031-04-30      | Floating      | 22.02%                | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329               | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $983470.51    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                               | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353        | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210880 | PA      | $228531.24    | 0.00%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| MML DORCHESTER SCSP                                                              | PROJECT DORCHESTER EUR TERM LOAN                           | CUSIP: BA000T4M1<br>LEI: 213800PP3CKB6OTAPQ90 | Long             | LON              | CORP              | US        |    5300000 | PA      | $6126006.17   | 0.05%             | 2027-01-04      | Floating      | 4.61%                 | Yes           |                  3 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 06/28 1.9                        | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5597888.67   | 0.04%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 07/27 4.2              | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1237557.52   | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/32 VAR              | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10500000 | PA      | $10351532.52  | 0.08%             | 2032-01-14      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                              | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A          | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2083097 | PA      | $1753034.33   | 0.01%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2112260.28   | 0.02%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                 | PRINCIPAL LFE GLB FND II SR SECURED 144A 04/26 3           | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1798770.37   | 0.01%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC SR UNSECURED 03/31 4.95                        | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6294926.33   | 0.05%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-155185.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1991590.64   | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                             | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 06/29 3.6       | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1020000 | PA      | $990860.20    | 0.01%             | 2029-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                  | LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR                | CUSIP: ACI14DZD4<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |    6200000 | PA      | $4657889.50   | 0.04%             | 2032-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 04/30 4.375            | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1850585.16   | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                        | BAPTIST HEALTHCARE UNSECURED 08/50 3.54                    | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2299980.42   | 0.02%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17786992.73  | 0.14%             | 2029-10-24      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AUTOZONE INC SR UNSECURED 07/29 5.1                        | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1042590.77   | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR               | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   38906000 | PA      | $38545303.64  | 0.29%             | 2028-05-22      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $65572.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   46600000 | PA      | $47567893.65  | 0.36%             | 2034-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7865000 | PA      | $6520076.66   | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                    | FLEX LTD SR UNSECURED 01/32 5.25                           | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    3400000 | PA      | $3414829.41   | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  DEC26 XCME 20270316                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       2619 | NC      | $-3585018.15  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $44824.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815          | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1947000 | PA      | $1908674.71   | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR        | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    3725000 | PA      | $3642358.71   | 0.03%             | 2030-07-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1    | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    6000000 | PA      | $1870743.41   | 0.01%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-3                                                 | NOVASTAR HOME EQUITY LOAN NHEL 2006 3 A2D                  | CUSIP: 66988WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010724 | PA      | $463209.75    | 0.00%             | 2036-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 10/26 0.00000                 | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   28400000 | PA      | $5136439.78   | 0.04%             | 2026-10-01      | None          | 0.00%                 | 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        |     869199 | PA      | $842414.05    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 06/55 5.25                   | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $18248375.94  | 0.14%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 07/45 4.45      | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1077209.15   | 0.01%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 04/35 VAR              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2035527.70   | 0.02%             | 2035-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 08/31 2.625                      | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   16653000 | PA      | $13933694.99  | 0.11%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TRYSAIL CLO 2022-1A LTD                                                          | TRYSAIL CLO LTD TRYSL 2022 1A A 144A                       | CUSIP: 89856JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1001367.80   | 0.01%             | 2033-10-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/34 VAR                      | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $14007579.05  | 0.11%             | 2034-07-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12         | CUSIP: 02150GAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619638 | PA      | $191196.53    | 0.00%             | 2037-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-171.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $244.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TREMONT RE LTD                                                                   | TREMONT RE LTD UNSECURED 144A 03/33 VAR                    | CUSIP: 89479VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2033-03-22      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-10275.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4254821.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 07/26 5.25             | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001998.51   | 0.01%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1026913.29   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-111928.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/28 3.7           | CUSIP: 980236AP8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    6100000 | PA      | $6011917.59   | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA INC SR SECURED 05/28 5.7                             | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $2027610.90   | 0.02%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXV 2021-35A                                                         | APIDOS CLO APID 2021 35A A 144A                            | CUSIP: 03768UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3003402.45   | 0.02%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARMOR RE II LTD                                                                  | ARMOR RE II LTD SR UNSECURED 144A 05/31 VAR                | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    2100000 | PA      | $2210880.00   | 0.02%             | 2031-05-07      | Floating      | 13.74%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55100 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $215751.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260630                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-692.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C D 144A           | CUSIP: 83208DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4700000 | PA      | $4546394.60   | 0.03%             | 2055-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-297537.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 09/32 1.85           | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $10798617.60  | 0.08%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/30 2.55              | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2061054.12   | 0.02%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS 2003-A4                                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2003 A4 3A             | CUSIP: 589929W87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1855 | PA      | $1832.76      | 0.00%             | 2033-05-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A2           | CUSIP: 93364FAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     233190 | PA      | $214777.26    | 0.00%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5             | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   28970982 | PA      | $3481608.34   | 0.03%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260518                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2001.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                      | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $17647592.60  | 0.13%             | 2030-01-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.657 03/13/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-5856.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED REGS 03/28 2.75        | CUSIP: ACI11PCM5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   16400000 | PA      | $18590022.05  | 0.14%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $8399031.33   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/32 VAR                      | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17516500.80  | 0.13%             | 2032-07-21      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                         | ARES CAPITAL CORP SR UNSECURED 06/27 2.875                 | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    8420000 | PA      | $8199789.30   | 0.06%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 08/28 4.3              | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     300000 | PA      | $298673.01    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                        | MISSISSIPPI POWER CO SR UNSECURED 03/28 3.95               | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   14645000 | PA      | $14572178.91  | 0.11%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 3 LLC/ABILENE DC 4 LLC                                                | PROJECT FLASH DELAYED DRAW TERM LOAN 2                     | CUSIP: BA000KJT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8264738 | PA      | $8264759.26   | 0.06%             | 2030-04-30      | Floating      | 5.05%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-3                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 SA 144A         | CUSIP: 36276CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12000 | PA      | $11475.91     | 0.00%             | 2055-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                                  | POLESTAR RE LTD UNSECURED 144A 01/29 VAR                   | CUSIP: 73110JAE2<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $249975.00    | 0.00%             | 2029-01-08      | Floating      | 12.66%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-505.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A          | CUSIP: 41161PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1522860 | PA      | $973940.44    | 0.01%             | 2036-01-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $67763.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10451961 | PA      | $10633538.36  | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 11/28 6                    | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    3696000 | PA      | $3823437.34   | 0.03%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 11/45 5.5                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     720000 | PA      | $681808.69    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                       | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48144 | NS      | $204611.41    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   25900000 | PA      | $25982128.90  | 0.20%             | 2034-09-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    8284000 | PA      | $8005913.16   | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD IDR BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $362.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 50B LTD                                               | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2020 50A A1R2 144A    | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3600000 | PA      | $3601123.02   | 0.03%             | 2035-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     908590 | PA      | $487004.24    | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 07/51 3.5                             | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $2980981.76   | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                 | OCCIDENTAL PETROLEUM COR SR UNSECURED 03/40 6.2            | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3536324.14   | 0.03%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8629.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALFA BANK AO VIA ALFA BOND ISSUANCE PLC                                          | ALFA BANK (ALFA BOND) SUBORDINATED REGS 04/30 VAR          | CUSIP: ACI1G2134<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |    3100000 | PA      | $186000.00    | 0.00%             | 2030-04-15      | Floating      | 5.95%                 | No            |                  3 | On Loan: No      |
| BCAP LLC TRUST 2009-RR14                                                         | BCAP LLC TRUST BCAP 2009 RR14 2A2 144A                     | CUSIP: 05532LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      92070 | PA      | $83074.87     | 0.00%             | 2036-07-26      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR              | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $304050.00    | 0.00%             | 2031-05-13      | Floating      | 14.03%                | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                                     | L3HARRIS TECH INC L3HARRIS TECH INC                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305299.64    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/36 3.187                 | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24922000 | PA      | $20838601.33  | 0.16%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7874.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC COMPANY GUAR 144A 06/29 3.625                  | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3481918.78   | 0.03%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR INC SR UNSECURED 05/30 3                               | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   35314000 | PA      | $33262494.62  | 0.25%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA12                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA12 A2          | CUSIP: 23243AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1085735 | PA      | $1052683.39   | 0.01%             | 2046-09-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL RJ0136 FR 12/53 FIXED 4.5                | CUSIP: 3142GQEJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3142491 | PA      | $3035933.27   | 0.02%             | 2053-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP MYI                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5626.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99264.33     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                   | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8601431.00   | 0.07%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 09/26 4.45                 | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4100549.07   | 0.03%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                 | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 02/31 4.75        | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4520121.47   | 0.03%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-2                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 2 23A1                 | CUSIP: 07386HF71<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     113487 | PA      | $93930.90     | 0.00%             | 2036-03-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/30 5.25                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2986967.12   | 0.02%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/47 2.75                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115600000 | PA      | $81836672.16  | 0.63%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/60 5.93                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24017844.00  | 0.18%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 05/34 5.7                       | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1029779.74   | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                 | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   12400000 | PA      | $11218084.70  | 0.09%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES SR UNSECURED 11/30 4.75                     | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1464702.50   | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/30 5.15                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8136796.64   | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-21662.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000     | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1613988 | PA      | $2420.98      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC ENBRIDGE INC                                  | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4666000 | PA      | $4814630.81   | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D9F6 SMB 2026 B B 144A                                | CUSIP: 990ACZVC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2959000 | PA      | $2935916.81   | 0.02%             | 2054-03-11      | Fixed         | 5.53%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $11617.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/31 VAR                      | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3453060.64   | 0.03%             | 2031-04-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                             | INTEGRITY RE III UNSECURED 144A 06/29 VAR                  | CUSIP: 45870GAH9<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2029-06-07      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1547.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                | MICROCHIP TECHNOLOGY INC COMPANY GUAR 02/30 5.05           | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3228566.94   | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 03/30 5.1                 | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5992674.84   | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1NVLN6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6966968.11   | 0.05%             | 2027-06-29      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BANK OF AMERICA CORPORATION SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $127884.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | PACIFIC LIFE GF II SECURED 144A 02/30 4.85                 | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1110312.75   | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                        | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11372807.47  | 0.09%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA 12/99 VAR                        | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $6002177.50   | 0.05%             | 2029-12-15      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260520                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $116256.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 12/35 5.85             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7381010.85   | 0.06%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD 2016-1A                                            | LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A        | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3262195 | PA      | $3347187.06   | 0.03%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                                  | OI S.A. SR SECURED 144A 06/27 10                           | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    2416397 | PA      | $1171952.55   | 0.01%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC COLLATERAL T 06/31 3.05              | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3729127.08   | 0.03%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $3835.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-528397.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 11/32 2.5                    | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $6355132.60   | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2005-HE3                       | ACE SECURITIES CORP. ACE 2005 HE3 M4                       | CUSIP: 004421NF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5158469.25   | 0.04%             | 2035-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE TRUST SERIES 2007-S4                                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S4 A1            | CUSIP: 161629AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2826077 | PA      | $1038568.36   | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BIOGROUP (CAB SELAS)                                                             | CAB SR SECURED REGS 02/28 3.375                            | CUSIP: ACI1VH241<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |    1102000 | PA      | $1238461.90   | 0.01%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2854.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/28 VAR        | CUSIP: 44891ADN4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994631.01    | 0.01%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125          | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10113878.20  | 0.08%             | 2099-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-39422.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $11670992.29  | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT JUN26 XMOD 20260619                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       -109 | NC      | $173084.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 06/29 VAR                  | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10522923.46  | 0.08%             | 2029-06-13      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB5401 FN 12/52 FIXED 4.5                        | CUSIP: 3140QRAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     875892 | PA      | $849445.52    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                                         | UBS AG STAMFORD CT SR UNSECURED 08/26 1.25                 | CUSIP: 22550L2G5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    2700000 | PA      | $2672445.85   | 0.02%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4040330.62   | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELSH WATER (DWR CYMRU FINANCING UK PLC)                                         | DWR CYMRU FINANCING UK SR SECURED REGS 03/36 2.5           | CUSIP: BDRJH4II6<br>LEI: 213800GDOFO2ED5PNC85 | Long             | DBT              | CORP              | GB        |    7930000 | PA      | $7634890.94   | 0.06%             | 2036-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2             | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2941015.29   | 0.02%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | STORE CAPITAL LLC SR UNSECURED 11/30 2.75                  | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2882572.10   | 0.02%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/31 4.9             | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11852183.65  | 0.09%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3              | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $2203027.94   | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-129393.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                                 | EVERGY METRO 1ST MORTGAGE 06/30 2.25                       | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     280000 | PA      | $256110.43    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                  | BACARDI LTD COMPANY GUAR 144A 05/38 5.15                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   10500000 | PA      | $9736615.67   | 0.07%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY REREMIC TRUST 2010-R7                                             | MORGAN STANLEY REREMIC TRUST MSRR 2010 R7 2C 144A          | CUSIP: 61759QAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1674 | PA      | $1703.04      | 0.00%             | 2037-01-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000     | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2017486 | PA      | $2622.73      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6591.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4             | CUSIP: 12667LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1853148 | PA      | $1740525.12   | 0.01%             | 2037-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/NEW YORK BRANCH                                          | STANDARD CHARTERED BK/NY SR UNSECURED 12/27 4.853          | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5055903.70   | 0.04%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DIGITAL STOUT HOLDING LLC                                                        | DIGITAL STOUT HOLDING LL COMPANY GUAR REGS 10/30 3.75      | CUSIP: BGHHDRII7<br>LEI: 549300N335X1857YDM81 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1353960.81   | 0.01%             | 2030-10-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/48 5.75             | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15890000 | PA      | $13262412.12  | 0.10%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/30 2.95                          | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     375000 | PA      | $353024.97    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2005-15                                                   | GSAA HOME EQUITY TRUST GSAA 2005 15 1A1                    | CUSIP: 362341D48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5785397 | PA      | $5153004.34   | 0.04%             | 2036-01-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)                      | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7              | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   15933000 | PA      | $15982343.86  | 0.12%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8        | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6371282 | PA      | $6376602.03   | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $752848.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 12/27 3.875            | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $3951177.20   | 0.03%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC COMPANY GUAR 144A 02/31 3.875                     | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1418805.03   | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/44 5.35                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9752433.40   | 0.07%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS BANK REPO REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | ZA        |  592684308 | PA      | $35026035.78  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/27 4.125                           | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997712.47    | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CANARY WHARF GROUP INVESTMENT HOLDINGS PLC                                       | CANARY WHARF GROUP SR SECURED REGS 04/26 1.75              | CUSIP: ACI1WVCW6<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    3800000 | PA      | $4395921.28   | 0.03%             | 2026-04-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                                   | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                    | CUSIP: 36779CAU0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 07/35 VAR                 | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6819000 | PA      | $6884903.11   | 0.05%             | 2035-07-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTOR 2006-RM1                                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 RM1 A2B           | CUSIP: 59020U5D3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10175730 | PA      | $1041112.52   | 0.01%             | 2037-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/45 4.875                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18023000 | PA      | $17968086.08  | 0.14%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                             | DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1224208.56   | 0.01%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC              | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10093000 | PA      | $10208551.63  | 0.08%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6202.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1280032 | PA      | $1264548.38   | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4               | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3130611.99   | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875               | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2205837.48   | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                                                           | LOGICOR FINANCING SARL COMPANY GUAR REGS 07/27 1.625       | CUSIP: ACI1D58V1<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    4000000 | PA      | $4534012.65   | 0.03%             | 2027-07-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 02/29 VAR                 | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   28900000 | PA      | $28721869.94  | 0.22%             | 2029-02-09      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | HALEON US CAPITAL LLC COMPANY GUAR 03/29 3.375             | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1654534.25   | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $23323.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12422711.45  | 0.10%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90000 | PA      | $84751.89     | 0.00%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC                    | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1410530.76   | 0.01%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RENEW TREASURY IFSC PRIVATE LIMITED                                              | RENEW TREAS IFSC PVT LTD SR SECURED 144A 02/31 6.5         | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |    6900000 | PA      | $6706679.66   | 0.05%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-23512.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A2 144A                             | CUSIP: 990ABJRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    6200000 | PA      | $4277691.15   | 0.03%             | 2057-12-30      | Floating      | 5.71%                 | No            |                  3 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12100000 | PA      | $14673664.65  | 0.11%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                           | COLUMBIA PIPELINE HOLDCO SR UNSECURED 144A 08/28 6.042     | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4130646.40   | 0.03%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322             | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2374194.12   | 0.02%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 02/31 2.45                       | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21400000 | PA      | $19440118.66  | 0.15%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $64876.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125         | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   12600000 | PA      | $11995370.48  | 0.09%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   58483000 | NS      | $58655524.85  | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1331.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/63 5.75                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20100000 | PA      | $19348687.13  | 0.15%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2005-AC9                              | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AC9 A3           | CUSIP: 0738794G0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208865 | PA      | $96983.59     | 0.00%             | 2035-12-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $1402787.09   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-19723.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-1                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 SA 144A         | CUSIP: 36274KDF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1500 | PA      | $1502.46      | 0.00%             | 2055-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA JR SUBORDINA 10/54 VAR                              | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1112470.70   | 0.01%             | 2054-10-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HESS CORPORATION SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $16508.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-20CB                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 20CB 1A2         | CUSIP: 12667GPU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     721624 | PA      | $564211.70    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | 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        |    1750000 | PA      | $1556614.13   | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125         | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $7784260.33   | 0.06%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $23585.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 07/34 5.15             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14830903.50  | 0.11%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDEN BEAR RE LTD SERIES 2026-1                                                 | GOLDEN BEAR RE LTD UNSECURED 144A 01/29 VAR                | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1200000 | PA      | $1221780.00   | 0.01%             | 2029-01-08      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                    | NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR          | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3065814.12   | 0.02%             | 2053-09-13      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25            | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     115000 | PA      | $73614.19     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/40 5.705                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16085000 | PA      | $16117837.85  | 0.12%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-74901.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5501536.85   | 0.04%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 08/26 3                       | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     375000 | PA      | $372794.88    | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 09/30 2.7                          | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1367757.84   | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $10427.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 01/31 4.4            | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5035613.47   | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869               | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     643000 | PA      | $617297.17    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                     | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875     | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |   11700000 | PA      | $12212058.81  | 0.09%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/41 1.75                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76400000 | PA      | $51102945.41  | 0.39%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                            | TD SYNNEX CORP SR UNSECURED 08/31 2.65                     | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7734368.21   | 0.06%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 01/34 5.35              | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2156720.64   | 0.02%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                                   | URSA RE II LTD UNSECURED 144A 06/28 VAR                    | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $252412.50    | 0.00%             | 2028-06-07      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $153039.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $15864521.40  | 0.12%             | 2032-04-22      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR         | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2738434 | PA      | $54768.68     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2894250 | PA      | $2817823.86   | 0.02%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 02/35 4.78             | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2812000 | PA      | $2722694.79   | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 06/54 VAR                         | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    6300000 | PA      | $7189820.95   | 0.05%             | 2054-06-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 07/28 VAR                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2177064.41   | 0.02%             | 2028-07-24      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/34 4.5              | CUSIP: 571903AX1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6099000 | PA      | $5744903.16   | 0.04%             | 2034-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIPS 05/42 0.00000                                       | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19400000 | PA      | $8695944.08   | 0.07%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                                  | MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR         | CUSIP: B1FL5TII8<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |     308010 | PA      | $398559.17    | 0.00%             | 2030-12-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC JR SUBORDINA 12/99 VAR                 | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    7800000 | PA      | $7859069.40   | 0.06%             | 2030-07-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 02/29 5.875                           | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1543972.74   | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                    | SUN COMMUNITIES OPER LP COMPANY GUAR 07/31 2.7             | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5190479.80   | 0.04%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1510969.44   | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $104.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |    9000000 | NS      | $8921700.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/32 3.625                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2509935.71   | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125               | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7810681.71   | 0.06%             | 2030-01-15      | Fixed         | 6.12%                 | 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        |    7100000 | PA      | $8033218.94   | 0.06%             | 2034-05-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.12 SP SAL                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $21405.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CAD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $635182.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 08/29 3.375            | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5912977.23   | 0.05%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5                | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15190174 | PA      | $15275029.26  | 0.12%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5112.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-776371.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-38138.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-OA1                                                 | GSR MORTGAGE LOAN TRUST GSR 2006 OA1 1A1                   | CUSIP: 362631AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19296007 | PA      | $3815148.65   | 0.03%             | 2046-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 05/50 3.35             | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2493648.75   | 0.02%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1329358.10   | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 12.03 07/01/24-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-4507256.67  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 09/50 2.65             | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $5282473.60   | 0.04%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3              | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2564919 | PA      | $2487994.62   | 0.02%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-38841.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SC03 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |  -27565500 | NC      | $-22603.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 03/32 5.8                        | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7747018.66   | 0.06%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI2JNG78<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    5800000 | PA      | $7245416.19   | 0.06%             | 2028-10-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                               | AMEREN CORP AMEREN CORP                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     600000 | PA      | $604420.70    | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | 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        |   38978000 | PA      | $42959042.56  | 0.33%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                 | ASSURED GUARANTY US HLDG COMPANY GUAR 09/28 6.125          | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8285226.40   | 0.06%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    2000000 | NS      | $2081980.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.8994 03/20/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $17539.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000     | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    2017486 | PA      | $2219.23      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                  | FOX CORP SR UNSECURED 10/33 6.5                            | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2302724.04   | 0.02%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5212.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $27748.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-6928.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE DEPOSITORY TRUST COMPANY                                                     | DEPOSITORY TRUST COMPANY SR UNSECURED 144A 03/31 4.55      | CUSIP: 249672AA4<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4009924.48   | 0.03%             | 2031-03-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $31381.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/26 3                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21809000 | PA      | $21780030.01  | 0.17%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | BANK OF MONTREAL COVERED 144A 06/28 4.689                  | CUSIP: 06368D8Z0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5071047.80   | 0.04%             | 2028-06-28      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $15174.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/54 VAR              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8286112.00   | 0.06%             | 2054-06-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1AA                                      | SPIRIT AIR 2017 1 PTT AA PASS THRU CE 08/31 3.375          | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     230456 | PA      | $215734.04    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $131808.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-811331.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3017.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.64000 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1885239.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $20170.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                | PIONEER NATURAL RESOURCE COMPANY GUAR 01/28 7.2            | CUSIP: 723787AB3<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    4497000 | PA      | $4704844.68   | 0.04%             | 2028-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.55                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   16800000 | PA      | $15270831.58  | 0.12%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18650000 | PA      | $18129997.16  | 0.14%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 7.35           | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13513000 | PA      | $13950889.31  | 0.11%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR                 | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   12500000 | PA      | $12578357.75  | 0.10%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 144A 08/28 4.4                                 | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4800000 | PA      | $4780919.57   | 0.04%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP COMPANY GUAR 144A 03/30 5.75                 | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    9350000 | PA      | $9429259.95   | 0.07%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5           | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     326936 | PA      | $28116.50     | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                                  | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A             | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5411473 | PA      | $5417042.13   | 0.04%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55500 08/28/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $298357.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25           | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8093282.00   | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2825.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (20 YEAR ISSUE) BONDS 12/44 2                        | CUSIP: ACI2T82B6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 5480000000 | PA      | $28687431.40  | 0.22%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 03/31 2.5                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13801000 | PA      | $11589296.18  | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP                                 | WYNN LAS VEGAS LLC/CORP COMPANY GUAR 144A 05/27 5.25       | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7277680.25   | 0.06%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    5000000 | NS      | $5153300.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 04/35 5.25                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4243208.68   | 0.03%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $970.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $126230.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                                                                | BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR                 | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $251525.00    | 0.00%             | 2029-01-08      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| QUERCUS RE DESIGNATED ACTIVITY COMPANY                                           | QUERCUS RE DAC BONDS 144A 01/31 VAR                        | CUSIP: ACI2Q34M4<br>LEI: 635400YNKWICCYBDBC76 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $358475.39    | 0.00%             | 2031-01-06      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-16995.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-955687.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC SR UNSECURED 10/29 3.75                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2407547.08   | 0.02%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                              | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      11280 | NS      | $5329800.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR           | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $304650.00    | 0.00%             | 2031-05-13      | Floating      | 15.03%                | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/60 3.85                           | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20750000 | PA      | $13975108.82  | 0.11%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/28 5.15                          | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5583036.25   | 0.04%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9             | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2320634.65   | 0.02%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/52 4.95                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3406838.09   | 0.03%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB9966 FN 02/55 FIXED 5                          | CUSIP: 3140QWCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     807346 | PA      | $804690.74    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 05/29 5                       | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4519000 | PA      | $4622757.69   | 0.04%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $366196.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIII 2019-2A                                                    | SOUND POINT CLO LTD SNDPT 2019 2A AR 144A                  | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4005358.16   | 0.03%             | 2034-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                          | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 02/29 7.25       | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     800000 | PA      | $829288.00    | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/34 4.75                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2077885.17   | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                          | CENTERPOINT ENER HOUSTON GENL REF MOR 03/35 5.05           | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2591660.68   | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/33 5.5                 | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8764886.20   | 0.07%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125          | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4372000 | PA      | $4316705.87   | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 1.5        | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11431181.70  | 0.09%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1476448.34   | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                | SCHLUMBERGER HLDGS CORP COMPANY GUAR 144A 06/34 5          | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6903300.06   | 0.05%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/31 4.75              | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10700000 | PA      | $10469950.00  | 0.08%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 04/37 5.75                         | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8278000 | PA      | $8201014.52   | 0.06%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSECURED 06/30 3.4                     | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     240000 | PA      | $229439.14    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 2023 SECURITIZATION FUNDING LLC                                        | CONSUMERS 23 SECURE FUND SR SECURED 09/31 5.21             | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $203681.28    | 0.00%             | 2031-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2007-1                                                 | NOVASTAR HOME EQUITY LOAN NHEL 2007 1 A2B                  | CUSIP: 669971AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     979317 | PA      | $305438.54    | 0.00%             | 2037-03-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875               | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8468000 | PA      | $7085511.61   | 0.05%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 02/30 VAR                       | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5687079.22   | 0.04%             | 2030-02-13      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/27 VAR                     | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3400000 | PA      | $3507440.00   | 0.03%             | 2027-06-07      | Floating      | 12.68%                | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 03/48 5.05                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18900000 | PA      | $16226921.78  | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV SR UNSECURED 03/29 4.55            | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13439729.12  | 0.10%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1969320.91   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRT& RES FIN 2006-BC3                                             | SPECIALTY UNDERWRITING + RESID SURF 2006 BC3 A2C           | CUSIP: 84751WAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     462467 | PA      | $282658.38    | 0.00%             | 2037-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $67926.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 12/29 4.016            | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197305.94    | 0.00%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2025-C                                          | SMB PRIVATE EDUCATION LOAN TRU SMB 2025 C B 144A           | CUSIP: 83208DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2417902.80   | 0.02%             | 2055-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 01/28 3.9            | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $9725837.23   | 0.07%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.56436 06/30/26-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $45368.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 11/33 2.65                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $1967093.43   | 0.02%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC COMPANY GUAR 12/26 3.7            | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1008000 | PA      | $1003841.34   | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025-HMST                             | BANC OF AMERICA MERRILL LYNCH BAMLL 2025 HMST A 144A       | CUSIP: 05555XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28244908 | PA      | $27567439.06  | 0.21%             | 2050-04-25      | Variable      | 3.11%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $86540.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 06/29 4.35           | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3295279.35   | 0.03%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $65678.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 10/51 4.125              | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $3910220.46   | 0.03%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2246.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/28 VAR                      | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1870456.52   | 0.01%             | 2028-01-21      | Floating      | 2.48%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 10/30 3                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13019000 | PA      | $11417002.94  | 0.09%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 05/30 4.6                     | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1080072.92   | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $3636.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV JR SUBORDINA 12/99 VAR                        | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2900000 | PA      | $2521942.37   | 0.02%             | 2031-05-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                  | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1    | CUSIP: ACI1VHWN6<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |   21000000 | PA      | $11575949.72  | 0.09%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD MXN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $19014.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/29 4.625       | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2360249.45   | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $64839.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | ILLUMINA INC SR UNSECURED 09/26 4.65                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1300310.82   | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/27 3.25      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   10000000 | PA      | $9889994.40   | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $21754.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC COMPANY GUAR 05/29 4.25                     | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5542000 | PA      | $5531353.32   | 0.04%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14486.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MGM RESORTS INTERNATIONAL SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1497448.36   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 07/38 7.5                  | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4302000 | PA      | $4946313.21   | 0.04%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC GROUP INC SR UNSECURED 04/30 6.15                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8751666.42   | 0.07%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                      | LOCKHEED MARTIN CORP SR UNSECURED 06/62 4.3                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $7333807.62   | 0.06%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-85296.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $223.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC SR UNSECURED 11/35 5.6                         | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7593705.84   | 0.06%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/30 6                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2164334.30   | 0.02%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP JR SUBORDINA 12/99 VAR                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |    5045000 | NS      | $5021288.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-14964.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-320911.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $52048.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $148.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 2A3         | CUSIP: 02146XAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350192 | PA      | $141069.44    | 0.00%             | 2036-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $83672.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/32 VAR                | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26300000 | PA      | $23224877.50  | 0.18%             | 2032-07-21      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95               | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2514479.64   | 0.02%             | 2052-04-15      | Fixed         | 4.95%                 | 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        |    1212752 | PA      | $1174442.15   | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $59802.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 09/54 6.05                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   19625000 | PA      | $18703019.27  | 0.14%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                                       | ENCINA PRIVATE CREDIT PFD PFD0 PFD0ENCN8                   | CUSIP: 934KZP905<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       3793 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/36 4.125                                | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23360000 | PA      | $22996824.88  | 0.18%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                         | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000     | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1008609 | PA      | $2017.22      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                               | ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A        | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2265380 | PA      | $2188215.78   | 0.02%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA4574 FN 08/49 FIXED 4                          | CUSIP: 3140QCCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166897 | PA      | $159668.82    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-6                                                 | NOVASTAR HOME EQUITY LOAN NHEL 2006 6 A2D                  | CUSIP: 66988RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3985787 | PA      | $1308701.66   | 0.01%             | 2037-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO ENTERPRISES INC SR SECURED 04/34 5.75               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5675985.84   | 0.04%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                                   | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                    | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3300000 | PA      | $3302804.64   | 0.03%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 07/30 2.15                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3596283.52   | 0.03%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-52059.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $30177.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                               | HP ENTERPRISE CO SR UNSECURED 03/28 4.5                    | CUSIP: 42824CCC1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7352525.17   | 0.06%             | 2028-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICG US CLO LTD 2015-2RA                                                          | ICG US CLO LTD ICG 2015 2RA A1R 144A                       | CUSIP: 44933WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     489615 | PA      | $489991.32    | 0.00%             | 2033-01-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                                           | APIDOS CLO APID 2012 11A AR4 144A                          | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3400000 | PA      | $3404432.10   | 0.03%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $87200.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE7                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE7 A2C               | CUSIP: 61756YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1877944.32   | 0.01%             | 2037-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)                     | STONEPEAK NILE PARENT SR SECURED 144A 03/32 7.25           | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104300.20    | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                            | STARBUCKS CORP SR UNSECURED 05/28 4.5                      | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2350161.11   | 0.02%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7077000 | PA      | $6697524.47   | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 03/35 5.2                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4342501.54   | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U95CA7 PIMCO SWAPTION 2.5 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  499300000 | NC      | $24216.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/35 5.7              | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1856000 | PA      | $1882183.67   | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                | GOLDMAN SACHS PRIVATE CR SR UNSECURED 144A 02/28 5.05      | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13300338.51  | 0.10%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -1131383 | PA      | $-1499460.33  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/30 4.85                       | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1410668.03   | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | EMERA US FINANCE LP COMPANY GUAR 06/46 4.75                | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5203244.40   | 0.04%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                                | RELX CAPITAL INC COMPANY GUAR 05/30 3                      | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2826277.08   | 0.02%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT                                                                   | REPUBLIC OF INDONESIA SR UNSECURED 03/34 4.1               | CUSIP: ACI38QXJ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5900000 | PA      | $6574832.05   | 0.05%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                             | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR              | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $305250.00    | 0.00%             | 2031-05-13      | Floating      | 16.28%                | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                  | PARK AVENUE TRUST PRKAV 2017 245P A 144A                   | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3622000 | PA      | $3564051.62   | 0.03%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 02/33 5.375            | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6169786.62   | 0.05%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR                | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $600586.10    | 0.00%             | 2027-07-23      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | QUANTA SERVICES INC SR UNSECURED 01/32 2.35                | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5228658.54   | 0.04%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CSFB MORTGAGE SECURITIES CORP 2005 8                                             | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 8 1A1             | CUSIP: 225458W87<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4690603 | PA      | $3590231.25   | 0.03%             | 2035-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -9880000 | PA      | $-9987170.56  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.65471 04/07/25-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $347876.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBW MTGE BACKED PASS THRU CERT 2006-6                                            | TBW MORTGAGE BACKED PASS THROU TBW 2006 6 A6B              | CUSIP: 87222PAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6514068 | PA      | $1148140.99   | 0.01%             | 2037-01-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-60739.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                          | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                  | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |   12300000 | PA      | $14119287.21  | 0.11%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                         | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375              | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $413947.26    | 0.00%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1156.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-4                                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 4 6A              | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     767448 | PA      | $423062.39    | 0.00%             | 2036-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    6000000 | PA      | $6123290.70   | 0.05%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 05/37 4.926                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   37864000 | PA      | $36750100.19  | 0.28%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 06/30 6                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5646000 | PA      | $5809975.71   | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5         | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   13700000 | PA      | $11609763.46  | 0.09%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $111.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-15054.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-19819.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/51 1.875                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204438000 | PA      | $112369027.78 | 0.86%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/35 5.6              | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   19624000 | PA      | $20061656.61  | 0.15%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4038220.56   | 0.03%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                                       | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                      | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1103000000 | PA      | $5392645.22   | 0.04%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-HE8                                                             | GSAMP TRUST GSAMP 2006 HE8 A2C                             | CUSIP: 3622M8AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3158046 | PA      | $3120855.56   | 0.02%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 03/18/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-250162.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    6000000 | PA      | $5846225.64   | 0.04%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                             | EAST LANE RE VII LTD SR UNSECURED 144A 03/32 VAR           | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     500000 | PA      | $500850.00    | 0.00%             | 2032-03-31      | Floating      | 12.10%                | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 09/29 2.625                   | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4124714.81   | 0.03%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2X73N6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $7854410.57   | 0.06%             | 2031-09-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/27 3.65           | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $6145370.81   | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1146540 | PA      | $-1147360.41  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   54800000 | PA      | $54260073.68  | 0.41%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $126409.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED REGS 01/30 4.25        | CUSIP: ACI1FYG47<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    5800000 | PA      | $6803247.04   | 0.05%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260819                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-384007.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 07/35 VAR              | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2051752.74   | 0.02%             | 2035-07-10      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $12051372.17  | 0.09%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875            | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    6700000 | PA      | $6691520.21   | 0.05%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9603.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15             | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   18800000 | PA      | $19157392.32  | 0.15%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 09/53 6.625                         | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1452386.96   | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                           | SOUTHERN POWER CO SR UNSECURED 07/43 5.25                  | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $939104.43    | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $18704.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $70233.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/35 5.2                          | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4757000 | PA      | $4843213.20   | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MORGAN STANLEY SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $64702.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2463.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | MAREX GROUP PLC SR UNSECURED 05/28 5.829                   | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    2900000 | PA      | $2931896.00   | 0.02%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-81546.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $23375.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPM CHASE REVERSE REPO EUR ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -1204424 | PA      | $-1392468.98  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS PLC SNR SE ICE                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $65120.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-5911.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC COMPANY                                                   | ATLANTIC CITY ELECTRIC 1ST MORTGAGE 10/28 4                | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4570968.89   | 0.03%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/28 2.05                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10075388.82  | 0.08%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842               | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15331324.20  | 0.12%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                    | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3        | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3326400 | PA      | $3186163.26   | 0.02%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $750450.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4399694.99   | 0.03%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2005-NC1                                               | MASTR ASSET BACKED SECURITIES MABS 2005 NC1 M1             | CUSIP: 57643LGF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5982242 | PA      | $5666919.43   | 0.04%             | 2034-12-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-11498.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 4.85       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4014654.56   | 0.03%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95                | CUSIP: P9406GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     320000 | PA      | $315200.00    | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 11/33 7.2                         | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3469000 | PA      | $3889480.16   | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                       | GRIFOLS SA SR SECURED REGS 05/30 7.5                       | CUSIP: ACI2NXCB6<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    8000000 | PA      | $9590133.48   | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | NATIONAL RURAL UTILITIES COOP SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $15512.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENNSYLVANIA-AMERICAN WATER COMPANY                                              | PENN AMER WATER CO GENL REF MOR 144A 09/26 7.8             | CUSIP: 708653AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $608066.89    | 0.00%             | 2026-09-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                          | BAT CAPITAL CORP COMPANY GUAR 08/35 5.625                  | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1440357.03   | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR               | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12709639.81  | 0.10%             | 2026-06-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                      | LOCKHEED MARTIN CORP SR UNSECURED 08/34 4.8                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4516000 | PA      | $4513832.05   | 0.03%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-6                                                     | LEHMAN MORTGAGE TRUST LMT 2007 6 1A11                      | CUSIP: 52521NAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10389 | PA      | $9203.20      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                        | BANCO BILBAO VIZCAYA ARG JR SUBORDINA REGS VAR             | CUSIP: ACI2PFDD8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3629937.79   | 0.03%             | 2030-12-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I LP                        | PHILLIPS EDISON GROCERY COMPANY GUAR 07/34 5.75            | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2877847.48   | 0.02%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-38586.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/45 4.35                           | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     300000 | PA      | $242580.03    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/30 2.75           | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4700000 | PA      | $4388770.56   | 0.03%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6399842.40   | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 12/26 4.25                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3300000 | PA      | $3299167.44   | 0.03%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-FM2                                                     | ACE SECURITIES CORP. ACE 2006 FM2 A2C                      | CUSIP: 00442CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1491662 | PA      | $338309.15    | 0.00%             | 2036-08-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5400000 | PA      | $3995230.50   | 0.03%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $147124.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.99400 07/02/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-664128.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BD SR UNSECURED 07/31 6.7            | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9515273.80   | 0.07%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3213953.46   | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-33716.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 11/45 VAR                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17691157.26  | 0.14%             | 2045-11-29      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 03/27 4.103          | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    4800000 | PA      | $4781029.39   | 0.04%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-301012.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $98901.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4798.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8            | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7844874.96   | 0.06%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                    | LIVE NATION ENTERTAINMEN SR SECURED 144A 01/28 3.75        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   15841000 | PA      | $15461725.27  | 0.12%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MTGE ASSETS 2006-3                                                 | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 3 2A11             | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1359971 | PA      | $907108.00    | 0.01%             | 2046-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EXPEDIA GROUP INC SNR S* ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $14278.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-14234.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 05/28 VAR                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $10008446.13  | 0.08%             | 2028-05-01      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 02/33 6.65                      | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2635789.56   | 0.02%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD DKK BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $464780.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/48 3.125                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106300000 | PA      | $80028120.83  | 0.61%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-161.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6              | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4051034.04   | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/32 VAR                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8678566.75   | 0.07%             | 2032-04-22      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/29 4.625                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13602000 | PA      | $12921048.51  | 0.10%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUBSIDIARY LLC                                                   | CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5        | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2892205.56   | 0.02%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 07/29 3.5                          | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2874601.41   | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV JR SUBORDINA VAR                              | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1798763.58   | 0.01%             | 2026-11-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR            | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   13100000 | PA      | $13320631.12  | 0.10%             | 2036-06-13      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.725 03/18/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $1030.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                             | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/34 4.5           | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    5000000 | PA      | $4741452.70   | 0.04%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                           | DIGITAL DUTCH FINCO BV COMPANY GUAR REGS 03/30 1.5         | CUSIP: BKMG43II7<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | CORP              | NL        |   11100000 | PA      | $11757471.30  | 0.09%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-12549.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                           | PIKES PEAK CLO PIPK 2019 4A ARR 144A                       | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002677.78   | 0.02%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                               | UNITED UTILITIES WAT FIN COMPANY GUAR REGS 02/33 3.5       | CUSIP: ACI2V2523<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    2100000 | PA      | $2360458.72   | 0.02%             | 2033-02-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7323.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                                  | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375              | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6068135.12   | 0.05%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125          | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3507886.41   | 0.03%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 11/29 VAR                      | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12526179.00  | 0.10%             | 2029-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                                     | CAIXABANK SA JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2DD5W3<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3738218.13   | 0.03%             | 2029-03-13      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER RE LTD                                                             | CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR           | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $308820.00    | 0.00%             | 2031-05-10      | Floating      | 11.15%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | ORACLE CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-406661.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9             | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6058958.96   | 0.05%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                               | AMERICAN HONDA FINANCE SR UNSECURED 10/27 VAR              | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497949.50    | 0.00%             | 2027-10-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SUBORDINATED 144A 01/33 VAR         | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    8100000 | PA      | $7352040.98   | 0.06%             | 2033-01-12      | Floating      | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4821501.60   | 0.04%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1                | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    5400000 | PA      | $5317387.99   | 0.04%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $6808010.79   | 0.05%             | 2035-02-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65             | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17027911.79  | 0.13%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-53765.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/30 5.25                          | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    9929000 | PA      | $10197827.97  | 0.08%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -1046716 | PA      | $-1220678.02  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                              | SVB FINL TR                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     400000 | NS      | $26000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                     | TAPESTRY INC SR UNSECURED 03/30 5.1                        | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6569663.49   | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 6                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   57275000 | PA      | $58881887.35  | 0.45%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORANGE CAPITAL RE DESIGNATED ACTIVITY COMPANY                                    | ORANGE CAPITAL RE DAC SR UNSECURED 144A 01/29 VAR          | CUSIP: ACI2S2B04<br>LEI: 635400PXTZAPQFEPH515 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $303641.85    | 0.00%             | 2029-01-17      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11030000 | PA      | $10768412.30  | 0.08%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TWD BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1840.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR OPT  JUN26C 98.5 EXP 06/12/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -3167 | NC      | $-20252.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AUTOZONE INC SR UNSECURED 06/30 5.125                      | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     900000 | PA      | $915836.34    | 0.01%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT THB SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-379.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-255609.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2006-7                                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 7 3AF             | CUSIP: 86361BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     461542 | PA      | $367642.39    | 0.00%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W4                                                    | ARGENT SECURITIES INC. ARSI 2005 W4 A2D                    | CUSIP: 040104PT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1860152 | PA      | $1527426.54   | 0.01%             | 2036-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 04/36 5.2                       | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4427287.02   | 0.03%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SGD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $233653.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |    2005028 | PA      | $2894559.68   | 0.02%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/31 5.42           | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9823493.00   | 0.08%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01528 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $80307.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2022-16A LTD                                                       | ELEVATION CLO LTD AWPT 2022 16A A1AR 144A                  | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2900000 | PA      | $2902978.04   | 0.02%             | 2034-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SBI5 PIMCO FXVAN PUT USD KRW 1350.0000000             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |  -27616000 | NC      | $-22065.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                                        | BANK OF NY MELLON CORP JR SUBORDINA 12/49 VAR              | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     775000 | NS      | $771884.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VERAISON RE LTD                                                                  | VERAISON RE LTD UNSECURED 144A 03/34 VAR                   | CUSIP: 92335TAF6<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $400160.00    | 0.00%             | 2034-03-08      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                             | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR              | CUSIP: 92853KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     250000 | PA      | $250012.50    | 0.00%             | 2031-01-08      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B | CUSIP: 955SEVII3<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3741718.45   | 0.03%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20261002                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3290.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | TESCO PLC SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $84979.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-26916.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/43 5.6                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   33650000 | PA      | $33219529.35  | 0.25%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $41274.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA4                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA4 A             | CUSIP: 748939AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     622987 | PA      | $575604.04    | 0.00%             | 2036-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                              | CAPE LOOKOUT RE LTD UNSECURED 144A 03/32 VAR               | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1200000 | PA      | $1252680.00   | 0.01%             | 2032-03-13      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $7465186.54   | 0.06%             | 2028-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/29 3.2                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6072000 | PA      | $5728834.48   | 0.04%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                                       | BUONI POLIENNALI DEL TES SR UNSECURED REGS 02/31 2.85      | CUSIP: ACI30MMH9<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   11500000 | PA      | $13048497.16  | 0.10%             | 2031-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2013-R7                                    | MORGAN STANLEY REREMIC TRUST MSRR 2013 R7 3B 144A          | CUSIP: 61690PAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         82 | PA      | $82.64        | 0.00%             | 2046-12-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/33 5.25                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   21900000 | PA      | $22481935.78  | 0.17%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260714                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-762916.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                     | FORTITUDE GROUP HOLDINGS COMPANY GUAR 144A 04/30 6.25      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5502113.19   | 0.04%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $4577827.78   | 0.04%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT JUN26 XSFE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       1001 | NC      | $-215773.05   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/34 VAR                        | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $4005123.79   | 0.03%             | 2034-09-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   23860000 | PA      | $20850309.14  | 0.16%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $3044.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SERVICES INC                                                | NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9       | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $3868220.46   | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LIMITED                                                                | AIA GROUP LTD SUBORDINATED 144A 09/40 3.2                  | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     800000 | PA      | $615248.27    | 0.00%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4               | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  110200000 | PA      | $30087364.58  | 0.23%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                      | PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/36 6.25           | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    3400000 | PA      | $3325506.00   | 0.03%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR              | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    5300000 | NS      | $5221613.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-HE9                              | BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE9 1A3          | CUSIP: 07389MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6743000 | PA      | $6423453.95   | 0.05%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ELECTRICITE DE FRANCE SA (EDF SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $272780.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $11751.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL COMPANY GUAR 04/36 6.875                  | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7899450.75   | 0.06%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625              | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8713697.59   | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $232875.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298324.71    | 0.00%             | 2029-07-23      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-54557.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR                | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4482425.20   | 0.03%             | 2053-06-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-37761.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/27 VAR              | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4200000 | PA      | $4162132.55   | 0.03%             | 2027-07-20      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 11/34 5.45           | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9808248.29   | 0.08%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-813127.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/31 6.054          | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2401000 | PA      | $2412780.96   | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5               | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    1904164 | PA      | $1871197.40   | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-D                                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 D 2A1             | CUSIP: 05952GAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1801769 | PA      | $1618384.66   | 0.01%             | 2037-06-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-25822.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/28 2.125                      | CUSIP: ACI23CKY5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5000000 | PA      | $5607087.21   | 0.04%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                             | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4400000 | PA      | $4404069.12   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC COMPANY GUAR 01/28 3.95                         | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5344450.85   | 0.04%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                    | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5330834.30   | 0.04%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 01/35 6                      | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   11850000 | PA      | $12307217.20  | 0.09%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $8003.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-14411.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ZCS BRL 13.9271 05/08/25-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1588526.03  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/29 4.125                           | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6707524.96   | 0.05%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7651000 | PA      | $7648377.24   | 0.06%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/54 6.125                | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2860847.43   | 0.02%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 05/53 4.85                          | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1841804.46   | 0.01%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1139.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260410                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $23833.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20261228                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $21528.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 01/49 4.45           | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1501946.92   | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2                | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    7153000 | PA      | $6389096.72   | 0.05%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-33.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875               | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9439999.49   | 0.07%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75             | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   15078500 | PA      | $14818412.31  | 0.11%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                                | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                 | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |     500000 | PA      | $518250.00    | 0.00%             | 2032-04-08      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                 | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   17500000 | PA      | $3271848.06   | 0.03%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                              | TORREY PINES RE LTD SR UNSECURED 144A 06/31 VAR            | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $302760.00    | 0.00%             | 2031-06-05      | Floating      | 12.92%                | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                      | SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3             | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10676662.87  | 0.08%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2305.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |    7900000 | NS      | $7775101.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11602431.22  | 0.09%             | 2028-06-01      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-311398.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.94245 03/31/25-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $611057.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                                | RELX CAPITAL INC COMPANY GUAR 03/29 4                      | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297086.92    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HANDSHAKE RE LTD                                                                 | HANDSHAKE RE LTD UNSECURED 144A 01/30 VAR                  | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $248550.00    | 0.00%             | 2030-01-08      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3792160.60   | 0.03%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-343513.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR              | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7800000 | PA      | $7358752.13   | 0.06%             | 2030-09-13      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 03/18/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $139233.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A 01/32 VAR                          | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7200000 | PA      | $7103634.84   | 0.05%             | 2032-01-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                                    | PURPLE RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     300000 | PA      | $300000.00    | 0.00%             | 2033-06-07      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6526.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 04/29 VAR                       | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1250938.79   | 0.01%             | 2029-04-23      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5                | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3508521 | PA      | $3529209.84   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5               | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001683.40   | 0.01%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/28 4.55                          | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5671000 | PA      | $5678950.97   | 0.04%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $21151.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/34 6.2                | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   30485000 | PA      | $31254484.38  | 0.24%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 03/32 VAR                      | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8842004.40   | 0.07%             | 2032-03-12      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-28302.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-WMC1                                            | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 WMC1 M1           | CUSIP: 59020UQV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     603311 | PA      | $596225.93    | 0.00%             | 2035-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/34 VAR                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12200000 | PA      | $12814243.40  | 0.10%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | CAMDEN PROPERTY TRUST SR UNSECURED 07/29 3.15              | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1536013.50   | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $42603.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    1722000 | PA      | $1722200.41   | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/36 VAR              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4966524.35   | 0.04%             | 2036-09-12      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/31 2.45           | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5562000 | PA      | $4944060.52   | 0.04%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-2                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 SA 144A         | CUSIP: 36274JAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2000 | PA      | $2003.28      | 0.00%             | 2055-11-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD CHF BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $13603.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                                            | AEROPORTI DI ROMA SPA SR UNSECURED REGS 07/31 1.75         | CUSIP: BM9CM7II8<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |    3000000 | PA      | $3133540.85   | 0.02%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA 12/99 VAR                        | CUSIP: ACI2DC109<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $4184231.95   | 0.03%             | 2028-09-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                                                         | CROWDSTRIKE HOLDINGS INC COMPANY GUAR 02/29 3              | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8947736.86   | 0.07%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 09/28 4.5                    | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3485248.80   | 0.03%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-126541.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01035 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $83030.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -16100000 | NC      | $-46292.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20837459.16  | 0.16%             | 2029-04-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH WEST WATER FINANCE PLC                                                     | SOUTH WEST WATER FIN PLC COMPANY GUAR REGS 12/32 5.75      | CUSIP: ACI2SKH99<br>LEI: 213800OV68U446W4NV89 | Long             | DBT              | CORP              | GB        |    6650000 | PA      | $8802406.91   | 0.07%             | 2032-12-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-37307.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $14384.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-C                                          | 83208D909 SMB 2026 B R 144A                                | CUSIP: 990ACZUY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3000 | PA      | $491496.98    | 0.00%             | 2054-03-11      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | T-MOBILE USA INC SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $393587.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 26-1A                                   | CASTLELAKE AIRCRAFT SECURITIZA CLAST 2026 1A A 144A        | CUSIP: 148924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5901576.00   | 0.05%             | 2051-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| URSA RE II LTD                                                                   | URSA RE II LTD UNSECURED 144A 12/29 VAR                    | CUSIP: 91734PAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $248225.00    | 0.00%             | 2029-12-07      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/27 3.2            | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $987874.94    | 0.01%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP JR SUBORDINA 06/27 8.05               | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8313472.16   | 0.06%             | 2027-06-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FA0032 FN 12/54 FIXED VAR                        | CUSIP: 3140W0BA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1205791 | PA      | $1202576.28   | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO                                                                 | TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65         | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11334000 | PA      | $10767534.84  | 0.08%             | 2028-05-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP CAREY INC SR UNSECURED 10/26 4.25                       | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    6446000 | PA      | $6444025.65   | 0.05%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                             | NEVADA POWER CO GENL REF MOR 05/41 5.45                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    4059000 | PA      | $3980362.68   | 0.03%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                                       | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A               | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2106411 | PA      | $2136962.15   | 0.02%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7           | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   11375000 | PA      | $11335008.00  | 0.09%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                                | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A          | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1280140 | PA      | $1280826.72   | 0.01%             | 2033-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-25800.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/59 3.65                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   33150000 | PA      | $21497340.74  | 0.16%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1859 | NC      | $-4846549.74  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUE RIDGE RE LTD                                                                | BLUE RIDGE RE LTD UNSECURED 144A 01/29 VAR                 | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $246350.00    | 0.00%             | 2029-01-08      | Floating      | 11.51%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                                | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC             | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2110019 | PA      | $2112738.38   | 0.02%             | 2074-02-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/34 VAR                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6006000 | PA      | $6566660.58   | 0.05%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-41731.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/29 VAR                      | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $2471128.26   | 0.02%             | 2029-01-24      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                  | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10298000 | PA      | $10499081.84  | 0.08%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GATEWAY RE LTD                                                                   | GATEWAY RE LTD UNSECURED 144A 07/29 VAR                    | CUSIP: 36779CAZ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2029-07-06      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                              | NATURE COAST RE LTD UNSECURED 144A 02/30 VAR               | CUSIP: 63901CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $498600.00    | 0.00%             | 2030-02-26      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-638756.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.91542 03/31/25-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $747663.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALAMO RE LTD                                                                     | ALAMO RE LTD UNSECURED 144A 06/26 VAR                      | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    2400000 | PA      | $2446800.00   | 0.02%             | 2026-06-08      | Floating      | 15.39%                | 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        |   11100000 | PA      | $8633259.21   | 0.07%             | 2081-06-04      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD THB BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $26329.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 06/30 3.875                                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70000000 | PA      | $69900195.40  | 0.53%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-28114.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  MAY26C 113 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -167 | NC      | $-22223.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 09/16/26-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2823054.10   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY LOAN TRUST 2007-FRE1                                                 | HOME EQUITY LOAN TRUST HELT 2007 FRE1 2AV4                 | CUSIP: 43710XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $2789123.63   | 0.02%             | 2037-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 11/47 4                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2451243.86   | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $4995.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                                         | MID ATLANTIC INTERSTATE SR UNSECURED 144A 05/28 4.1        | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2487445.73   | 0.02%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $366230.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $31552.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $42191.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 05/30 5.4                | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    9700000 | PA      | $9908354.74   | 0.08%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 08/35 5.25                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $30161000.19  | 0.23%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 08/27 VAR                   | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11100000 | PA      | $10981005.00  | 0.08%             | 2027-08-10      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-11534.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                  | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   16000000 | PA      | $17243050.56  | 0.13%             | 2028-11-21      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8            | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   11214000 | PA      | $11343121.92  | 0.09%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | JABIL INC SR UNSECURED 02/29 5.45                          | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2244427.13   | 0.02%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |          1 | NC      | $131699.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-S3                                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4            | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     423974 | PA      | $418689.68    | 0.00%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-19502.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/33 5.5                             | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19386823.28  | 0.15%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES (VOC ESCROW LTD)                                            | VOC ESCROW LTD SR SECURED 144A 02/28 5                     | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    6000000 | PA      | $5978145.60   | 0.05%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD INR BOUGHT USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-24255.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                          | NYKREDIT REALKREDIT A/S COVERED REGS 10/50 1               | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   58579079 | PA      | $7007979.40   | 0.05%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSECURED 01/29 4.8            | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1104851.48   | 0.01%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-26038.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 01/30 4.869                   | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1407000 | PA      | $1355651.54   | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)                      | WASTE CONNECTIONS INC SR UNSECURED 01/33 4.2               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     796000 | PA      | $770640.38    | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-42073.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VITALITY RE XVII LTD                                                             | VITALITY RE XVII LTD UNSECURED 144A 01/31 VAR              | CUSIP: 92853KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300015.00    | 0.00%             | 2031-01-08      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                                  | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17      | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    3200000 | PA      | $3150926.24   | 0.02%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 06/27 5.875                | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4048074.24   | 0.03%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA HURRICANE CATASTROPHE FD FIN COR                                         | FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/34 FIXED 5.526    | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    2891000 | PA      | $3031612.46   | 0.02%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 12/29 VAR                   | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19774479.80  | 0.15%             | 2029-12-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                               | VIKING CRUISES LTD COMPANY GUAR 144A 10/33 5.875           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    5511000 | PA      | $5445015.92   | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/30 3.226           | CUSIP: ACI38VDK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $8016275.62   | 0.06%             | 2030-03-11      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BD SR UNSECURED 03/32 6.55           | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5122946.43   | 0.04%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 02/30 5.6            | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4089145.20   | 0.03%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 04/33 4.75                           | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5845848.92   | 0.04%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260514                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-182744.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER INC                                              | INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875            | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4731779.65   | 0.04%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.51400 09/04/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $396185.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 02/35 5.2                        | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1620710.24   | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 25 LTD                                                        | NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A              | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1100948.15   | 0.01%             | 2034-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2343226.48   | 0.02%             | 2029-07-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/30 3.83             | CUSIP: 65339KDR8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $7331886.26   | 0.06%             | 2030-06-12      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 06/35 5.375           | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     555000 | PA      | $563661.96    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                                               | BECTON DICKINSON EURO COMPANY GUAR 06/36 4.029             | CUSIP: ACI2PDYB4<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |    7000000 | PA      | $7996909.44   | 0.06%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-71832.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/31 5.375                      | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    7450000 | PA      | $8683072.80   | 0.07%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/31 4.7       | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   10200000 | PA      | $10000009.62  | 0.08%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/28 5.3                 | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8419198.96   | 0.06%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR            | CUSIP: ACI27Z980<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   19500000 | PA      | $26637651.97  | 0.20%             | 2027-09-27      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| CITRUS RE LTD                                                                    | CITRUS RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 177510AS3<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.00%             | 2033-06-07      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 01/27 3.75           | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2589674.44   | 0.02%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                                                      | KUWAIT INTL BOND SR UNSECURED REGS 03/27 3.5               | CUSIP: M6417JAA6<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   14500000 | PA      | $14375876.09  | 0.11%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $11017.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG ENERGY INC SR SECURED 144A 12/27 2.45                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $963578.91    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                   | MARATHON PETROLEUM CORP SR UNSECURED 03/30 5.15            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3162726.24   | 0.02%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/34 5.926       | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     253969 | PA      | $259275.18    | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $21930.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-4                                                 | TOWD POINT MORTGAGE TRUST TPMT 2017 4 A1 144A              | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1401060 | PA      | $1379663.87   | 0.01%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KRW SOLD USD 20260423                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1959.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E SR SECURED 10/30 1.7                       | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    7689000 | PA      | $6805229.11   | 0.05%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PLN SOLD USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-11020.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR FINANCIAL HOLDINGS LLC                                                       | KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4         | CUSIP: 48248AAG3<br>LEI: 549300U5WMP5TYFNKW68 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9449504.50   | 0.07%             | 2033-05-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 03/28 VAR                        | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1615314.90   | 0.01%             | 2028-03-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $20533.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNTHOS SA                                                                       | SYNTHOS SA SR SECURED REGS 06/28 2.5                       | CUSIP: ACI1Y2QV5<br>LEI: 259400WX4QZCOHJVWM18 | Long             | DBT              | CORP              | PL        |    5760000 | PA      | $6151482.66   | 0.05%             | 2028-06-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-52140.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1             | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3071290 | PA      | $2944600.60   | 0.02%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/30 5.25                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3961789.77   | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 05/35 VAR                                     | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    7600000 | PA      | $7777489.64   | 0.06%             | 2035-05-30      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX XOV44 5Y 35-100% SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $3402043.98   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 06/17/26-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2046879.45   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                            | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 09/33 5.75      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2391060.10   | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/32 3.85                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1788000 | PA      | $1707167.81   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                   | EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651     | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |    3900000 | PA      | $4771367.57   | 0.04%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                                        | SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1506098.60   | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -35254084 | PA      | $-35272825.77 | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   11825000 | PA      | $12079923.35  | 0.09%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 03/31 4.875               | CUSIP: ACI2DJYQ1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1530663.72   | 0.01%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYOU RE LTD                                                                     | BAYOU RE LTD UNSECURED 144A 04/31 VAR                      | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     900000 | PA      | $935100.00    | 0.01%             | 2031-04-30      | Floating      | 11.85%                | No            |                  2 | On Loan: No      |
| N/A                                                                              | CONSTELLATION OIL D SHS WARRNT WARRYU9O1                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          3 | NC      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/30 5.45                | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    5048000 | PA      | $5129247.31   | 0.04%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT IDR SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4878.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $81131.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY 01/29 VAR                                 | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     965000 | PA      | $976428.90    | 0.01%             | 2029-01-10      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX HY45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-3151797.80  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260615                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-7735.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $503713.25    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/54 6.05                    | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3107407.58   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-3                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 PT 144A         | CUSIP: 36276CAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15900000 | PA      | $15943392.69  | 0.12%             | 2055-11-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4237615 | PA      | $4223567.11   | 0.03%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-NC2                                            | MORGAN STANLEY CAPITAL INC MSAC 2007 NC2 A2B               | CUSIP: 61753NAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438274 | PA      | $191894.03    | 0.00%             | 2037-02-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 04/31 2.7                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    6895000 | PA      | $6273387.62   | 0.05%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LTD                                     | ROYAL BK SCOTLAND INTL LTD USD SR NT SER E                 | CUSIP: 929QCQII3<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |   10000000 | PA      | $9871753.10   | 0.08%             | 2028-12-16      | Fixed         | 4.66%                 | Yes           |                  3 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/29 3.85           | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4199989.31   | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 03/28 4.55                | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2888300.68   | 0.02%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                               | PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/51 3.15            | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     701000 | PA      | $449923.87    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                          | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR        | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |   35500000 | NS      | $35399890.00  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        228 | NC      | $-825680.51   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                               | ORANGE SA SR UNSECURED 144A 01/29 4                        | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4951009.55   | 0.04%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA SR UNSECURED 144A 01/30 3.75                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    4100000 | PA      | $3940938.12   | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I INC 2021-230P                                           | MORGAN STANLEY CAPITAL I TRUST MSC 2021 230P A 144A        | CUSIP: 61772WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6700000 | PA      | $6493137.50   | 0.05%             | 2038-12-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TWD SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4341.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS C 144A                              | CUSIP: 990ABJSB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    2300000 | PA      | $1586885.43   | 0.01%             | 2057-12-30      | Floating      | 6.16%                 | No            |                  3 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 01/50 6.39                    | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    1127000 | PA      | $1029396.17   | 0.01%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 02/34 5.5               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6360868.14   | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4               | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3073250.56   | 0.02%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE 144A 02/27 5.25                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $603831.18    | 0.00%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABILENE DC 7 LLC/ABILENE DC 8 LLC                                                | PROJECT FLASH TERM LOAN 1                                  | CUSIP: BA000KZ61<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8234648 | PA      | $8234647.86   | 0.06%             | 2030-04-30      | Floating      | 3.54%                 | No            |                  3 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                    | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/29 4.4         | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   15170000 | PA      | $14681346.84  | 0.11%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 02/28 4.75                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001281.63   | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 11/30 4.3                             | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $688672.78    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 08/31 2.25                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3088504.90   | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                              | ADANI TRANS STEP ONE LTD SR SECURED REGS 08/26 4           | CUSIP: ACI0NYD68<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    3075000 | PA      | $3073488.79   | 0.02%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD SEK BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $13649.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     165439 | PA      | $97443.57     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 11/46 3.64            | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1101251.24   | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS LLC                                                                 | SBL HOLDINGS INC SR UNSECURED 144A 09/28 5.9               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2549297.66   | 0.02%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/33 5.75                 | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4785809.13   | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-30286.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125     | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   45000000 | PA      | $44424731.25  | 0.34%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/28 4.75      | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4899152.99   | 0.04%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3             | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10100054 | PA      | $3842890.71   | 0.03%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3              | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   22816000 | PA      | $22349947.84  | 0.17%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14965.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2N1YK2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3600000 | PA      | $4401317.32   | 0.03%             | 2031-09-22      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTILITIES FINANCE PLC                                         | SEVERN TRENT WATER UTIL COMPANY GUAR REGS 03/34 4          | CUSIP: ACI2N2HN3<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    7050000 | PA      | $8133253.53   | 0.06%             | 2034-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-108769.99   | -0.00%            |  |  |  | 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        |    6296000 | PA      | $8343919.72   | 0.06%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3500000 | PA      | $3556850.50   | 0.03%             | 2034-11-19      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5600918.88   | 0.04%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027      | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    8000000 | PA      | $7970096.48   | 0.06%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95                    | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $708990.98    | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2005-C                                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2005 C M2             | CUSIP: 456606HV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863567 | PA      | $860383.09    | 0.01%             | 2035-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $94775.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10670000 | PA      | $10639955.31  | 0.08%             | 2027-06-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR              | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10953064.84  | 0.08%             | 2029-03-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9009825.12   | 0.07%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3667000 | PA      | $3648705.15   | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUERCUS II RE DESIGNATED ACTIVITY COMPANY                                        | QUERCUS II RE DAC UNSECURED 144A 01/31 VAR                 | CUSIP: ACI37KKF2<br>LEI: 635400PTO1PTKKKHEA32 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $462293.85    | 0.00%             | 2031-01-07      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2013-2R                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2013 2R 5A2 144A         | CUSIP: 12646PDL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2533349 | PA      | $1659362.67   | 0.01%             | 2037-05-27      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/28 3.25                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     365000 | PA      | $357906.33    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-54857.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-12T1                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 12T1 A5          | CUSIP: 02150LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1390877 | PA      | $609807.63    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/43 4.375                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  137351000 | PA      | $129686707.07 | 0.99%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 08/26 6.25                     | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     269000 | PA      | $270862.57    | 0.00%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/28 VAR              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5200000 | PA      | $5264077.31   | 0.04%             | 2028-09-13      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0593* 03/13/26-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $46518.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 02/53 5.375                          | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7799936.45   | 0.06%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                               | SW (FINANCE) I PLC SR SECURED REGS 10/31 7.75              | CUSIP: ACI2RYRB4<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |    5600000 | PA      | $7751311.48   | 0.06%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-36880.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 02/28 VAR                | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45700000 | PA      | $45009529.67  | 0.34%             | 2028-02-04      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/47 4.95                          | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9972000 | PA      | $8513437.04   | 0.07%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 144A 11/36 7.1       | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2800000 | PA      | $2863013.75   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 01/36 5.33             | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   23000000 | PA      | $22530564.71  | 0.17%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 06/29 5.45               | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1716522.25   | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SGD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-3683.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CUBESMART LP COMPANY GUAR 02/29 4.375                      | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3602728.54   | 0.03%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD CNH BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $23.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6                | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5168440.60   | 0.04%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISH POND RE LTD                                                                 | FISH POND RE LTD UNSECURED 144A 01/27 VAR                  | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    4000000 | PA      | $4058000.00   | 0.03%             | 2027-01-08      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6945.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $47503.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 04/47 4                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $11083044.20  | 0.08%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB6417 FN 05/53 FIXED 4.5                        | CUSIP: 3140QSDX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1387081 | PA      | $1344623.31   | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NZD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-21520.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $7517.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31810000 | PA      | $31053700.39  | 0.24%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 01/28 VAR            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $590188.09    | 0.00%             | 2028-01-11      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/56 5.7                    | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4760514.10   | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7            | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     731363 | PA      | $673720.53    | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                                            | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 2A3            | CUSIP: 68400DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3316856 | PA      | $1930445.41   | 0.01%             | 2037-01-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/29 2.625                  | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     600000 | PA      | $570789.92    | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                            | GEORGIA POWER CO SR UNSECURED 01/50 3.7                    | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3087953.27   | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1298870.59   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260528                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-7112.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 0.00000 03/17/23-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $21490666.48  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  SEP27 XCME 20271214                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        574 | NC      | $-448494.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-26865.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/33 VAR                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33672000 | PA      | $33707103.40  | 0.26%             | 2033-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260702                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8312.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR              | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7693259.60   | 0.06%             | 2055-03-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625            | CUSIP: ACI379J02<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    8300000 | PA      | $9608927.43   | 0.07%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                               | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2       | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     642798 | PA      | $634941.69    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-81351.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/30 VAR                   | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19750275.40  | 0.15%             | 2030-04-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PLN BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1551.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TR 2007-PA3                                         | WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA3 1A1          | CUSIP: 94985GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83383 | PA      | $73457.79     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                      | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2489347.38   | 0.02%             | 2030-01-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75                | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $17874323.59  | 0.14%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT SEK SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1933.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT ILS SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $37228.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 09/34 5.7            | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $409111.90    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.80662 04/02/25-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1459757.89   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-18A                                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A         | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3100000 | PA      | $3096125.22   | 0.02%             | 2035-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-245.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-5                                                  | BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2                  | CUSIP: 073873AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     808303 | PA      | $361588.47    | 0.00%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CNH SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-9805.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 03/34 6.1                            | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $17128126.34  | 0.13%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BD0214 FN 07/46 FIXED 3.5                        | CUSIP: 3140F7GY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1367399 | PA      | $1278792.24   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | AIR LEASE CORP SR UNSECURED 06/26 3.75                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5890985.92   | 0.05%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG / STAMFORD BRANCH                                                         | UBS AG STAMFORD CT SR UNSECURED 03/29 VAR                  | CUSIP: 90261AAG7<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    8800000 | PA      | $8790546.95   | 0.07%             | 2029-03-16      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3              | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $2562829.01   | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORPORATION                                                      | ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875              | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3304455.33   | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/34 VAR                      | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1705915.69   | 0.01%             | 2034-04-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/29 5.375              | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7600000 | PA      | $7539200.00   | 0.06%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT KWD SOLD USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2592.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT INR SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-83805.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-11                                                   | GSAA HOME EQUITY TRUST GSAA 2006 11 1A1                    | CUSIP: 362367AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49449385 | PA      | $9018994.25   | 0.07%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/55 5.4            | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3754041.32   | 0.03%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-5                                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 5 2A3              | CUSIP: 12668KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166951 | PA      | $173846.12    | 0.00%             | 2047-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 03/38 6.25            | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6997000 | PA      | $7363717.81   | 0.06%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5         | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1392309.13   | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375         | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $8099601.51   | 0.06%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PROJ ALFA 3 TERM LOAN                                      | CUSIP: BA000RG42<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | US        |    2912096 | PA      | $2912095.88   | 0.02%             | 2026-10-21      | Floating      | 5.74%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | PEMEX LCDS SP DUB                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $8763.64      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4718000 | PA      | $4819437.00   | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $984077.66    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 02/31 2.3                          | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   16623000 | PA      | $14799265.90  | 0.11%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ILS BOUGHT USD 20260610                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1730.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   21000000 | NS      | $19450830.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA JR SUBORDINA 10/54 VAR                              | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1495813.95   | 0.01%             | 2054-10-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 04/31 4.4                            | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   19200000 | PA      | $19011411.07  | 0.15%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $125869.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -10105625 | PA      | $-10213699.04 | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-231690.87   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                            | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    9200000 | PA      | $10503557.71  | 0.08%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WINDMILL III RE DESIGNATED ACTIVITY COMPANY                                      | WINDMILL III RE DAC UNSECURED 144A 07/28 VAR               | CUSIP: ACI2PJTV3<br>LEI: 635400PB5AXUZ6R7CT68 | Long             | DBT              | CORP              | IE        |     250000 | PA      | $299394.10    | 0.00%             | 2028-07-05      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                 | VIRGIN MEDIA SECURED FIN SR SECURED 144A 01/30 4.25        | CUSIP: ACI1FYMM0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    4100000 | PA      | $4809191.88   | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMDOCS LIMITED                                                                   | AMDOCS LTD SR UNSECURED 06/30 2.538                        | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |   14850000 | PA      | $13445523.09  | 0.10%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 06/33 5.2                   | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    6706000 | PA      | $6819926.02   | 0.05%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD ZAR BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $13.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4476.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                                  | PERMIAN RESOURC OPTG LLC COMPANY GUAR 144A 02/33 6.25      | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5708225.60   | 0.04%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 12/33 6.75            | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4996538.28   | 0.04%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 06/44 5         | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3505257.99   | 0.03%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2390731.31   | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4072369.85   | 0.03%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 12/33 2.55                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     409000 | PA      | $346281.07    | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSECURED 12/26 5.488                       | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9071837.64   | 0.07%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317U95BA8 PIMCO SWAPTION 1.5 CALL USD 20260429             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | -499300000 | NC      | $-798.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 11/49 4.25                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5442345.75   | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                                       | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 09/32 1    | CUSIP: BYVYTQII0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    4982640 | PA      | $5836704.17   | 0.04%             | 2032-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                                     | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                    | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1501831.16   | 0.01%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 12/27 3.65                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5834453.01   | 0.04%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/35 VAR                      | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5084258.00   | 0.04%             | 2035-01-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                               | SW (FINANCE) I PLC SR SECURED REGS 04/40 7                 | CUSIP: ACI2NDN28<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |   12600000 | PA      | $16195606.71  | 0.12%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-69282.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT NOK SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-30130.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 01/29 4.5                            | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1236326.63   | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-2                                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A1             | CUSIP: 61752UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     189392 | PA      | $96889.71     | 0.00%             | 2037-04-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $7294191.20   | 0.06%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2007-QH8                                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH8 A             | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3093486 | PA      | $2468284.77   | 0.02%             | 2037-10-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22700000 | PA      | $23057559.28  | 0.18%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | TEXTRON INC SR UNSECURED 03/27 3.65                        | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2482650.60   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HLTHCARE INVESTORS COMPANY GUAR 04/33 3.25           | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    5274000 | PA      | $4644386.66   | 0.04%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9                | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    3213000 | PA      | $3120509.26   | 0.02%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $18118497.07  | 0.14%             | 2030-07-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                        | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR          | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    1300000 | PA      | $1265342.56   | 0.01%             | 2035-03-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 01/28 VAR                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5971917.12   | 0.05%             | 2028-01-10      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU BONDS 144A 08/33 7.3                      | CUSIP: 715638DY5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   51600000 | PA      | $16219324.69  | 0.12%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT MXN SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $62192.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                         | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75             | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1239686.62   | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC 2026-1A                                                             | MAST USA LLC MASTT 2026 1A A 144A                          | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5964286 | PA      | $5875127.28   | 0.04%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD KRW BOUGHT USD 20260427                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $8775.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/54 5.95                            | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2888251.29   | 0.02%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-73911.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/26 5.55                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     600000 | PA      | $603572.29    | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5              | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6454968.98   | 0.05%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5           | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    2300000 | PA      | $2291129.22   | 0.02%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT TRY SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $151676.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT CHF SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $38859.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC SERIES 2011-6R                                                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2011 6R 4A2 144A         | CUSIP: 12645QCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     521098 | PA      | $495929.62    | 0.00%             | 2037-04-28      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-65CB                                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 65CB 1A4         | CUSIP: 12668AX67<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     682553 | PA      | $431605.12    | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO CORPORATION COMPANY GUAR 09/30 5.1                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2169000 | PA      | $2186824.28   | 0.02%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/31 2.75                           | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $14819157.20  | 0.11%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/34 5.45                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1110662.91   | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | ESSENT GROUP LTD SR UNSECURED 07/29 6.25                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    6282000 | PA      | $6501850.40   | 0.05%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-2                                             | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 2 A4             | CUSIP: 61752UAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     903049 | PA      | $462077.89    | 0.00%             | 2037-04-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/33 4.9                         | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4077224.83   | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                      | PROTECTIVE LIFE CORP SR UNSECURED 144A 01/30 3.4           | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    6088000 | PA      | $5809581.76   | 0.04%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer